CH Robinson (Germany) Market Value
| CH1A Stock | EUR 101.00 1.00 0.98% |
| Symbol | CH1A |
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.
| 11/22/2024 |
| 12/22/2024 |
If you would invest 0.00 in CH Robinson on November 22, 2024 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 30 days. CH Robinson is related to or competes with United Parcel, Deutsche Post, FedEx, DSV Panalpina, ZTO Express, Bollor SE, and Expeditors International. Robinson Worldwide, Inc., a third party logistics company, provides freight transportation services and logistics soluti... 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.
| Downside Deviation | 1.96 | |||
| Information Ratio | 0.0743 | |||
| Maximum Drawdown | 11.45 | |||
| Value At Risk | (2.12) | |||
| Potential Upside | 2.94 |
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.| Risk Adjusted Performance | 0.0786 | |||
| Jensen Alpha | 0.1486 | |||
| Total Risk Alpha | 0.1061 | |||
| Sortino Ratio | 0.0686 | |||
| Treynor Ratio | 0.4217 |
CH Robinson Worldwide Backtested Returns
At this point, CH Robinson is very steady. CH Robinson Worldwide retains Efficiency (Sharpe Ratio) of 0.0875, which signifies that the company had a 0.0875% return per unit of price deviation over the last 3 months. We have found twenty-seven technical indicators for CH Robinson, which you can use to evaluate the volatility of the firm. Please confirm CH Robinson's Standard Deviation of 1.81, coefficient of variation of 1086.17, and Market Risk Adjusted Performance of 0.4317 to double-check if the risk estimate we provide is consistent with the expected return of 0.16%. CH Robinson has a performance score of 6 on a scale of 0 to 100. The firm owns a Beta (Systematic Risk) of 0.37, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, CH Robinson's returns are expected to increase less than the market. However, during the bear market, the loss of holding CH Robinson is expected to be smaller as well. CH Robinson Worldwide today owns a risk of 1.81%. Please confirm CH Robinson Worldwide semi deviation, coefficient of variation, and the relationship between the mean deviation and downside deviation , to decide if CH Robinson Worldwide will be following its current price history.
Auto-correlation | -0.78 |
Almost perfect reverse predictability
CH Robinson Worldwide has almost perfect reverse predictability. Overlapping area represents the amount of predictability between CH Robinson time series from 22nd of November 2024 to 7th of December 2024 and 7th of December 2024 to 22nd of December 2024. 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 -0.78 indicates that around 78.0% of current CH Robinson price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.78 | |
| Spearman Rank Test | -0.09 | |
| Residual Average | 0.0 | |
| Price Variance | 9.06 |
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 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 price movement to match the lagging time series.
Current and Lagged Values |
| 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 |
| 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 |
| Timeline |
Currently Active Assets on Macroaxis
Additional Information and Resources on Investing in CH1A Stock
When determining whether CH Robinson Worldwide is a strong investment it is important to analyze CH Robinson's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact CH Robinson's future performance. For an informed investment choice regarding CH1A Stock, refer to the following important reports:Check out CH Robinson Correlation, CH Robinson Volatility and CH Robinson Alpha and Beta module to complement your research on CH Robinson. You can also try the Portfolio Rebalancing module to analyze risk-adjusted returns against different time horizons to find asset-allocation targets.
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.