Ch Robinson Worldwide Stock Alpha and Beta Analysis
| CHRW Stock | USD 98.38 2.06 2.14% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as CH Robinson Worldwide. It also helps investors analyze the systematic and unsystematic risks associated with investing in CH Robinson over a specified time horizon. Remember, high CH Robinson'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 CH Robinson's market risk premium analysis include:
Beta 0.53 | Alpha (0.05) | Risk 1.68 | Sharpe Ratio (0.1) | Expected Return (0.16) |
Enterprise Value |
|
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.
CHRW |
CH Robinson Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. CH Robinson market risk premium is the additional return an investor will receive from holding CH Robinson 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 CH Robinson. 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 CH Robinson's performance over market.| α | -0.05 | β | 0.53 |
CH Robinson 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 CH Robinson's Buy-and-hold return. Our buy-and-hold chart shows how CH Robinson performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.CH Robinson Market Price Analysis
Market price analysis indicators help investors to evaluate how CH Robinson stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading CH Robinson shares will generate the highest return on investment. By understating and applying CH Robinson stock market price indicators, traders can identify CH Robinson position entry and exit signals to maximize returns.
CH Robinson Return and Market Media
The median price of CH Robinson for the period between Sun, Dec 15, 2024 and Sat, Mar 15, 2025 is 102.38 with a coefficient of variation of 4.02. The daily time series for the period is distributed with a sample standard deviation of 4.11, arithmetic mean of 102.12, and mean deviation of 3.35. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Acquisition by Winship Henry Ward Iv of 423 shares of CH Robinson subject to Rule 16b-3 | 12/31/2024 |
| CH Robinson dividend paid on 2nd of January 2025 | 01/02/2025 |
2 | Disposition of 14974 shares by David Bozeman of CH Robinson at 86.87 subject to Rule 16b-3 | 01/17/2025 |
3 | C.H. Robinson Worldwide Q4 2024 Earnings Preview | 01/28/2025 |
4 | Implied Volatility Surging for C.H. Robinson Worldwide Stock Options | 01/31/2025 |
5 | Acquisition by Michael Short of 7700 shares of CH Robinson subject to Rule 16b-3 | 02/07/2025 |
6 | Disposition of 12209 shares by Michael Short of CH Robinson at 99.576 subject to Rule 16b-3 | 02/18/2025 |
7 | C.H. Robinson Worldwide, Inc. Insider Michael D. Castagnetto Sells 5,016 Shares | 02/20/2025 |
8 | Food Logistics Industry to Grow by 100 Billion Analysis of Investment Opportunities and Major Players Strategies, 2025-2033 | 02/26/2025 |
9 | Why Is C.H. Robinson Down 1.2 percent Since Last Earnings Report | 02/28/2025 |
10 | Disposition of 2284 shares by Michael Castagnetto of CH Robinson at 99.49 subject to Rule 16b-3 | 03/04/2025 |
11 | How Is C.H. Robinson Worldwide Expanding Its Supply Chain Solutions | 03/06/2025 |
12 | Is There An Opportunity With C.H. Robinson Worldwide, Inc.s 26 percent Undervaluation | 03/10/2025 |
13 | 4,767 Shares in C.H. Robinson Worldwide, Inc. Bought by DecisionMap Wealth Management LLC | 03/13/2025 |
About CH Robinson 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 CHRW or other stocks. Alpha measures the amount that position in CH Robinson Worldwide 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.
| 2022 | 2023 | 2025 (projected) | Dividend Yield | 0.0248 | 0.0285 | 0.0158 | Price To Sales Ratio | 0.47 | 0.58 | 0.92 |
CH Robinson Upcoming Company Events
As portrayed in its financial statements, the presentation of CH Robinson's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, CH Robinson's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of CH Robinson's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of CH Robinson. Please utilize our Beneish M Score to check the likelihood of CH Robinson's management manipulating its earnings.
| 31st of January 2024 Upcoming Quarterly Report | View | |
| 24th of April 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 31st of January 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
Build Portfolio with CH Robinson
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
Align your risk with return expectations
Additional Tools for CHRW Stock Analysis
When running CH Robinson's 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 the 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.