Chevron Corp (Argentina) Alpha and Beta Analysis
| CVX Stock | ARS 11,052 270.50 2.39% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Chevron Corp CEDEAR. It also helps investors analyze the systematic and unsystematic risks associated with investing in Chevron Corp over a specified time horizon. Remember, high Chevron Corp's alpha is almost always a sign of good performance; however, a high beta will depend on investors' risk tolerance level and may signal increased volatility and potential future overvaluation. Key technical indicators related to Chevron Corp's market risk premium analysis include:
Beta (0.59) | Alpha (0.82) | Risk 1.74 | Sharpe Ratio (0.09) | Expected Return (0.16) |
Alpha is a measure of relative performance on a risk-adjusted basis, while beta measures volatility against the benchmark. The goal is to know if an investor is being compensated for the volatility risk taken. The return on investment might be better than its reference but still not compensate for the assumption of the risk.
Chevron |
Chevron Corp Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Chevron Corp market risk premium is the additional return an investor will receive from holding Chevron Corp long position in a well-diversified portfolio. The market premium is part of the Capital Asset Pricing Model (CAPM), which most analysts and investors use to calculate the acceptable rate of return on investment in Chevron Corp. At the center of the CAPM is the concept of risk and reward, which is usually communicated by investors using alpha and beta measures. Alpha and beta are two of the key measurements used to evaluate Chevron Corp's performance over market.| α | -0.82 | β | -0.59 |
Chevron Corp expected buy-and-hold returns
Although buy-and-hold investment strategy may not appeal to all investors, it may be used as a good measure of Chevron Corp's Buy-and-hold return. Our buy-and-hold chart shows how Chevron Corp performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Chevron Corp Market Price Analysis
Market price analysis indicators help investors to evaluate how Chevron Corp stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Chevron Corp shares will generate the highest return on investment. By understating and applying Chevron Corp stock market price indicators, traders can identify Chevron Corp position entry and exit signals to maximize returns.
Chevron Corp Return and Market Media
The median price of Chevron Corp for the period between Fri, Feb 2, 2024 and Thu, May 2, 2024 is 10651.5 with a coefficient of variation of 19.85. The daily time series for the period is distributed with a sample standard deviation of 2217.98, arithmetic mean of 11176.44, and mean deviation of 1005.59. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Chevron Corp Beta and Alpha
For many years both, Alpha and Beta indicators are used by professional money managers as critical performance measurement tools across virtually all financial instruments including Chevron or other stocks. Alpha measures the amount that position in Chevron Corp CEDEAR has returned in comparison to a selected market index or another relevant benchmark. In other words, Alpha is the excess return on an investment relative to the performance of your selected benchmark. Beta, on the other hand, measures the relative risk of your investment.
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Chevron Corp in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Chevron Corp's short interest history, or implied volatility extrapolated from Chevron Corp options trading.
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Check out Chevron Corp Backtesting, Chevron Corp Valuation, Chevron Corp Correlation, Chevron Corp Hype Analysis, Chevron Corp Volatility, Chevron Corp History and analyze Chevron Corp Performance. For information on how to trade Chevron Stock refer to our How to Trade Chevron Stock guide.You can also try the Equity Search module to search for actively traded equities including funds and ETFs from over 30 global markets.
Complementary Tools for Chevron Stock analysis
When running Chevron Corp's price analysis, check to measure Chevron Corp's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Chevron Corp is operating at the current time. Most of Chevron Corp's value examination focuses on studying past and present price action to predict the probability of Chevron Corp's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Chevron Corp's price. Additionally, you may evaluate how the addition of Chevron Corp to your portfolios can decrease your overall portfolio volatility.
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Chevron Corp technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.