Chevron Total Risk Alpha

    Chevron Corporation -- USA Stock  

    USD 132.36  0.17  0.13%

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    Chevron Corporation has current Total Risk Alpha of 0.0. The total risk alpha measures the performance of an asset by comparing its returns with those of a selected benchmark portfolio.
    Chevron 
    Total Risk Alpha 
     = 
    RFR + (ER[b] - ER[a]) 
    x  
    STD[a] / STD[b] 
     = 
    0.0
    ER[a] =   Expected return on investing in Chevron
    ER[b] =   Expected return on market index or selected benchmark
    STD[a] =   Standard Deviation of returns on Chevron
    STD[b] =   Standard Deviation of selected market or benchmark
    RFR =   Risk Free Rate of return. Typically T-Bill Rate

    Total Risk Alpha Comparison

    Chevron Corporation is number one stock in total risk alpha category among related companies. It is currently under evaluation in maximum drawdown category among related companies .
    The benchmark portfolio represents the market risk matched to the total risk of the stock ETF, or fund.
    Chevron Corporationration, through its subsidiaries, engages in integrated energy, chemicals, and petroleum operations worldwide. more
    NameChevron Corporation
    Analyst Consensus
    Macroaxis Advice
    Bond Rating
    BBB+Good
    InstrumentUSA Stock Stocks Directory
    RegionNorth America
    ExchangeNew York Stock Exchange
    CIK Number00093410.0
    ISINUS1667641005
    CUSIP166764100
    CurrencyUSD - US Dollar