Chevron Performance

CVX -- USA Stock  

Fiscal Quarter End: December 31, 2019  

Chevron has performance score of 3 on a scale of 0 to 100. The firm shows Beta (market volatility) of 0.9671 which signifies that Chevron returns are very sensitive to returns on the market. as market goes up or down, Chevron is expected to follow. Although it is extremely important to respect Chevron historical returns, it is better to be realistic regarding the information on equity current trending patterns. The philosophy in foreseeing future performance of any stock is to evaluate the business as a whole together with its past performance including all available fundamental and technical indicators. By analyzing Chevron technical indicators you can presently evaluate if the expected return of 0.0762% will be sustainable into the future. Chevron right now shows a risk of 1.3314%. Please confirm Chevron Jensen Alpha as well as the relationship between Potential Upside and Accumulation Distribution to decide if Chevron will be following its price patterns.

Risk-Adjusted Performance

Compared to the overall equity markets, risk-adjusted returns on investments in Chevron Corporation are ranked lower than 3 (%) of all global equities and portfolios over the last 30 days. Inspite fairly strong basic indicators, Chevron is not utilizing all of its potentials. The ongoing stock price disturbance, may contribute to short term losses for the investors.
Quick Ratio0.82
Fifty Two Week Low100.22
Target High Price164.00
Payout Ratio67.29%
Fifty Two Week High127.34
Target Low Price118.00
Trailing Annual Dividend Yield3.88%
Horizon     30 Days    Login   to change

Chevron Relative Risk vs. Return Landscape

If you would invest  11,654  in Chevron Corporation on October 13, 2019 and sell it today you would earn a total of  514.00  from holding Chevron Corporation or generate 4.41% return on investment over 30 days. Chevron Corporation is generating 0.0762% of daily returns assuming volatility of 1.3314% on return distribution over 30 days investment horizon. In other words, 11% of equities are less volatile than the company and above 99% of equities are expected to generate higher returns over the next 30 days.
 Daily Expected Return (%) 
      Risk (%) 
Considering 30-days investment horizon, Chevron is expected to generate 1.78 times less return on investment than the market. In addition to that, the company is 1.79 times more volatile than its market benchmark. It trades about 0.06 of its total potential returns per unit of risk. The DOW is currently generating roughly 0.18 per unit of volatility.

Chevron Market Risk Analysis

Sharpe Ratio = 0.0572
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Chevron Relative Performance Indicators

Estimated Market Risk
  actual daily
 11 %
of total potential
Expected Return
  actual daily
 1 %
of total potential
Risk-Adjusted Return
  actual daily
 3 %
of total potential
Based on monthly moving average Chevron is performing at about 3% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Chevron by adding it to a well-diversified portfolio.

Chevron Alerts

Equity Alerts and Improvement Suggestions

About 67.0% of the company shares are held by institutions such as insurance companies
Latest headline from Earnings Miss Chevron Corporation Missed EPS By 9.0 percent And Analysts Are Revising Their Forecasts - Simply Wall St

Chevron Dividends

Chevron Dividends Analysis

Check Chevron dividend payout schedule and payment analysis over time. Analyze past dividends calendar and estimate annual dividend income
Check Dividends  
Check also Trending Equities. Please also try Portfolio Diagnostics module to use generated alerts and portfolio events aggregator to diagnose current holdings.