Chevron Corp Stock Alpha and Beta Analysis
| CVX Stock | USD 162.36 0.73 0.45% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Chevron Corp. 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 0.72 | Alpha 0.0886 | Risk 1.16 | Sharpe Ratio 0.15 | Expected Return 0.18 |
Chevron Corp Quarterly Cash And Equivalents |
|
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 | 0.09 | β | 0.72 |
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 Tue, Aug 27, 2024 and Mon, Nov 25, 2024 is 148.14 with a coefficient of variation of 4.33. The daily time series for the period is distributed with a sample standard deviation of 6.42, arithmetic mean of 148.18, and mean deviation of 4.89. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
| Chevron Corp dividend paid on 10th of September 2024 | 09/10/2024 |
1 | NorthRock Partners LLC Sells 1,787 Shares of Chevron Co. | 11/05/2024 |
2 | Overturning Chevron Doctrine Could Impact Medicares Drug Selections For Price Negotiations | 11/14/2024 |
3 | Republican lawmakers press FTCs Khan on energy sector merger scrutiny | 11/18/2024 |
4 | How Futurists Can Help Us Prepare For The Coming AI-Singularity | 11/19/2024 |
5 | 7 key details from Elon Musk and Vivek Ramaswamys DOGE plan | 11/20/2024 |
6 | The Last Chance To Curtail Trumps Tariff Powers | 11/21/2024 |
7 | Opinion - How Congress can bridge the divide Face each other and talk | 11/22/2024 |
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 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.
| 2021 | 2022 | 2023 | 2024 (projected) | Dividend Yield | 0.0453 | 0.0316 | 0.0404 | 0.0295 | Price To Sales Ratio | 1.44 | 1.47 | 1.42 | 0.85 |
Chevron Corp Upcoming Company Events
As portrayed in its financial statements, the presentation of Chevron Corp's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Chevron Corp's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Chevron Corp's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Chevron Corp. Please utilize our Beneish M Score to check the likelihood of Chevron Corp's management manipulating its earnings.
| 26th of April 2024 Upcoming Quarterly Report | View | |
| 26th of July 2024 Next Financial Report | View | |
| 31st of March 2024 Next Fiscal Quarter End | View | |
| 7th of February 2025 Next Fiscal Year End | View | |
| 31st of December 2023 Last Quarter Report | View | |
| 31st of December 2023 Last Financial Announcement | View |
Build Portfolio with Chevron Corp
Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.Build Diversified Portfolios
Align your risk with return expectations
Additional 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.