Zto Express Stock Market Value
| ZTO Stock | USD 21.93 0.31 1.39% |
| Symbol | ZTO |
Will Air Freight & Logistics sector continue expanding? Could ZTO diversify its offerings? Factors like these will boost the valuation of ZTO Express. Anticipated expansion of ZTO directly elevates investor willingness to pay premium valuations. Accurate valuation requires analyzing both current fundamentals and future growth trajectories. Every ZTO Express data point contributes insight, yet successful analysis hinges on identifying the most consequential variables.
Quarterly Earnings Growth 0.069 | Dividend Share 4.79 | Earnings Share 1.55 | Revenue Per Share | Quarterly Revenue Growth 0.111 |
The market value of ZTO Express is measured differently than its book value, which is the value of ZTO that is recorded on the company's balance sheet. Investors also form their own opinion of ZTO Express' value that differs from its market value or its book value, called intrinsic value, which is ZTO Express' true underlying value. Seasoned market participants apply comprehensive analytical frameworks to derive fundamental worth and identify mispriced opportunities. Because ZTO Express' market value can be influenced by many factors that don't directly affect ZTO Express' underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between ZTO Express' value and its price as these two are different measures arrived at by different means. Investors typically determine if ZTO Express is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. Meanwhile, ZTO Express' quoted price indicates the marketplace figure where supply meets demand through bilateral consent.
ZTO Express 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to ZTO Express' stock what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of ZTO Express.
| 11/02/2025 |
| 01/31/2026 |
If you would invest 0.00 in ZTO Express on November 2, 2025 and sell it all today you would earn a total of 0.00 from holding ZTO Express or generate 0.0% return on investment in ZTO Express over 90 days. ZTO Express is related to or competes with JB Hunt, Expeditors International, XPO Logistics, LATAM Airlines, Textron, CH Robinson, and Allegion PLC. ZTO Express Inc. provides express delivery and other value-added logistics services in the Peoples Republic of China More
ZTO Express Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure ZTO Express' stock current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess ZTO Express upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.2 | |||
| Information Ratio | 0.1259 | |||
| Maximum Drawdown | 7.33 | |||
| Value At Risk | (1.81) | |||
| Potential Upside | 2.73 |
ZTO Express Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for ZTO Express' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as ZTO Express' standard deviation. In reality, there are many statistical measures that can use ZTO Express historical prices to predict the future ZTO Express' volatility.| Risk Adjusted Performance | 0.129 | |||
| Jensen Alpha | 0.181 | |||
| Total Risk Alpha | 0.1258 | |||
| Sortino Ratio | 0.1413 | |||
| Treynor Ratio | 0.2835 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of ZTO Express' price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
ZTO Express January 31, 2026 Technical Indicators
| Cycle Indicators | ||
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| Risk Adjusted Performance | 0.129 | |||
| Market Risk Adjusted Performance | 0.2935 | |||
| Mean Deviation | 1.04 | |||
| Semi Deviation | 0.9369 | |||
| Downside Deviation | 1.2 | |||
| Coefficient Of Variation | 583.45 | |||
| Standard Deviation | 1.35 | |||
| Variance | 1.82 | |||
| Information Ratio | 0.1259 | |||
| Jensen Alpha | 0.181 | |||
| Total Risk Alpha | 0.1258 | |||
| Sortino Ratio | 0.1413 | |||
| Treynor Ratio | 0.2835 | |||
| Maximum Drawdown | 7.33 | |||
| Value At Risk | (1.81) | |||
| Potential Upside | 2.73 | |||
| Downside Variance | 1.44 | |||
| Semi Variance | 0.8778 | |||
| Expected Short fall | (1.17) | |||
| Skewness | 0.4172 | |||
| Kurtosis | 0.7383 |
ZTO Express Backtested Returns
ZTO Express appears to be very steady, given 3 months investment horizon. ZTO Express shows Sharpe Ratio of 0.19, which attests that the company had a 0.19 % return per unit of standard deviation over the last 3 months. We have found twenty-nine technical indicators for ZTO Express, which you can use to evaluate the volatility of the company. Please utilize ZTO Express' Risk Adjusted Performance of 0.129, downside deviation of 1.2, and Mean Deviation of 1.04 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, ZTO Express holds a performance score of 15. The firm maintains a market beta of 0.78, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, ZTO Express' returns are expected to increase less than the market. However, during the bear market, the loss of holding ZTO Express is expected to be smaller as well. Please check ZTO Express' downside variance, as well as the relationship between the daily balance of power and relative strength index , to make a quick decision on whether ZTO Express' historical returns will revert.
Auto-correlation | 0.79 |
Good predictability
ZTO Express has good predictability. Overlapping area represents the amount of predictability between ZTO Express time series from 2nd of November 2025 to 17th of December 2025 and 17th of December 2025 to 31st of January 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of ZTO Express price movement. The serial correlation of 0.79 indicates that around 79.0% of current ZTO Express price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.79 | |
| Spearman Rank Test | 0.64 | |
| Residual Average | 0.0 | |
| Price Variance | 0.2 |
Pair Trading with ZTO Express
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if ZTO Express position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in ZTO Express will appreciate offsetting losses from the drop in the long position's value.Moving together with ZTO Stock
| 0.9 | FDX | FedEx | PairCorr |
| 0.88 | UPS | United Parcel Service | PairCorr |
| 0.74 | XPO | XPO Logistics Earnings Call This Week | PairCorr |
| 0.78 | TTNM | Titanium Transportation | PairCorr |
Moving against ZTO Stock
The ability to find closely correlated positions to ZTO Express could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace ZTO Express when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back ZTO Express - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling ZTO Express to buy it.
The correlation of ZTO Express is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as ZTO Express moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if ZTO Express moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for ZTO Express can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Check out ZTO Express Correlation, ZTO Express Volatility and ZTO Express Performance module to complement your research on ZTO Express. To learn how to invest in ZTO Stock, please use our How to Invest in ZTO Express guide.You can also try the AI Portfolio Prophet module to use AI to generate optimal portfolios and find profitable investment opportunities.
ZTO Express technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.