Chevron Performance

Chevron Corporation -- USA Stock  

USD 119.53  0.2  0.17%

On a scale of 0 to 100 Chevron holds performance score of 24. The firm shows Beta (market volatility) of 0.3962 which signifies that as returns on market increase, Chevron returns are expected to increase less than the market. However during bear market, the loss on holding Chevron will be expected to be smaller as well.. 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 0.216% will be sustainable into the future. Please makes use of Chevron Market Risk Adjusted Performance, Variance as well as the relationship between Variance and Potential Upside to make a quick decision on weather Chevron price patterns will revert.
Investment Horizon     30 Days    Login   to change

Chevron Relative Risk vs. Return Landscape

If you would invest  11,471  in Chevron Corporation on November 17, 2017 and sell it today you would earn a total of  502  from holding Chevron Corporation or generate 4.38% return on investment over 30 days. Chevron Corporation is generating 0.216% of daily returns assuming volatility of 0.5911% on return distribution over 30 days investment horizon. In other words, 5% of equities are less volatile than the company and above 96% 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 1.19 times less return on investment than the market. In addition to that, the company is 1.32 times more volatile than its market benchmark. It trades about 0.37 of its total potential returns per unit of risk. The DOW is currently generating roughly 0.57 per unit of volatility.

Chevron Daily Price Distribution

The median price of Chevron for the period between Fri, Nov 17, 2017 and Sun, Dec 17, 2017 is 119.51 with a coefficient of variation of 1.88. The daily time series for the period is distributed with a sample standard deviation of 2.21, arithmetic mean of 117.97, and mean deviation of 2.04. The Stock received some media coverage during the period.
24 

Risk-Adjusted Performance

Compared to the overall equity markets, risk-adjusted returns on investments in Chevron Corporation are ranked lower than 24 (%) of all global equities and portfolios over the last 30 days.

One Month Efficiency

Chevron Sharpe Ratio = 0.3655
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Estimated Market Risk

 0.59
  actual daily
 
 95 %
of total potential
  

Expected Return

 0.22
  actual daily
 
 4 %
of total potential
  

Risk-Adjusted Return

 0.37
  actual daily
 
 24 %
of total potential
  
Based on monthly moving average Chevron is performing at about 24% 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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