CH Robinson Stock Market Value

CHRW
 Stock
  

USD 96.71  2.06  2.09%   

CH Robinson's market value is the price at which a share of CH Robinson stock trades on a public exchange. It measures the collective expectations of CH Robinson Worldwide investors about the entity's future performance. With this module, you can estimate the performance of a buy and hold strategy of CH Robinson Worldwide and determine expected loss or profit from investing in CH Robinson over a given investment horizon. Continue to CH Robinson Correlation, CH Robinson Volatility and CH Robinson Alpha and Beta module to complement your research on CH Robinson.
Symbol


Is CH Robinson's industry expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of CH Robinson. If investors know CH Robinson will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about CH Robinson listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
The market value of CH Robinson Worldwide is measured differently than its book value, which is the value of CH Robinson that is recorded on the company's balance sheet. Investors also form their own opinion of CH Robinson's value that differs from its market value or its book value, called intrinsic value, which is CH Robinson's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because CH Robinson's market value can be influenced by many factors that don't directly affect CH Robinson's 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 CH Robinson's value and its price as these two are different measures arrived at by different means. Investors typically determine CH Robinson value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, CH Robinson's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.

CH Robinson '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 CH Robinson's 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 CH Robinson.
0.00
09/03/2022
No Change 0.00  0.0 
In 3 months and 1 day
12/02/2022
0.00
If you would invest  0.00  in CH Robinson on September 3, 2022 and sell it all today you would earn a total of 0.00 from holding CH Robinson Worldwide or generate 0.0% return on investment in CH Robinson over 90 days. CH Robinson is related to or competes with Anheuser Busch, Anheuser-Busch InBev, Etsy, Linde PLC, American Express, International Business, and Boeing. Robinson Worldwide, Inc., together with its subsidiaries, provides freight transportation services and logistics solutio... More

CH Robinson 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 CH Robinson's 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 CH Robinson Worldwide upside and downside potential and time the market with a certain degree of confidence.

CH Robinson Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for CH Robinson's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as CH Robinson's standard deviation. In reality, there are many statistical measures that can use CH Robinson historical prices to predict the future CH Robinson's volatility.
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of CH Robinson's 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. Please use the tools below to analyze the current value of CH Robinson in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
94.4996.7098.91
Details
Intrinsic
Valuation
LowReal ValueHigh
87.26100.23102.45
Details
15 Analysts
Consensus
LowTarget PriceHigh
65.00101.75135.00
Details
Earnings
Estimates (11)
LowProjected EPSHigh
5.986.366.54
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as CH Robinson. Your research has to be compared to or analyzed against CH Robinson's peers to derive any actionable benefits. When done correctly, CH Robinson's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy towards taking a position in CH Robinson Worldwide.

CH Robinson Worldwide Backtested Returns

CH Robinson Worldwide retains Efficiency (Sharpe Ratio) of -0.0954, which signifies that the company had -0.0954% of return per unit of price deviation over the last 3 months. Macroaxis outlook to foreseeing the risk of any stock is to look at both systematic and unsystematic factors of the business, including all available market data and technical indicators. CH Robinson exposes twenty-eight different technical indicators, which can help you to evaluate volatility that cannot be diversified away. Please be advised to confirm CH Robinson Worldwide Market Risk Adjusted Performance of (0.18), standard deviation of 2.18, and Coefficient Of Variation of (1,191) to double-check the risk estimate we provide.
The firm owns a Beta (Systematic Risk) of 1.0211, which signifies a somewhat significant risk relative to the market. Let's try to break down what CH Robinson's beta means in this case. CH Robinson returns are very sensitive to returns on the market. As the market goes up or down, CH Robinson is expected to follow. Even though it is essential to pay attention to CH Robinson Worldwide existing price patterns, it is always good to be careful when utilizing equity price patterns. Our way in which we are foreseeing any stock's future performance is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. CH Robinson exposes twenty-eight different technical indicators, which can help you to evaluate its performance. CH Robinson Worldwide has an expected return of -0.21%. Please be advised to confirm CH Robinson Worldwide value at risk, and the relationship between the information ratio and kurtosis to decide if CH Robinson Worldwide performance from the past will be repeated sooner or later.

Auto-correlation

    
  -0.2  

Insignificant reverse predictability

CH Robinson Worldwide has insignificant reverse predictability. Overlapping area represents the amount of predictability between CH Robinson time series from 3rd of September 2022 to 18th of October 2022 and 18th of October 2022 to 2nd of December 2022. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of CH Robinson Worldwide price movement. The serial correlation of -0.2 indicates that over 20.0% of current CH Robinson price fluctuation can be explain by its past prices.
Correlation Coefficient-0.2
Spearman Rank Test-0.39
Residual Average0.0
Price Variance9.7

CH Robinson Worldwide lagged returns against current returns

Autocorrelation, which is CH Robinson stock's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting CH Robinson's stock expected returns. We can calculate the autocorrelation of CH Robinson returns to help us make a trade decision. For example, suppose you find that CH Robinson stock has exhibited high autocorrelation historically, and you observe that the stock is moving up for the past few days. In that case, you can expect the stock movement to match the lagging time series.
   Current and Lagged Values   
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       Timeline  

CH Robinson regressed lagged prices vs. current prices

Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If CH Robinson stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if CH Robinson stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in CH Robinson stock over time.
   Current vs Lagged Prices   
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       Timeline  

CH Robinson Lagged Returns

When evaluating CH Robinson's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of CH Robinson stock have on its future price. CH Robinson autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, CH Robinson autocorrelation shows the relationship between CH Robinson stock current value and its past values and can show if there is a momentum factor associated with investing in CH Robinson Worldwide.
   Regressed Prices   
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       Timeline  

Be your own money manager

Our tools can tell you how much better you can do entering a position in CH Robinson without increasing your portfolio risk or giving up the expected return. As an individual investor, you need to find a reliable way to track all your investment portfolios. However, your requirements will often be based on how much of the process you decide to do yourself. In addition to allowing all investors analytical transparency into all their portfolios, our tools can evaluate risk-adjusted returns of your individual positions relative to your overall portfolio.

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Fundamental Analysis

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Pair Trading with CH Robinson

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 CH Robinson 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 CH Robinson will appreciate offsetting losses from the drop in the long position's value.
The ability to find closely correlated positions to CH Robinson could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace CH Robinson 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 CH Robinson - 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 CH Robinson Worldwide to buy it.
The correlation of CH Robinson is a statistical measure of how it moves in relation to other equities. 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 CH Robinson moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if CH Robinson Worldwide 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 CH Robinson 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.
Pair CorrelationCorrelation Matching
Continue to CH Robinson Correlation, CH Robinson Volatility and CH Robinson Alpha and Beta module to complement your research on CH Robinson. You can also try Fundamentals Comparison module to compare fundamentals across multiple equities to find investing opportunities.

Complementary Tools for analysis

When running CH Robinson Worldwide price analysis, check to measure CH Robinson'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 CH Robinson is operating at the current time. Most of CH Robinson's value examination focuses on studying past and present price action to predict the probability of CH Robinson's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move CH Robinson's price. Additionally, you may evaluate how the addition of CH Robinson to your portfolios can decrease your overall portfolio volatility.
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CH Robinson 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.
A focus of CH Robinson technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of CH Robinson trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...