C.H. Robinson Worldwide, Inc. (CHRW)
Quantitative Summary
DeterministicCHRW trades at 36.2x earnings, roughly in line with its sector average of 44.7x. Financial health metrics are strong: Piotroski 7/9, Altman Z 9.3 (above 3.0 safe zone threshold). DCF fair value of $57 implies 66% downside based on model assumptions.
Generated deterministically from quant metrics and financial statements. Not a recommendation.
Algorithmic Teardown
AI-GeneratedThe fundamental economics of C.H. Robinson Worldwide reveal a company generating substantial capital efficiency, evidenced by an ROIC-WACC spread of +9.4%, which indicates strong value creation relative to the cost of capital. This robust return is primarily driven by high asset turnover at 3.21x rather than margin expansion or financial leverage, as confirmed by the DuPont decomposition where net margins remain thin at 3.6%. Qualitative stability metrics further support this operational strength, with a Piotroski F-Score of 7/9 and an Altman Z-Score of 9.5 suggesting low distress risk, while a Beneish M-Score of -2.84 points to minimal earnings manipulation concerns despite recent revenue contraction of -8.4% year-over-year.
Valuation dynamics present a complex picture where the current P/E multiple of 34.7x trades at a discount to the sector average of 44.2x, yet remains significantly elevated relative to implied growth assumptions from the DCF model. The discounted cash flow analysis suggests a fair value of $58, implying -64.9% downside if market expectations align with a conservative long-term free cash flow growth rate of only 15.4%. This divergence indicates that while the stock appears undervalued on an absolute basis compared to peers, the pricing may already reflect aggressive growth assumptions not fully supported by current revenue trends or the specific DCF inputs provided.
Risk-adjusted performance metrics highlight a distinct anomaly in factor exposure; the Fama-French annual alpha of 51.83% suggests significant outperformance relative to standard risk factors, yet this is juxtaposed against negative insider activity with $3,757,095 in net selling over the last 90 days. While the stock exhibits a clear value tilt (HML: 0.456) and robust profitability characteristics (RMW: 0.261), the combination of high valuation multiples relative to intrinsic models and active insider divestiture warrants careful scrutiny regarding future capital allocation or undisclosed headwinds not captured in current financial statements.
Generated by LLM from quantitative data inputs. May contain inaccuracies. Not investment advice.
DCF Sandbox
Interactive5-year two-stage DCF. Terminal growth 3%. Default sliders match the pre-computed base case. Drag to explore scenarios. Not investment advice.
The growth rate the market implicitly expects over the next 10 years to justify today's price. Compare with historical growth of -8% YoY revenue.
Sensitivity Matrix
| TG ↓ / WACC → | 8.3% | 10.3% | 12.3% |
|---|---|---|---|
| 2% | $69 | $51 | $40 |
| 3% | $80 | $57 | $44 |
| 4% | $97 | $64 | $48 |
Center = base case. Green = >10% upside, Red = >10% downside vs $178.52.
Pre-computed DCF: WACC=10.3%, terminal growth 3%. Fair value $57 (-65.5%). Not investment advice.
Valuation Context
Currently trading 13% below its 5-year average P/E of 38.9x.
Price Chart with Moving Averages
Technical Setup
AI GeneratedThe current price level of $169.72 for C.H. Robinson Worldwide, Inc. sits within a context where institutional positioning can be inferred through the interplay of moving averages and volume dynamics. If short-term simple moving averages are crossing above their longer-term counterparts while accompanied by rising trading volumes, this structure often suggests that larger market participants may be accumulating shares or initiating long positions, viewing the current valuation as favorable relative to historical trends. Conversely, a divergence where price action continues upward despite weakening volume on these crossovers could indicate a lack of sustained institutional commitment, potentially signaling that the momentum is being driven more by retail activity than by major capital flows. Institutional behavior frequently manifests through the alignment or misalignment of trend indicators and liquidity metrics. When significant moving average crossovers occur alongside substantial increases in share volume, it typically reflects heightened interest from entities with deeper pockets who are willing to absorb shares at these levels. However, if price breaks above key resistance zones without corresponding volume expansion, larger players might be waiting for a more definitive confirmation before committing capital, resulting in a period of consolidation or sideways movement that tests the resolve of early movers. The absence of clear directional signals from these technical confluences implies that institutional sentiment remains mixed, with some actors potentially acting as buyers while others maintain a cautious stance pending further market clarity.
Quant Health Deep Dive
Profitability & Value Creation
✅ Conservative payout — room for dividend increases.
DuPont Analysis — ROE Decomposition
Breaking down Return on Equity to see how the company generates its ROE — efficiency, margins, or leverage.
Balance Sheet Health
Insider Activity (Last 90 Days)
Open-market buys vs sells by company insiders. Source: yfinance.
Earnings Surprise History
EPS estimates vs actuals for the most recent reported quarters. Source: yfinance.
Dividend History
| Date | Amount | Change |
|---|---|---|
| 2026-03-06 | $0.6300 | 0.0% |
| 2025-12-05 | $0.6300 | +1.6% |
| 2025-09-05 | $0.6200 | 0.0% |
| 2025-06-06 | $0.6200 | 0.0% |
| 2025-03-07 | $0.6200 | 0.0% |
| 2024-12-06 | $0.6200 | 0.0% |
| 2024-09-06 | $0.6200 | +1.6% |
| 2024-06-07 | $0.6100 | 0.0% |
| 2024-02-29 | $0.6100 | 0.0% |
| 2023-11-30 | $0.6100 | 0.0% |
| 2023-08-31 | $0.6100 | 0.0% |
| 2023-06-01 | $0.6100 | 0.0% |
Dividend and split data from SEC filings and market data. Amounts are per share, not adjusted for splits. Source: yfinance.
Risk Profile
Sharpe = risk-adjusted return (higher is better). Max drawdown = largest peak-to-trough decline. 1,200+ trading days.
Underwater (Drawdown from Peak)
How far below the all-time high the price has been over time. Deeper = more pain for holders.
Rolling 60-Day Beta vs S&P 500 (VOO)
How the stock's sensitivity to market moves changes over time. β > 1 = more volatile than the market.
Fama-French 5-Factor Exposure
Academic factor model decomposition — what's really driving this stock's returns.
Fama-French 5-Factor Model. Data: Kenneth French Data Library. Regression over 3 years of daily returns.
Fundamentals
Passive Flow Attribution
ETF Draft EffectWhen investors buy or sell ETFs like XTN or NOBL, the fund manager is mechanically forced to buy or sell CHRW shares regardless of C.H. Robinson Worldwide, Inc.'s individual fundamentals. We estimate $3.4B of passive capital is structurally linked to CHRW through 8 tracked ETFs. Index rebalances and ETF creation/redemption cycles can create noticeable volume spikes unrelated to company news.
Passive exposure = Σ (ETF AUM × stock weight in ETF) across 8 tracked ETFs. Actual passive ownership is larger (includes mutual funds). Not investment advice.
ETF Contagion Visualizer
Simulate a price drop in C.H. Robinson Worldwide, Inc. to visualize passive redemption contagion across ETFs and collateral stocks.
If C.H. Robinson Worldwide, Inc. (CHRW) experiences a significant drawdown, ETF redemptions can create collateral selling pressure on co-held stocks. Our model identifies RXO INC (RXO) as the most exposed collateral stock, sharing 1 ETFs with CHRW. This is the "Passive Contagion" effect described in the Inelastic Market Hypothesis.
Contagion model based on shared ETF exposure and constituent weights across 34 tracked ETFs. Estimated selling pressure is a simplified model — actual impact depends on market liquidity, ETF redemption mechanics, and market-maker activity.
CHRW Ownership Dynamics
Passive funds hold 1 in every 6 CHRW shares, reducing daily market volatility.
C.H. Robinson Worldwide, Inc. (CHRW) exerts notable gravity on the passive index market, currently representing 2.3% of the XTN (XTN) and 1.4% of the ProShares S&P 500 Dividend Aristocrats ETF (NOBL). Across 35 tracked ETFs, approximately 21M shares (17.4% of float) are held by passive funds and rarely trade on the open market. This level of passive ownership means index rebalances can create outsized volume events.
ETFs with Highest CHRW Exposure
Float lock-up computed from 35 ETFs tracked by SecuritiesDB. Actual passive ownership is higher (includes mutual funds, pension funds, etc.).
CHRW Institutional Volume Profile
252-day volume distribution by price level. The Point of Control (POC) marks — the price where the most institutional volume transacted — an implicit support/resistance floor.
The highest-volume price zone for C.H. Robinson Worldwide, Inc. over the past year sits near $166.44 (11% of 252-day volume). The current price of $178.52 trades 7.3% above this institutional floor — a sign of upside momentum, though a pullback to the POC zone is a common reversion target.
Volume Profile computed from 252 trading days of OHLCV data. Volume allocated to price bins proportionally based on daily high-low range. Not investment advice.
CHRW Capital Efficiency
How efficiently does C.H. Robinson Worldwide, Inc. convert operating profits into free cash? The FCF Conversion ratio measures the gap between accounting earnings and real cash generation.
C.H. Robinson Worldwide, Inc. converts 94% of its EBITDA into free cash flow, an exceptional conversion rate indicating an asset-light business model with minimal capital reinvestment drag. The positive ROIC-WACC spread of 9.2% confirms that reinvested capital creates shareholder value.
Capital efficiency = Free Cash Flow ÷ EBITDA. Reinvestment = (EBITDA − FCF) ÷ EBITDA. Metrics from latest annual filings. Not investment advice.
Fails-to-Deliver (FTD) History
SEC-reported settlement failures. Elevated FTDs can indicate high short-selling pressure, operational settlement issues, or naked shorting activity.
| Date | Failed Shares | Close Price | Notional Value |
|---|---|---|---|
| 2026-05-14 | 3 | $163.26 | $489.78 |
| 2026-05-11 | 1 | $171.39 | $171.39 |
| 2026-05-08 | 139 | $171.37 | $23,820.43 |
| 2026-04-30 | 771 | $186.43 | $143,737.53 |
| 2026-04-29 | 8,305 | $187.96 | $1.6M |
| 2026-04-27 | 5,784 | $183.03 | $1.1M |
| 2026-04-24 | 9 | $183.74 | $1,653.66 |
| 2026-04-23 | 521 | $182.35 | $95,004.35 |
| 2026-03-31 | 1 | $161.92 | $161.92 |
| 2026-03-30 | 5,072 | $161.57 | $819,483.04 |
| 2026-03-27 | 1 | $167.66 | $167.66 |
| 2026-03-25 | 579 | $169.20 | $97,966.8 |
| 2026-03-24 | 741 | $166.84 | $123,628.44 |
| 2026-03-23 | 7,225 | $168.88 | $1.2M |
| 2026-03-20 | 15,249 | $174.81 | $2.7M |
| 2026-03-18 | 1,769 | $171.72 | $303,772.68 |
| 2026-03-13 | 21,299 | $171.86 | $3.7M |
| 2026-03-06 | 8,954 | $184.81 | $1.7M |
| 2026-03-05 | 122 | $189.87 | $23,164.14 |
| 2026-02-19 | 4 | $185.86 | $743.44 |
| 2026-02-12 | 51 | $196.33 | $10,012.83 |
| 2026-02-10 | 3 | $200.31 | $600.93 |
| 2026-02-06 | 198 | $197.44 | $39,093.12 |
| 2026-02-05 | 2,088 | $198.74 | $414,969.12 |
| 2026-02-03 | 50 | $198.50 | $9,925 |
| 2026-02-02 | 17 | $194.95 | $3,314.15 |
| 2026-01-29 | 6,173 | $184.28 | $1.1M |
| 2026-01-20 | 3,193 | $175.77 | $561,233.61 |
| 2026-01-16 | 222 | $175.33 | $38,923.26 |
| 2026-01-12 | 577 | $170.77 | $98,534.29 |
Source: SEC Regulation SHO FTD data. Data is reported with a ~30 day delay. High FTD quantities relative to average daily volume may indicate settlement stress.
Price Correlations
Statistical correlation of daily returns with other stocks. High correlations indicate stocks that move together; negative correlations can offer diversification.
| Peer | 252-Day (1Y) | 126-Day (6M) | Direction |
|---|---|---|---|
| WTGXX | NaN | NaN | |
| EXPD | 0.615 | 0.581 | Moderate |
| AME | 0.604 | 0.616 | Moderate |
| XYL | 0.447 | 0.251 | Moderate |
| RXO | 0.447 | 0.453 | Moderate |
| FOX | 0.421 | 0.586 | Moderate |
| ODFL | 0.411 | 0.347 | Moderate |
| FOXA | 0.406 | 0.556 | Moderate |
| J | 0.401 | 0.412 | Moderate |
| MET | 0.389 | 0.390 | Moderate |
Pearson correlation of daily log returns. 252d ≈ 1 trading year. Computed from price history. Not investment advice.
Compare CHRW to Peers
Quant metrics computed deterministically from financial statements and price data. Updated: 2026-06-02.
SecuritiesDB provides programmatic data aggregation for informational purposes only. None of the metrics, summaries, or algorithmic flags constitute a recommendation to buy or sell any security.