Chevron Price Prediction and Hype Density Breakdown

CVX -- USA Stock  

Quarterly Earning Report: November 1, 2019  

We analyze noise-free headlines and recent hype associated with Chevron Corporation which may create opportunities for some arbitrage if properly timed. With Chevron hype-based prediction module you can estimate the value of Chevron Corporation from the prospective of Chevron response to recently generated media hype and the effects of current headlines on its competitors. The module also provides analysis of price elasticity to changes in media outlook on Chevron over a specific investment horizon. Check also Chevron Basic Forecasting Models to cross-verify your projections.
Horizon     30 Days    Login   to change

Chevron After-Hype Price Density Analysis

 Next price density 
      Expected price to next headline 

Chevron Estimiated After-Hype Price Volatility

October 19, 2019
115.11
Current Value
111.26
Downside
115.01
After-hype Price
118.76
Upside
Chevron is very steady asset. Analysis and calculation of next after-hype price of Chevron is based on 3 months time horizon.

Chevron Next Price Analysis

Daily Expected returnPeriod VolatilityHype elasticityRelated hype elasticityAverage news densityRelated news densityNext Expected Hype
 0.11  1.25% 0.10   0.03  11 Events / Month8 Events / MonthIn about 11 days
Latest traded priceExpected after-news pricePotential return on next major newsAverage after-hype volatility
115.11115.010.09 
137.36

Chevron Hype Timeline

On 19 of October Chevron is traded for 115.11. The entity has historical hype elasticity of -0.1 and average elasticity to hype of competition of -0.03. Chevron Corporation is estimated to decline in value after the next headline with price expected to drop to 115.01. The average volatility of media hype impact on the company stock price is about 137.36%. The price depreciation on the next news is expected to be -0.09% where as daily expected return is currently at -0.11%. The volatility of related hype on Chevron is about 494.07% with expected price after next announcement by competition of 115.08. About 67.0% of the company shares are held by institutions such as insurance companies. The company has price-to-book (P/B) ratio of 1.46. Some equities with similar Price to Book (P/B) outperform the market in the long run. Chevron recorded earning per share (EPS) of 7.72. The entity last dividend was issued on 2019-08-16. The firm had 2:1 split on 2004-09-13. Considering 30-days investment horizon, the next estimated press release will be in about 11 days.
Check also Chevron Basic Forecasting Models to cross-verify your projections.

Chevron Related Hype Analysis

Hype
Elasticity
News
Density
Semi
Deviation
Information
Ratio
Potential
Upside
Value
At Risk
Maximum
Drawdown
ENI SpA(0.37) 7 per month 0.00 (0.0491)  1.28 (2.08)  4.28 
Adams Resources Energy(0.81) 9 per month 0.00 (0.0146)  3.01 (3.21)  9.29 
BP plc 0.41 8 per month 1.08  0.0196  1.62 (2.06)  6.85 
Ecopetrol S A(0.10) 9 per month 0.00 (0.06)  2.61 (2.45)  8.47 
Equinor ASA(0.42) 7 per month 0.00 (0.0056)  3.07 (2.75)  10.33 
Cenovus Energy(0.04) 11 per month 0.00 (0.0201)  4.47 (4.30)  17.65 
Chevron Corporation(0.91) 11 per month 0.00 (0.07)  1.51 (2.18)  7.27 
Imperial Oil Limited(0.35) 9 per month 0.00 (0.09)  2.10 (3.14)  6.26 
Petroleo Brasileiro S A Petro(0.07) 10 per month 0.00 (0.05)  3.10 (3.51)  10.21 
TransUnion 0.13 11 per month 1.41  0.08  2.18 (2.79)  12.89 
Check also Chevron Basic Forecasting Models to cross-verify your projections. Please also try Correlation Analysis module to reduce portfolio risk simply by holding instruments which are not perfectly correlated.
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