Skip to main content
Free trial

Ask AI to review this stock

Copy the prompt to get recent events, historical reactions, and a short research brief.

Tell your AI:

Help me set up FinLab and analyze CNI Canadian National Railway Company. Please read: https://finlab.finance/en/setup?stock=CNI

No install, open FinLab Studio

CNI

Canadian National Railway Company Industrials As of 2026-07-31 Updated daily after market close

strong quality, fair valuation.

1 active signal
EPS surprise beat
This page refreshes daily after the close. Add Canadian National Railway Company to your watchlist to track signal changes on your next visit.
Valuation 41Quality 83Growth 54Momentum 78Risk / liquidity 88

Is Canadian National Railway Company a buy? Fundamentals and valuation first

  • Quality is top-tier. Operating margin ranks above roughly 88% of the liquid US common-stock universe. TTM ROE is about 21.8%.

  • Valuation is middle-of-pack. TTM P/E is near the 68th percentile.

  • Recent volatility is comparatively low. 60-day annualized volatility is in the 15th percentile. Average 20-day dollar volume is about $191.6M.

  • Signals are active now. EPS surprise beat currently holds; the tables below show what followed in this stock’s own history.

Historical evidence

Signals active now

Each active condition is tested against this stock’s own history and benchmarked versus the S&P 500.

EPS surprise beat

Active · now 7.913669064748209%

Reported EPS beat consensus estimate by at least 5%; event date is the earnings-surprise timestamp.

13 historical occurrences (since 2015-01-27)
Average forward return after EPS surprise beat。20-day: Win 66.7%, Sample 9, Median +4.33%, Excess +1.01%, Beat mkt rate 77.8%；60-day: Win 55.6%, Sample 9, Median +0.18%, Excess +0.9%, Beat mkt rate 66.7%；120-day: Win 55.6%, Sample 9, Median +1.98%, Excess +2.38%, Beat mkt rate 66.7%

120 days after: historical avg +5.89%

20-day +2.83%
60-day +5.27%
120-day +5.89%
20-day
60-day
120-day
Win
66.7%
55.6%
55.6%
Sample
9
9
9
Median
+4.33%
+0.18%
+1.98%
Excess
+1.01%
+0.9%
+2.38%
Beat mkt rate
77.8%
66.7%
66.7%

Over 9 occurrences, 120-day forward avg gained 5.89%, beat the market by 2.38 pts; win rate 55.6%.

Valuation regime and forward returns

Daily TTM P/E is converted into an expanding own-history percentile, then grouped into five valuation regimes. Forward returns use adjusted prices over the next 240 trading days.

PE percentile bandSample days240-day avg returnMedianWin rateAvg excess (vs index)
0-20 207-3.8% -10.4% 30% -21.8%
20-40 442+6.1% +5.2% 64.9% -18.3%
40-60 129-0.3% +2.6% 57.4% -19.6%
60-80 You are here314-3.3% -3.9% 36.3% -1.7%
80-100 306+10.6% +10.8% 95.1% -5.5%

Quarterly EPS is aligned by SEC filing date before it is forward-filled to daily prices. The expanding percentile uses only information available up to each day.

Current TTM P/E is about 16.33, placing it in the 73.5 own-history percentile, inside the 60-80 bucket.

Valuation × momentum analogs

Each historical day is grouped by own-history P/E tercile and 60-day momentum direction, then tested for the next 120-trading-day adjusted return.

Valuation
Momentum
Cheap (own-history bottom third)
Middle
Expensive (own-history top third)
60-day momentum up
+5.5%
Win rate 51.6% Excess -2.6%
155d
-1.6%
Win rate 28.1% Excess -11.9%
199d
Now
+1%
Win rate 51.4% Excess -4.2%
389d
60-day momentum down
+3%
Win rate 49.5% Excess -7.1%
471d
+8.2%
Win rate 70.9% Excess +0.7%
172d
+8.2%
Win rate 73.5% Excess +5.7%
132d

Currently in “Expensive (own-history top third) × 60-day momentum up”: across 389 historical days, 120-day forward avg gained 1%, win rate 51.4%, lagged the market by 4.2%.

Days = trading days in this bucket; returns use adjusted prices, ex-costs. 60-day momentum: direction of this stock's price over the past 60 trading days.

Market-wide momentum baseline

Across 97,878 liquid US common-stock samples, top-quintile 6-month momentum was followed by an average 60-trading-day return of +6.26%, a 58.3% positive-return rate, and +2.90 percentage points of average excess return versus the S&P 500.

Baseline: weekly samples since 2016 where a liquid US common stock ranked in the top quintile by 126-trading-day momentum. Forward return is 60 trading days; excess return is versus S&P 500 (^GSPC).

Signals not active now

Inactive signals still show the stock-specific historical forward-return distribution for context.

52-week adjusted-price high

Pending

Adjusted close first reaches a 252-trading-day high; repeated hits within 20 days count once.

23 times historically; 60-day forward avg -1.82%, win rate 57.1%, beating the market by -3.79 pts on average.

Top-quintile 6-month momentum

Pending

The stock ranks in the top 20% of the liquid US common-stock universe by 126-day adjusted return.

6 times historically; 60-day forward avg -6.34%, win rate 20%, beating the market by -2 pts on average.

Filed revenue acceleration

Pending

TTM revenue growth is at least 10% and improved versus the prior filed quarter; event date is the SEC filing date.

Method and limits

  • Returns use us_price:adj_close, adjusted for splits and dividends where available.
  • Excess returns use world_index:^GSPC as the S&P 500 benchmark proxy.
  • Quarterly fundamentals are aligned to SEC filing dates before daily valuation studies.
  • The promoted universe starts from active NYSE/NASDAQ common stocks, then applies price and dollar-volume gates.
  • Snapshot-only tables such as analyst consensus, DCF, us_ratios, and us_key_metrics are intentionally excluded from historical evidence.
  • Overlapping event windows are descriptive distributions, not independent samples.

This page is for historical data analysis and education only. It is not investment advice. Backtests and historical return distributions do not predict future performance; evaluate risk independently before trading.