Chevron Alpha and Beta Analysis Overview

CVX -- USA Stock  

USD 124.04  2.47  1.95%

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.
 Time Horizon     30 Days    Login   to change
Symbol
Run Premiums

Chevron Market Premiums

α0.22β0.22
30 days against DJI
Risk Adjusted Performance  

0.01

Jensen Alpha  

0.0

Total Risk Alpha  

0.0

Sortino Ratio  

0.0

Treynor Ratio  

0.0

Chevron expected buy-and-hold returns

Chevron Market Price Analysis

Chevron Return and Market Media

The median price of Chevron for the period between Sat, May 19, 2018 and Mon, Jun 18, 2018 is 126.61 with a coefficient of variation of 2.03. The daily time series for the period is distributed with a sample standard deviation of 2.56, arithmetic mean of 125.94, and mean deviation of 2.2. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
      Timeline 
1
Exercise or conversion by Pierre Breber of 23250 shares of C...05/23/2018
2
Acquisition by Alice Gast of 1853 shares of Chevron subject ...05/30/2018
3
Exercise or conversion by O Reilly David J of 300000 shares ...06/05/2018
4
Chevron exotic insider transaction detected06/08/2018
5
Exercise or conversion by James Johnson of 13000 shares of C...06/11/2018
6
Exercise or conversion by Robertson Peter J of 17800 shares ...06/14/2018

Current Sentiment - CVX

Chevron Investor Sentiment
Predominant part of Macroaxis users are currently bullish on Chevron Corporation. What is your opinion about investing in Chevron Corporation? Are you bullish or bearish?
Bullish
Bearish
98% Bullish
2% Bearish
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Upcoming Events

Chevron Upcoming Company Events
Upcoming Quarterly ReportMay 5, 2017
Next Earnings ReportAugust 4, 2017

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Check also Chevron Backtesting, Chevron Valuation, Chevron Correlation, Chevron Hype Analysis, Chevron Volatility, Chevron History and analyze Chevron Performance. Please also try Fundamental Analysis module to view fundamental data based on most recent published financial statements.