Chevron Buy or Sell Recommendation

Macroaxis provides Chevron Corporation buy hold or sell recommendation only in the context of selected investment horizon and investor attitude towards risk assumed by holding Chevron positions. The advice algorithm takes into account all of Chevron Corporation available fundamental, technical, and predictive indicators you will find on this site. The advice is provided from Chevron buy-and-hold prospective. Check also Chevron Analyst Recommendation to compare Macroaxis Buy or Sell Recommendation with current analyst consensus

Investment Horizon

  

Risk Tolerance

  
Symbol
Execute Advice
Chevron Corporation -- USA Stock  

USD 118.2  0.44  0.37%

Considering 30-days investment horizon, and your above average risk tolerance our recommendation regarding Chevron Corporation is 'Cautious Hold'.
For the selected time horizon Chevron Corporation has a mean deviation of 0.4462, semi deviation of 0.5949, standard deviation of 0.6423, variance of 0.4125, downside variance of 0.7023 and semi variance of 0.3539
Macroaxis provides buy, hold, or sell suggestion on Chevron to complement and cross-verify current analyst consensus on Chevron Corporation. Our buy, hold, or sell recommendation engine determines the organization potential to grow exclusively from the prospective of investors current risk tolerance and investing horizon. To make sure Chevron is not overpriced, please confirm all Chevron fundamentals including its Shares Owned by Institutions, Debt to Equity, Working Capital, as well as the relationship between Gross Profit and Price to Earnings To Growth . Given that Chevron has Price to Earning of 38.47 times, we suggest you validate Chevron Corporation market performance and probability of bankruptcy to make sure the company can sustain itself in the current economic cycle given your prevailing risk tolerance and investing horizon.

Returns Distribution Density

Mean Return0.09Value At Risk-1.3071
Potential Upside0.8505Standard Deviation0.6423
 Return Density 
      Distribution 

Institutional Investors

Security TypeSharesValue
Bank Of MontrealCommon Shares4.8 M560.8 M
Fisher Asset Management LlcCommon Shares3.9 M461.2 M
Apg Asset Management NvCommon Shares2.3 M271.9 M
National Pension ServiceCommon Shares1.5 M173.1 M
Cornerstone Investment Partners LlcCommon Shares1.4 M159.7 M
Gateway Investment Advisers LlcCommon Shares1.1 M130.6 M
Confluence Investment Management LlcCommon Shares876.4 K103 M

Chevron Greeks

α
Alpha over DOW
= 0.11 
βBeta against DOW=(0.18) 
σ
Overall volatility
= 0.63 
 IrInformation ratio =(0.17) 

Chevron Volatility Alert

Chevron Corporation has low volatility with Treynor Ratio of -0.43, Maximum Drawdown of 2.65 and kurtosis of 2.46. However, we advice all investors to further analyze Chevron Corporation to make certain all market information is desiminated and is consistent with the current expectations about Chevron upside potential.
    
 Better Than Average     
    
 Worse Than Average Compare Chevron to competition
FundamentalsChevronPeer Average
Return On Equity3.99 % (15.17) %
Return On Asset0.28 % (15.64) %
Profit Margin4.99 % (5.5) %
Operating Margin0.99 % (10.91) %
Current Valuation262.91 B152.14 B
Shares Outstanding1.9 B1.43 B
Shares Owned by Insiders0.05 % 6.91 %
Shares Owned by Institutions64.72 % 18.37 %
Number of Shares Shorted22.1 M3.24 M
Price to Earning38.47 times40.69 times
Price to Book1.54 times14.44 times
Price to Sales1.93 times17.81 times
Revenue116.78 B9.85 B
Gross Profit30.63 B21.75 B
EBITDA19.04 B1.41 B
Net Income5.83 B517.71 M
Cash and Equivalents4.78 B3.89 B
Cash per Share2.52 times5.17 times
Total Debt42.86 B7.36 B
Debt to Equity29 % 0.72 %
Current Ratio0.95 times3.3 times
Book Value Per Share77.15 times13.64 times
Cash Flow from Operations18.09 B1.25 B
Short Ratio3.82 times2.09 times
Earnings Per Share3.08 times2.3 times
Price to Earnings To Growth0.54 times1.22 times
Number of Employees61.5 K10.67 K
Beta1.240.34
Market Capitalization224.82 B29.78 B
Total Asset264.54 B126.86 B
Retained Earnings173.05 B38.24 B
Working Capital8.96 B3.58 B
Current Asset34.43 B36.8 B
SellBuy
Cautious Hold

Volatility

Hype Condition

Current Valuation

Odds of Distress

Economic Sensitivity

Analyst Consensus

Piotroski F Score

Financial Leverage

   Chevron exotic insider transaction detected [view details]
Risk Adjusted Performance0.042
Market Risk Adjusted Performance(0.42)
Mean Deviation0.4462
Semi Deviation0.5949
Downside Deviation0.8381
Coefficient Of Variation747.53
Standard Deviation0.6423
Variance0.4125
Information Ratio(0.17)
Jensen Alpha0.1084
Total Risk Alpha(0.36)
Sortino Ratio(0.13)
Treynor Ratio(0.43)
Maximum Drawdown2.65
Value At Risk(1.31)
Potential Upside0.8505
Downside Variance0.7023
Semi Variance0.3539
Expected Short fall(0.45)
Skewness(1.34)
Kurtosis2.46

Current Valuation

Chevron Current Valuation Analysis
Chevron Corporation is the top company in current valuation category among related companies. After adjusting for long-term liabilities, total market size of Oil And Gas industry is currently estimated at about 419.05 Billion. Chevron totals roughly 262.91 Billion in current valuation claiming about 63% of all equities under Oil And Gas industry.