Chevron Price Prediction

Chevron Corporation -- USA Stock  

USD 120.42  0.5  0.42%

Macroaxis is not in business of monitoring Chevron headlines and social sentiment data; there are plenty of companies out there that do it quite successfully. However, we do analyze noise-free headlines and recent hype associated with Chevron Corporation brand which may create opportunities for some arbitrage if properly timed. With Chevron hype-based prediction module you can estimate the value of Chevron Corporation from the prospective of Chevron response to recently generated media hype and the effects of current headlines on its competitors. The module also provides analysis of price elasticity to changes in media outlook on Chevron over a specific investment horizon. Check also Chevron Basic Forecasting Models to cross-verify your projections.
Investment Horizon     30 Days    Login   to change

Chevron Estimiated After-Hype Price Volatility

 Next price density 
 
Expected price to next headline
December 12, 2017
120.42
Current Value
Downside upside
Downside
118.36
120.43
After-hype Price
Target Price Odds
 Above  Below  
122.5
Upside
Upside upside
Chevron is not too risky asset. Analysis and calculation of next after-hype price of Chevron is based on 1 month time horizon.

Chevron Hype Analysis

Daily Expected returnPeriod VolatilityHype elasticityRelated hype elasticityAverage news densityRelated news densityNext Expected Hype
 0.13% 0.69% 0.01%  0.02% 2 Events / Month1 Events / MonthIn a few days
Latest traded priceExpected after-news pricePotential return on next major newsAverage after-hype volatility
120.42120.430.01%
1,725% 

Chevron Hype Timeline

On 12 of December Chevron Corporation is traded for  120.42 . This company has historical hype elasticity of 0.01 and average elasticity to hype of competition of 0.02. Chevron Corporation is estimated to increase in value after the next headline with price going to jump to 120.43. The average volatility of media hype impact on the company stock price is about 1725.0%. The price escalation on the next news is estimated to be 0.01% where as daily expected return is currently at 0.13%. The volatility of related hype on Chevron is about 498.8% with expected price after next announcement by competition of 120.44. The company reported last year revenue of 121.42 B. Total Income to common stockholders was 6.5 B with profit before taxes, overhead, and interest of 30.63 B. Considering 30-days investment horizon, the next estimated press release will be in a few days.
Check also Chevron Basic Forecasting Models to cross-verify your projections.

Chevron Related Hype Analysis

Hype
Elasticity
News
Density
Semi
Deviation
Information
Ratio
Expected
Short fall
Potential
Upside
Value
At Risk
Maximum
Drawdown
SM Energy Company(0.02) 1 per month 3.3 (0.0435) (2.73)  7.22 (5.71)  12.24 
Apache Corporation 0.1 2 per month 0.00 (0.31)  0.00  2.68 (3.7)  9.46 
Anadarko Petroleum Corporation 0.18 1 per month 0.00 (0.35)  0.00  1.31 (2.38)  4.34 
Chesapeake Energy Corporation 0.12 1 per month 0.00 (0.16)  0.00  4.42 (3.83)  8.48 
Cabot Oil Gas Corporation 0.3 1 per month 0.00 (0.19)  0.00  2.09 (1.29)  3.57 
ConocoPhillips 0.15 1 per month 0.00 (0.26)  0.00  1.97 (2.55)  3.63