Chevron Value At Risk

Chevron Corporation -- USA Stock  

USD 117.29  0.82  0.70%

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Chevron Corporation has current Value At Risk of (0.43). Value At Risk (or VAR) is statistical technique used to measure the level of financial risk of investment instrument over a specific time frame. It is a widely used measure of the risk of loss on a specific investing instrument.
Chevron 
Value At Risk 
 = 
ER[a] x N 
+  
(Z-SCORE x STD x SQRT (N)) 
 = 
(0.43)
ER[a] =   Expected return on investing in Chevron
STD =   Standard Deviation of Chevron
N =   Number of points for the period
Z-SCORE =   Number of standard deviations above or below the mean

Value At Risk Comparison

Chevron Corporation is number one stock in value at risk category among related companies. It is currently under evaluation in maximum drawdown category among related companies .
Value At Risk is used by risk managers in order to measure and control the level of risk which the firm undertakes. The risk manager job is to ensure that risks are not taken beyond the level at which the firm can absorb the losses of a probable worst outcome. VAR can be defined as the loss level that will not be exceeded with a certain confidence level during a certain period of time.
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Chevron Corporationration, through its subsidiaries, engages in integrated energy, chemicals, and petroleum operations worldwide. more
NameChevron Corporation
Analyst Consensus
Piotroski F Score
Macroaxis Advice
Bond Rating
BBB+Good
InstrumentUSA Stock Stocks Directory
RegionNorth America
ExchangeNew York Stock Exchange
CIK Number00093410.0
ISINUS1667641005
CUSIP166764100
CurrencyUSD - US Dollar