Chevron Alpha and Beta Analysis

Chevron Corporation -- USA Stock  

USD 118.15  2.07  1.72%

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
Investment Horizon     30 Days    Login   to change
Symbol
Run Premiums

Chevron Market Premiums

α (average alpha)=0.16    β (beta)=0.73    
30 days against DJI
Risk Adjusted Performance  0.0322Jensen Alpha  0.155Total Risk Alpha  (0.28)Sortino Ratio  (0.073717)Treynor Ratio  (0.082955)

Chevron expected buy-and-hold returns

   

Chevron Market Price Analysis

Price Series Summation
Price Series Division
Inverse Tangent Over Price Movement
Price Ceiling Movement
Aroon Oscillator
Balance Of Power
Bollinger Bands
Double Exponential Moving Average
Belt hold
Hanging Man

Chevron Return and Market Media

The median price of Chevron for the period between Tue, Sep 19, 2017 and Thu, Oct 19, 2017 is 117.71 with a coefficient of variation of 0.94. The daily time series for the period is distributed with a sample standard deviation of 1.1, arithmetic mean of 117.98, and mean deviation of 0.88. The Stock received some media coverage during the period.
Price Growth (%)  
      Timeline 
1
Further Upside For Chevron Is Unjustified, BMO Analyst Says10/18/2017