## Chevron Mean Deviation |

Chevron Corporation -- USA Stock | ## USD 110.84 1.78 1.63% |

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Chevron Corporation has current Mean Deviation of 1.42. The mean deviation of equity instrument is the first measure of the distances between each value of security historical prices and the mean. It gives us an idea of how spread out from the center the destribution of returns.Symbol | Refresh |

Chevron |
| = | 1.42 |

SUM | = | Summation notation |

RET DEV | = | Sum of return deviations of Chevron |

N | = | Number of calculation points for selected time horizon |

## Mean Deviation Comparison

**below average**in mean deviation category among related companies. It is currently under evaluation in maximum drawdown category among related companies reporting about 4.67 of Maximum Drawdown per Mean Deviation. The ratio of Maximum Drawdown to Mean Deviation for Chevron Corporation is roughly 4.67

Mean Deviation is the average of the absolute values of the differences between price distribution numbers and their mean. Mean deviation of equity instrument with a lot of historical data is a biased estimator because the time horizon used in calculation will always be much smaller than the entire price history of the equity. The mean deviation is typically used as a measure of dispersion for small investment horizon, otherwise standard deviation is a better measure of dispersion.

Compare Chevron to competition |

Chevron Corporation, through its subsidiaries, engages in integrated energy, chemicals, and petroleum operations worldwide. Chevron Corporation was founded in 1879 and is headquartered in San Ramon, California. Chevron operates under Oil And Gas classification in USA and traded on New York Stock Exchange exchange. more

Name | Chevron Corporation |

Chairman and CEO | John WatsonAll Leadership |

Analyst Consensus | |

Piotroski F Score | |

Macroaxis Advice | |

Bond Rating | BBB+Good |

Instrument | USA Stock Stocks Directory |

Region | North America |

Exchange | New York Stock Exchange |

CIK Number | 00093410.0 |

ISIN | US1667641005 |

CUSIP | 166764100 |

Currency | USD - US Dollar |

## Technical Indicators

All Chevron Technical Indicators

Cycle Indicators | |

Math Operators | |

Math Transform | |

Momentum Indicators | |

Overlap Studies | |

Pattern Recognition | |

Price Transform | |

Statistic Functions | |

Volatility Indicators | |

Volume Indicators |

Risk Adjusted Performance | 0.73 | ||

Market Risk Adjusted Performance | 0.86 | ||

Mean Deviation | 1.42 | ||

Coefficient Of Variation | 233.12 | ||

Standard Deviation | 2.01 | ||

Variance | 4.05 | ||

Information Ratio | 0.31 | ||

Jensen Alpha | 0.63 | ||

Total Risk Alpha | 0.58 | ||

Treynor Ratio | 0.87 | ||

Maximum Drawdown | 6.64 | ||

Value At Risk | 5.03 | ||

Potential Upside | 1.07 | ||

Skewness | 0.34 | ||

Kurtosis | 1.99 |