Chevron Performance

Chevron Corporation -- USA Stock  

USD 113.43  1.97  1.71%

Chevron has performance score of 9 on a scale of 0 to 100. The firm shows Beta (market volatility) of -0.232 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 patterns. 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 0.181% will be sustainable into the future. Chevron right now shows a risk of 1.2778%. Please confirm Chevron Potential Upside, and the relationship between Jensen Alpha and Accumulation Distribution to decide if Chevron will be following its price patterns.
 Time Horizon     30 Days    Login   to change

Chevron Relative Risk vs. Return Landscape

If you would invest  11,098  in Chevron Corporation on February 17, 2018 and sell it today you would earn a total of  391.00  from holding Chevron Corporation or generate 3.52% return on investment over 30 days. Chevron Corporation is generating 0.181% of daily returns assuming volatility of 1.2778% on return distribution over 30 days investment horizon. In other words, 11% of equities are less volatile than the company and above 97% 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 1.37 times more return on investment than the market. However, the company is 1.37 times more volatile than its market benchmark. It trades about 0.14 of its potential returns per unit of risk. The DOW is currently generating roughly 0.0 per unit of risk.

Operating Margin

Chevron Operating Margin
Based on recorded statements Chevron Corporation has Operating Margin of 17.15%. This is 171.07% lower than that of the Basic Materials sector, and significantly higher than that of Oil And Gas industry, The Operating Margin for all stocks is 257.2% lower than the firm.
A good Operating Margin is required for a company to be able to pay for its fixed costs or pay out its debt which implies that the higher the margin, the better. This ratio is most effective in evaluating the earning potential of a company over time when comparing it against firm's competitors.

Chevron Daily Price Distribution

The median price of Chevron for the period between Sat, Feb 17, 2018 and Mon, Mar 19, 2018 is 113.61 with a coefficient of variation of 1.89. The daily time series for the period is distributed with a sample standard deviation of 2.14, arithmetic mean of 113.42, and mean deviation of 1.66. The Stock received some media coverage during the period.

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 = 0.1416
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Estimated Market Risk

  actual daily
 89 %
of total potential

Expected Return

  actual daily
 3 %
of total potential

Risk-Adjusted Return

  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.


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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