Csx Corporation Stock Market Value
| CSX Stock | USD 29.11 0.81 2.71% |
| Symbol | CSX |
CSX Corporation Price To Book Ratio
Is Ground Transportation space 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 CSX. If investors know CSX 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 CSX listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth (0.15) | Dividend Share 0.48 | Earnings Share 1.79 | Revenue Per Share | Quarterly Revenue Growth (0.04) |
The market value of CSX Corporation is measured differently than its book value, which is the value of CSX that is recorded on the company's balance sheet. Investors also form their own opinion of CSX's value that differs from its market value or its book value, called intrinsic value, which is CSX'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 CSX's market value can be influenced by many factors that don't directly affect CSX'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 CSX's value and its price as these two are different measures arrived at by different means. Investors typically determine if CSX is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, CSX'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.
CSX '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 CSX'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 CSX.
| 02/26/2025 |
| 03/28/2025 |
If you would invest 0.00 in CSX on February 26, 2025 and sell it all today you would earn a total of 0.00 from holding CSX Corporation or generate 0.0% return on investment in CSX over 30 days. CSX is related to or competes with Union Pacific, Canadian National, Canadian Pacific, Westinghouse Air, Norfolk Southern, Trinity Industries, and Greenbrier Companies. CSX Corporation, together with its subsidiaries, provides rail-based freight transportation services More
CSX 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 CSX'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 CSX Corporation upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.04) | |||
| Maximum Drawdown | 6.57 | |||
| Value At Risk | (2.84) | |||
| Potential Upside | 1.58 |
CSX Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for CSX's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as CSX's standard deviation. In reality, there are many statistical measures that can use CSX historical prices to predict the future CSX's volatility.| Risk Adjusted Performance | (0.04) | |||
| Jensen Alpha | (0.06) | |||
| Total Risk Alpha | (0.04) | |||
| Treynor Ratio | (0.10) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of CSX'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.
CSX Corporation Backtested Returns
CSX Corporation secures Sharpe Ratio (or Efficiency) of -0.11, which signifies that the company had a -0.11 % return per unit of volatility over the last 3 months. CSX Corporation exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm CSX's risk adjusted performance of (0.04), and Mean Deviation of 0.9565 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.75, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, CSX's returns are expected to increase less than the market. However, during the bear market, the loss of holding CSX is expected to be smaller as well. At this point, CSX Corporation has a negative expected return of -0.15%. Please make sure to confirm CSX's maximum drawdown, daily balance of power, as well as the relationship between the Daily Balance Of Power and relative strength index , to decide if CSX Corporation performance from the past will be repeated at future time.
Auto-correlation | 0.39 |
Below average predictability
CSX Corporation has below average predictability. Overlapping area represents the amount of predictability between CSX time series from 26th of February 2025 to 13th of March 2025 and 13th of March 2025 to 28th of March 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of CSX Corporation price movement. The serial correlation of 0.39 indicates that just about 39.0% of current CSX price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.39 | |
| Spearman Rank Test | 0.47 | |
| Residual Average | 0.0 | |
| Price Variance | 0.14 |
CSX Corporation lagged returns against current returns
Autocorrelation, which is CSX 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 CSX's stock expected returns. We can calculate the autocorrelation of CSX returns to help us make a trade decision. For example, suppose you find that CSX 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 |
CSX 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 CSX stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if CSX stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in CSX stock over time.
Current vs Lagged Prices |
| Timeline |
CSX Lagged Returns
When evaluating CSX's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of CSX stock have on its future price. CSX 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, CSX autocorrelation shows the relationship between CSX stock current value and its past values and can show if there is a momentum factor associated with investing in CSX Corporation.
Regressed Prices |
| Timeline |
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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.