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Coxeter matroids generalize matroids just as flag varieties of Lie groups generalize Grassmannians. Valuations of Coxeter matroids are functions that behave well with respect to subdivisions of a Coxeter matroid into smaller ones. We compute the universal valuative invariant of Coxeter matroids. A key ingredient is the family of Coxeter Schubert matroids, which correspond to the Bruhat cells of flag varieties. In the process, we compute the universal valuation of generalized Coxeter permutohedra, a larger family of polyhedra that model Coxeter analogues of combinatorial objects such as matroids, clusters, and posets.