C.H. Robinson Worldwide Inc (CHRW) Daily/Weekly Backtest Results
*Transaction costs, taxes and dividends are excluded from these calculations. Past performance may not necessarily be a reliable guide to future performance.
Calculations for C.H. Robinson Worldwide
Expectancy is the percentage profit or loss you would expect to make on the next purchase of this stock with an entry point at the specified signal and profit target as set above. Given a large enough sample size, a positive expectancy indicates the trading strategy is likely to be profitable.
Expectancy calculation for 29 signal(s) occurring before 19 March 2024 for a 7.5% profit target: (96.55% * 8.88%) + (3.45% * 1.12%) - (0% * 0%) = 8.61%.
Wins: 28 Breakevens: 1 Losses: 0
To even out CAGR calculations, large individual returns from particularly quick trades have been capped at 300%.
The Sharpe Ratio calculation assumes a risk free return rate of 2% per calendar year. Ideally the ratio should be a positive number. A higher positive number indicates the strategy has a more attractive risk adjusted rate of return for this particular buy signal and stock over the chart's timeframe.
C.H. Robinson Worldwide Analysis
Market sector: Transportation.
External links: Seeking Alpha Research, Zacks Research.
These links may show useful information about why a stock's price has fallen significantly.
50 day low Backtest Summary (Fixed Profits System)
This table summarises how profitable it would have been to have bought this stock at each 50 day low entry signal. Hover over the icons to see more details of the particular trade, including the maximum percentage drawdown and how long it took to reach the desired percentage profit.
Key:
= profit point not achieved.
= profit point achieved with CAGR above 15%.
= profit point achieved with CAGR of between 5% and 15%.
= profit point achieved but CAGR was less than 5%.
| Signal Date and Score | Buy Signal | Price | Performance (mouseover for details) | ||||
|---|---|---|---|---|---|---|---|
| 5% | 6% | 7.5% | 10% | 20% | |||
| 24 March 2026 45 | 50 Day Low | $ 168.02 | |||||
| 04 April 2025 40 | 50 Day Low | $ 92.10 | |||||
| 30 January 2025 50 | 50 Day Low | $ 100.02 | |||||
| 15 April 2024 35 | 50 Day Low | $ 69.77 | |||||
| 05 March 2024 35 | 50 Day Low | $ 69.86 | |||||
| 01 February 2024 35 | 50 Day Low | $ 75.51 | |||||
| 09 November 2023 60 | 50 Day Low | $ 80.40 | |||||
| 05 October 2023 60 | 50 Day Low | $ 84.15 | |||||
| 01 September 2023 60 | 50 Day Low | $ 89.03 | |||||
| 05 June 2023 60 | 50 Day Low | $ 91.91 | |||||
| 05 April 2023 60 | 50 Day Low | $ 93.90 | |||||
| 07 October 2022 50 | 50 Day Low | $ 94.96 | |||||
| 13 June 2022 50 | 50 Day Low | $ 100.20 | |||||
| 02 February 2022 45 | 50 Day Low | $ 92.90 | |||||
| 20 September 2021 30 | 50 Day Low | $ 86.84 | |||||
| 27 July 2021 30 | 50 Day Low | $ 91.60 | |||||
| 18 June 2021 30 | 50 Day Low | $ 93.42 | |||||
| 28 January 2021 30 | 50 Day Low | $ 90.97 | |||||
| 28 October 2020 35 | 50 Day Low | $ 91.50 | |||||
| 05 March 2020 65 | 50 Day Low | $ 66.94 | |||||
| 29 January 2020 30 | 50 Day Low | $ 71.97 | |||||
| 30 October 2019 35 | 50 Day Low | $ 77.98 | |||||
| 30 April 2019 35 | 50 Day Low | $ 78.62 | |||||
| 25 March 2019 30 | 50 Day Low | $ 81.30 | |||||
| 14 December 2018 65 | 50 Day Low | $ 81.08 | |||||
| 11 October 2018 60 | 50 Day Low | $ 87.85 | |||||
| 02 May 2018 60 | 50 Day Low | $ 79.29 | |||||
| 20 July 2017 30 | 50 Day Low | $ 59.93 | |||||
| 17 May 2017 30 | 50 Day Low | $ 63.35 | |||||
| 13 April 2017 30 | 50 Day Low | $ 68.77 | |||||
| 26 October 2016 | 50 Day Low | $ 60.95 | |||||
| 14 September 2016 | 50 Day Low | $ 61.89 | |||||
| 27 July 2016 | 50 Day Low | $ 62.18 | |||||
The data for C.H. Robinson Worldwide Inc (exchange: XNAS symbol: CHRW) was last updated 27 Mar 2026 10:48. Data for this stock is available from 01 Dec 2015 - 26 Mar 2026.