Csx Corporation Stock Alpha and Beta Analysis
| CSX Stock | USD 35.78 0.44 1.25% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as CSX Corporation. It also helps investors analyze the systematic and unsystematic risks associated with investing in CSX over a specified time horizon. Remember, high CSX's alpha is almost always a sign of good performance; however, a high beta will depend on investors' risk tolerance level and may signal increased volatility and potential future overvaluation. Key technical indicators related to CSX's market risk premium analysis include:
Beta 1.46 | Alpha (0.05) | Risk 1.86 | Sharpe Ratio 0.0653 | Expected Return 0.12 |
Enterprise Value |
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Alpha is a measure of relative performance on a risk-adjusted basis, while beta measures volatility against the benchmark. The goal is to know if an investor is being compensated for the volatility risk taken. The return on investment might be better than its reference but still not compensate for the assumption of the risk.
CSX |
CSX Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. CSX market risk premium is the additional return an investor will receive from holding CSX long position in a well-diversified portfolio. The market premium is part of the Capital Asset Pricing Model (CAPM), which most analysts and investors use to calculate the acceptable rate of return on investment in CSX. At the center of the CAPM is the concept of risk and reward, which is usually communicated by investors using alpha and beta measures. Alpha and beta are two of the key measurements used to evaluate CSX's performance over market.| α | -0.05 | β | 1.46 |
CSX expected buy-and-hold returns
Although buy-and-hold investment strategy may not appeal to all investors, it may be used as a good measure of CSX's Buy-and-hold return. Our buy-and-hold chart shows how CSX performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.CSX Market Price Analysis
Market price analysis indicators help investors to evaluate how CSX stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading CSX shares will generate the highest return on investment. By understating and applying CSX stock market price indicators, traders can identify CSX position entry and exit signals to maximize returns.
CSX Return and Market Media
The median price of CSX for the period between Tue, Aug 27, 2024 and Mon, Nov 25, 2024 is 34.07 with a coefficient of variation of 2.71. The daily time series for the period is distributed with a sample standard deviation of 0.93, arithmetic mean of 34.3, and mean deviation of 0.75. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
| CSX dividend paid on 13th of September 2024 | 09/13/2024 |
1 | Disposition of 3605 shares by Sean Pelkey of CSX at 34. subject to Rule 16b-3 | 10/02/2024 |
2 | Did CSX Corporation Mislead Investors Shareholder Rights Advocates at Levi Korsinsky Investigate - CSX | 10/31/2024 |
3 | Levi Korsinsky Investigates Possible Securities Fraud Violations by CSX Corporation | 11/05/2024 |
4 | Cleanspace Holdings Faces Revenue Slowdown Amid Market Hurdles | 11/11/2024 |
5 | CSX Corporation Announces Leadership Transition with Retirement of Chief Legal Officer | 11/12/2024 |
6 | CSX Co. Receives Consensus Rating of Moderate Buy from Brokerages | 11/13/2024 |
7 | CSX Co. Shares Sold by Prime Capital Investment Advisors LLC | 11/14/2024 |
8 | Disposition of 70000 shares by Nathan Goldman of CSX at 22.69 subject to Rule 16b-3 | 11/18/2024 |
9 | The Schall Law Firm Invites Stockholders With Losses To Join An Inquiry Into CSX Corporations Possible Securities Law Violations | 11/20/2024 |
10 | CSX Corporation Is Being Investigated For Securities Fraud And Affected Investors Are Urged To Reach Out To The Schall Law Firm | 11/21/2024 |
About CSX Beta and Alpha
For many years both, Alpha and Beta indicators are used by professional money managers as critical performance measurement tools across virtually all financial instruments including CSX or other stocks. Alpha measures the amount that position in CSX Corporation has returned in comparison to a selected market index or another relevant benchmark. In other words, Alpha is the excess return on an investment relative to the performance of your selected benchmark. Beta, on the other hand, measures the relative risk of your investment.
| 2021 | 2022 | 2023 | 2024 (projected) | Dividend Yield | 0.009917 | 0.0129 | 0.0127 | 0.0228 | Price To Sales Ratio | 6.76 | 4.46 | 4.75 | 4.99 |
CSX Upcoming Company Events
As portrayed in its financial statements, the presentation of CSX's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, CSX's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of CSX's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of CSX. Please utilize our Beneish M Score to check the likelihood of CSX's management manipulating its earnings.
| 18th of April 2024 Upcoming Quarterly Report | View | |
| 18th of July 2024 Next Financial Report | View | |
| 31st of March 2024 Next Fiscal Quarter End | View | |
| 22nd of January 2025 Next Fiscal Year End | View | |
| 31st of December 2023 Last Quarter Report | View | |
| 31st of December 2023 Last Financial Announcement | View |
Build Portfolio with CSX
Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.Build Diversified Portfolios
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Additional Tools for CSX Stock Analysis
When running CSX's price analysis, check to measure CSX's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy CSX is operating at the current time. Most of CSX's value examination focuses on studying past and present price action to predict the probability of CSX's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move CSX's price. Additionally, you may evaluate how the addition of CSX to your portfolios can decrease your overall portfolio volatility.