Gxo Logistics Stock Market Value
| GXO Stock | USD 40.77 0.53 1.28% |
| Symbol | GXO |
GXO Logistics Price To Book Ratio
Is Air Freight & Logistics 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 GXO Logistics. If investors know GXO 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 GXO Logistics 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 0.373 | Earnings Share 1.12 | Revenue Per Share | Quarterly Revenue Growth 0.255 | Return On Assets |
The market value of GXO Logistics is measured differently than its book value, which is the value of GXO that is recorded on the company's balance sheet. Investors also form their own opinion of GXO Logistics' value that differs from its market value or its book value, called intrinsic value, which is GXO Logistics' 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 GXO Logistics' market value can be influenced by many factors that don't directly affect GXO Logistics' 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 GXO Logistics' value and its price as these two are different measures arrived at by different means. Investors typically determine if GXO Logistics is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, GXO Logistics' 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.
GXO Logistics '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 GXO Logistics' 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 GXO Logistics.
| 01/28/2025 |
| 02/27/2025 |
If you would invest 0.00 in GXO Logistics on January 28, 2025 and sell it all today you would earn a total of 0.00 from holding GXO Logistics or generate 0.0% return on investment in GXO Logistics over 30 days. GXO Logistics is related to or competes with Forward Air, Landstar System, JB Hunt, Expeditors International, CH Robinson, and Hub. GXO Logistics, Inc., together with its subsidiaries, provides logistics services worldwide More
GXO Logistics 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 GXO Logistics' 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 GXO Logistics upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.15) | |||
| Maximum Drawdown | 18.23 | |||
| Value At Risk | (4.09) | |||
| Potential Upside | 3.15 |
GXO Logistics Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for GXO Logistics' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as GXO Logistics' standard deviation. In reality, there are many statistical measures that can use GXO Logistics historical prices to predict the future GXO Logistics' volatility.| Risk Adjusted Performance | (0.10) | |||
| Jensen Alpha | (0.50) | |||
| Total Risk Alpha | (0.48) | |||
| Treynor Ratio | (0.98) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of GXO Logistics' 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.
GXO Logistics Backtested Returns
GXO Logistics holds Efficiency (Sharpe) Ratio of -0.18, which attests that the entity had a -0.18 % return per unit of volatility over the last 3 months. GXO Logistics exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out GXO Logistics' market risk adjusted performance of (0.97), and Risk Adjusted Performance of (0.10) to validate the risk estimate we provide. The company retains a Market Volatility (i.e., Beta) of 0.52, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, GXO Logistics' returns are expected to increase less than the market. However, during the bear market, the loss of holding GXO Logistics is expected to be smaller as well. At this point, GXO Logistics has a negative expected return of -0.62%. Please make sure to check out GXO Logistics' total risk alpha, skewness, as well as the relationship between the Skewness and day median price , to decide if GXO Logistics performance from the past will be repeated at future time.
Auto-correlation | -0.25 |
Weak reverse predictability
GXO Logistics has weak reverse predictability. Overlapping area represents the amount of predictability between GXO Logistics time series from 28th of January 2025 to 12th of February 2025 and 12th of February 2025 to 27th of February 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 GXO Logistics price movement. The serial correlation of -0.25 indicates that over 25.0% of current GXO Logistics price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.25 | |
| Spearman Rank Test | -0.01 | |
| Residual Average | 0.0 | |
| Price Variance | 2.65 |
GXO Logistics lagged returns against current returns
Autocorrelation, which is GXO Logistics 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 GXO Logistics' stock expected returns. We can calculate the autocorrelation of GXO Logistics returns to help us make a trade decision. For example, suppose you find that GXO Logistics 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 |
GXO Logistics 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 GXO Logistics stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if GXO Logistics stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in GXO Logistics stock over time.
Current vs Lagged Prices |
| Timeline |
GXO Logistics Lagged Returns
When evaluating GXO Logistics' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of GXO Logistics stock have on its future price. GXO Logistics 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, GXO Logistics autocorrelation shows the relationship between GXO Logistics stock current value and its past values and can show if there is a momentum factor associated with investing in GXO Logistics.
Regressed Prices |
| Timeline |
Pair Trading with GXO Logistics
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 GXO Logistics 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 GXO Logistics will appreciate offsetting losses from the drop in the long position's value.Moving together with GXO Stock
Moving against GXO Stock
| 0.78 | CRGOW | Freightos Limited | PairCorr |
| 0.76 | JYD | Jayud Global Logistics Downward Rally | PairCorr |
| 0.71 | CRGO | Freightos Limited | PairCorr |
| 0.63 | ATXG | Addentax Group Corp | PairCorr |
| 0.32 | FLX | BingEx | PairCorr |
The ability to find closely correlated positions to GXO Logistics could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace GXO Logistics 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 GXO Logistics - 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 GXO Logistics to buy it.
The correlation of GXO Logistics 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 GXO Logistics moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if GXO Logistics 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 GXO Logistics 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 GXO Logistics Correlation, GXO Logistics Volatility and GXO Logistics Alpha and Beta module to complement your research on GXO Logistics. To learn how to invest in GXO Stock, please use our How to Invest in GXO Logistics guide.You can also try the Stock Tickers module to use high-impact, comprehensive, and customizable stock tickers that can be easily integrated to any websites.
GXO Logistics 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.