Chevron Performance

Chevron Corporation -- USA Stock  

USD 118.64  0.44  0.37%

Chevron has performance score of 9 on a scale of 0 to 100. The firm shows Beta (market volatility) of -0.1769 which signifies that as returns on market increase, returns on owning Chevron are expected to decrease at a much smaller rate. During bear market, Chevron is likely to outperform the market.. Although it is extremely important to respect Chevron historical returns, it is better to be realistic regarding the information on equity current trending patternss. The philosophy in foreseeing future performance of any stock is to evaluate the business as a whole together with its past performance including all available fundamental and technical indicators. By analyzing Chevron technical indicators you can presently evaluate if the expected return of 0.0859% will be sustainable into the future. Chevron right now shows a risk of 0.6423%. Please confirm Chevron Market Risk Adjusted Performance, Variance as well as the relationship between Variance and Potential Upside to decide if Chevron will be following its price patterns.
Investment Horizon     30 Days    Login   to change

Relative Risk vs. Return Landscape

If you would invest  11,647  in Chevron Corporation on September 21, 2017 and sell it today you would earn a total of  217  from holding Chevron Corporation or generate 1.86% return on investment over 30 days. Chevron Corporation is generating 0.0859% of daily returns assuming volatility of 0.6423% on return distribution over 30 days investment horizon. In other words, 6% of equities are less volatile than the company and above 99% of equities are expected to generate higher returns over the next 30 days.
 Daily Expected Return (%) 
      Risk (%) 
Considering 30-days investment horizon, Chevron Corporation is expected to generate 1.87 times less return on investment than the market. In addition to that, the company is 2.6 times more volatile than its market benchmark. It trades about 0.13 of its total potential returns per unit of risk. The DOW is currently generating roughly 0.65 per unit of volatility.

Chevron Daily Price Distribution

The median price of Chevron for the period between Thu, Sep 21, 2017 and Sat, Oct 21, 2017 is 117.99 with a coefficient of variation of 0.83. The daily time series for the period is distributed with a sample standard deviation of 0.98, arithmetic mean of 118.17, and mean deviation of 0.79. The Stock received some media coverage during the period.
9 

Risk-Adjusted Performance

Compared to the overall equity markets, risk-adjusted returns on investments in Chevron Corporation are ranked lower than 9 (%) of all global equities and portfolios over the last 30 days.

One Month Efficiency

Chevron Sharpe Ratio = 0.1338
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Estimated Market Risk

 0.64
  actual daily
 
 94 %
of total potential
  

Expected Return

 0.09
  actual daily
 
 1 %
of total potential
  

Risk-Adjusted Return

 0.13
  actual daily
 
 9 %
of total potential
  
Based on monthly moving average Chevron is performing at about 9% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Chevron by adding it to a well-diversified portfolio.

Dividends

Chevron Dividends Analysis
Check Chevron dividend payout schedule and payment analysis over time. Analyze past dividends calendar and estimate annual dividend income
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