Chevron Alpha and Beta Analysis

Chevron Corporation -- USA Stock  

USD 109.89  0.83  0.76%

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
Run Premiums

Chevron Market Premiums

α (average alpha)=0.84    β (beta)=0.33    
30 days against DJI
Risk Adjusted Performance  0.65Jensen Alpha  0.57Total Risk Alpha  0.53Sortino Ratio  0.0Treynor Ratio  0.78

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, Jan 23, 2018 and Thu, Feb 22, 2018 is 115.29 with a coefficient of variation of 6.74. The daily time series for the period is distributed with a sample standard deviation of 8.01, arithmetic mean of 118.81, and mean deviation of 7.13. The Stock received some media coverage during the period.
Price Growth (%)  
Bona fide gift to Robertson Peter J of 451 shares of Chevron...02/22/2018