Norfolk Stock Market Value

NSC -  USA Stock  

USD 265.27  3.47  1.29%

Norfolk Southern's market value is the price at which a share of Norfolk Southern stock trades on a public exchange. It measures the collective expectations of Norfolk Southern Corp investors about the entity's future performance. With this module, you can estimate the performance of a buy and hold strategy of Norfolk Southern Corp and determine expected loss or profit from investing in Norfolk Southern over a given investment horizon. Additionally, see Norfolk Southern Hype Analysis, Norfolk Southern Correlation, Norfolk Southern Valuation, Norfolk Southern Volatility, as well as analyze Norfolk Southern Alpha and Beta and Norfolk Southern Performance.
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Is Norfolk Southern's industry 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 Norfolk Southern. If investors know Norfolk 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 Norfolk Southern listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
The market value of Norfolk Southern Corp is measured differently than its book value, which is the value of Norfolk that is recorded on the company's balance sheet. Investors also form their own opinion of Norfolk Southern's value that differs from its market value or its book value, called intrinsic value, which is Norfolk Southern'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 Norfolk Southern's market value can be influenced by many factors that don't directly affect Norfolk Southern'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 Norfolk Southern's value and its price as these two are different measures arrived at by different means. Investors typically determine Norfolk Southern value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Norfolk Southern'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.

Norfolk Southern '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 Norfolk Southern'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 Norfolk Southern.
0.00
10/31/2021
No Change 0.00  0.0 
In 31 days
11/30/2021
0.00
If you would invest  0.00  in Norfolk Southern on October 31, 2021 and sell it all today you would earn a total of 0.00 from holding Norfolk Southern Corp or generate 0.0% return on investment in Norfolk Southern over 30 days. Norfolk Southern is related to or competes with Ryder System, Owens Minor, United Airlines, United Parcel, Werner Enterprise, A M, and Sino-Global Shipping. Norfolk Southern Corporation, together with its subsidiaries, engages in the rail transportation of raw materials, inter...

Norfolk Southern 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 Norfolk Southern'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 Norfolk Southern Corp upside and downside potential and time the market with a certain degree of confidence.

Norfolk Southern Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Norfolk Southern's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Norfolk Southern's standard deviation. In reality, there are many statistical measures that can use Norfolk Southern historical prices to predict the future Norfolk Southern's volatility.
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of Norfolk Southern'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. Please use the tools below to analyze the current value of Norfolk Southern in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
263.78265.05266.32
Details
Intrinsic
Valuation
LowReal ValueHigh
238.74282.17283.44
Details
Naive
Forecast
LowNext ValueHigh
274.44275.71276.98
Details
17 Analysts
Consensus
LowTarget PriceHigh
175.00288.56325.00
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Norfolk Southern. Your research has to be compared to or analyzed against Norfolk Southern's peers to derive any actionable benefits. When done correctly, Norfolk Southern's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy towards taking a position in Norfolk Southern Corp.

Norfolk Southern Corp Backtested Returns

We consider Norfolk Southern very steady. Norfolk Southern Corp has Sharpe Ratio of 0.12, which conveys that the firm had 0.12% of return per unit of risk over the last 3 months. Our standpoint towards estimating the volatility of a stock is to use all available market data together with stock-specific technical indicators that cannot be diversified away. We have found twenty-eight technical indicators for Norfolk Southern, which you can use to evaluate the future volatility of the firm. Please verify Norfolk Southern Corp Mean Deviation of 0.9467, risk adjusted performance of 0.0438, and Downside Deviation of 1.06 to check out if the risk estimate we provide is consistent with the expected return of 0.16%.
Norfolk Southern has performance score of 8 on a scale of 0 to 100. The company secures a Beta (Market Risk) of 0.9389, which conveys possible diversification benefits within a given portfolio. Let's try to break down what Norfolk's beta means in this case. Norfolk Southern returns are very sensitive to returns on the market. As the market goes up or down, Norfolk Southern is expected to follow. Although it is extremely important to respect Norfolk Southern Corp price patterns, it is better to be realistic regarding the information on equity historical price patterns. The philosophy towards estimating future performance of any stock is to evaluate the business as a whole together with its past performance, including all available fundamental and technical indicators. By analyzing Norfolk Southern Corp technical indicators, you can presently evaluate if the expected return of 0.16% will be sustainable into the future. Norfolk Southern Corp right now secures a risk of 1.27%. Please verify Norfolk Southern Corp expected short fall, and the relationship between the value at risk and daily balance of power to decide if Norfolk Southern Corp will be following its current price movements.
AdviceVolatility TrendExposureCorrelations

Auto-correlation

    
   0.80   

Very good predictability

Norfolk Southern Corp has very good predictability. Overlapping area represents the amount of predictability between Norfolk Southern time series from 31st of October 2021 to 15th of November 2021 and 15th of November 2021 to 30th of November 2021. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Norfolk Southern Corp price movement. The serial correlation of 0.8 indicates that around 80.0% of current Norfolk Southern price fluctuation can be explain by its past prices.
Correlation Coefficient0.8
Spearman Rank Test0.38
Residual Average0.0
Price Variance16.78

Norfolk Southern Corp lagged returns against current returns

Autocorrelation, which is Norfolk Southern 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 Norfolk Southern's stock expected returns. We can calculate the autocorrelation of Norfolk Southern returns to help us make a trade decision. For example, suppose you find that Norfolk Southern stock 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 stock movement to match the lagging time series.
 Current and Lagged Values 
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      Timeline 

Norfolk Southern 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 Norfolk Southern stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Norfolk Southern stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Norfolk Southern stock over time.
 Current vs Lagged Prices 
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      Timeline 

Norfolk Southern Lagged Returns

When evaluating Norfolk Southern's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Norfolk Southern stock have on its future price. Norfolk Southern 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, Norfolk Southern autocorrelation shows the relationship between Norfolk Southern stock current value and its past values and can show if there is a momentum factor associated with investing in Norfolk Southern Corp.
 Regressed Prices 
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      Timeline 

Be your own money manager

Our tools can tell you how much better you can do entering a position in Norfolk Southern without increasing your portfolio risk or giving up expected return. As an individual investor, you need to find a reliable way to track all your investment portfolios. However, your requirements will often be based on how much of the process you decide to do yourself. In addition to allowing all investors analytical transparency into all their portfolios, our tools can evaluate.risk-adjusted returns of your individual positions relative to your overall portfolio.

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Additionally, see Norfolk Southern Hype Analysis, Norfolk Southern Correlation, Norfolk Southern Valuation, Norfolk Southern Volatility, as well as analyze Norfolk Southern Alpha and Beta and Norfolk Southern Performance. Note that the Norfolk Southern Corp information on this page should be used as a complementary analysis to other Norfolk Southern's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try CEO Directory module to screen CEOs from public companies around the world.

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When running Norfolk Southern Corp price analysis, check to measure Norfolk Southern'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 Norfolk Southern is operating at the current time. Most of Norfolk Southern's value examination focuses on studying past and present price action to predict the probability of Norfolk Southern's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Norfolk Southern's price. Additionally, you may evaluate how the addition of Norfolk Southern to your portfolios can decrease your overall portfolio volatility.
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Norfolk Southern 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.
A focus of Norfolk Southern technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Norfolk Southern trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...