Norfolk Southern Shares Rise 1.68% on Earnings Beat as $0.31B Volume Ranks 351st

On September 18, 2025, , . , . , . , surpassing analyst forecasts.

, , . , based on average daily volume. Institutional ownership remains robust, . Notable firms like Golden State Wealth Management and Vanguard increased stakes in Q1, while Neville Rodie & Shaw Inc. .

Analyst activity has been mixed. , while UBS and Barclays raised price targets. . Seven analysts have "Buy" ratings, , , .

To run this back-test rigorously I need to confirm a few implementation details: 1. Universe • Do you want all U.S. common stocks (NYSE + NASDAQ) or a different universe? 2. Re-balancing logic • The usual approach is: at each day’s close we rank all stocks by that day’s dollar volume, buy an equal-weight basket of the top 500, then exit all positions at the next day’s close (1-day holding period). Is this the rule you have in mind? 3. Transaction costs & liquidity filters • Should we assume zero costs, or add a per-trade commission / bid-ask slippage? 4. Practical constraint • Our current back-testing engine operates on a single ticker at a time. A 500-stock daily-rebalanced portfolio requires a multi-asset engine that is not yet exposed through the available tools. • I can: a) Provide a theoretical return series (in tabular form) by computing it externally and summarising the key stats, or b) Narrow the scope (e.g., test this idea on an ETF or a subset of tickers), or c) Wait until the multi-asset engine becomes available. Let me know which option (or combination) you prefer, and any answers to points 1-3 above.