Chevron Alpha and Beta Analysis Overview

CVX -- USA Stock  

USD 119.51  2.00  1.70%

This module allows you to check different measures of market premium for Chevron Corporation as well as systematic risk associated with investing in Chevron over a specified time horizon. Check also Chevron Backtesting, Chevron Valuation, Chevron Correlation, Chevron Hype Analysis, Chevron Volatility, Chevron History and analyze Chevron Performance.
Horizon     30 Days    Login   to change
Symbol
Run Premiums

Chevron Market Premiums

α0.07β1.02
30 days against DJI
Risk Adjusted Performance  

0.004

Jensen Alpha  

0.11

Total Risk Alpha  

0.27

Sortino Ratio  

0.0

Treynor Ratio  

0.015431

Chevron expected buy-and-hold returns

Chevron Market Price Analysis

Chevron Return and Market Media

The median price of Chevron for the period between Mon, Aug 20, 2018 and Wed, Sep 19, 2018 is 117.94 with a coefficient of variation of 1.54. The daily time series for the period is distributed with a sample standard deviation of 1.81, arithmetic mean of 117.68, and mean deviation of 1.45. The Stock received some media coverage during the period.
 Price Growth (%)  
      Timeline 
1
Chevron exotic insider transaction detected08/29/2018
2
Discretionary transaction by Robert Denham of 324 shares of ...09/05/2018
3
Reeling Stocks Chevron Corporation, , United Rentals, Inc.,09/12/2018

Chevron Upcoming Events

Chevron Upcoming Company Events

Upcoming Quarterly ReportMay 5, 2017
Next Earnings ReportAugust 4, 2017

Build Diversified Portfolios

Align your risk with return expectations

Fix your portfolio
By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations
Check also Chevron Backtesting, Chevron Valuation, Chevron Correlation, Chevron Hype Analysis, Chevron Volatility, Chevron History and analyze Chevron Performance. Please also try Fundamentals Comparison module to compare fundamentals across multiple equities to find investing opportunities.
Search macroaxis.com