|Horizon||30 Days Login to change|
Chevron Market Sensitivity
Chevron Technical Analysis
Chevron Projected Return Density Against MarketConsidering 30-days investment horizon, Chevron has beta of 0.9219 . This suggests Chevron Corporation market returns are very sensitive to returns on the market. As the market benchmark goes up or down, Chevron is expected to follow. Moreover, Chevron Corporation has an alpha of 0.0641 implying that it can potentially generate 0.0641% excess return over DOW after adjusting for the inherited market risk (beta).
Chevron Return VolatilityChevron Corporation has volatility of 1.7974% on return distribution over 30 days investment horizon. DOW inherits 1.2677% risk (volatility on return distribution) over the 30 days horizon.