Chevron Total Risk Alpha

Chevron Corporation -- USA Stock  

USD 116.07  0.9  0.78%

The Macroaxis Technical Indicators lookup allows users to check a given indicator for any equity or select from a set of available indicators by clicking on the link to the right. Please note, not all equities are covered by this module due to inconsistencies in global equity categorizations and data normalization technicques. Please check also Equity Screeners to view more equity screening tools
Symbol
Refresh
Chevron Corporation has current Total Risk Alpha of (0.3). 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] 
 = 
(0.3)
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 rated below average 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.
Compare Chevron to competition
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