Chevron Risk Analysis And Volatility Evaluation

Our philosophy in foreseeing volatility of a stock is to use all available market data together with company specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for Chevron Corporation which you can use to evaluate future volatility of the firm. Please confirm Chevron to double-check if risk estimate we provide are consistent with the epected return of 0.0%.
 Time Horizon     30 Days    Login   to change

Chevron Technical Analysis

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Projected Return Density Against Market

Considering 30-days investment horizon, Chevron has beta of 0.0 . This suggests unless we do not have required data, the returns on DOW and Chevron are completely uncorrelated. Furthermore, Chevron CorporationIt does not look like Chevron alpha can have any bearing on the equity current valuation.
α
Alpha over DOW
=0.00
β
Beta against DOW=0.00
σ
Overall volatility
=0.00
Ir
Information ratio =0.00

Actual Return Volatility

Chevron Corporation has volatility of 0.0% on return distribution over 30 days investment horizon. DOW inherits 0.5516% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

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Investment Outlook

Chevron Investment Opportunity
DOW has a standard deviation of returns of 0.55 and is 9.223372036854776E16 times more volatile than Chevron Corporation. 0% of all equities and portfolios are less risky than Chevron. Compared to the overall equity markets, volatility of historical daily returns of Chevron Corporation is lower than 0 (%) of all global equities and portfolios over the last 30 days.

Volatility Indicators

Chevron Current Risk Indicators
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