Chevron (Brazil) Performance
| CHVX34 Stock | BRL 93.56 0.42 0.45% |
On a scale of 0 to 100, Chevron holds a performance score of 15. The firm shows a Beta (market volatility) of -0.4, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Chevron are expected to decrease at a much lower rate. During the bear market, Chevron is likely to outperform the market. Please check Chevron's jensen alpha, maximum drawdown, and the relationship between the coefficient of variation and sortino ratio , to make a quick decision on whether Chevron's price patterns will revert.
Risk-Adjusted Performance
15 of 100
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Compared to the overall equity markets, risk-adjusted returns on investments in Chevron are ranked lower than 15 (%) of all global equities and portfolios over the last 90 days. Despite somewhat weak basic indicators, Chevron sustained solid returns over the last few months and may actually be approaching a breakup point. ...more
| Begin Period Cash Flow | 6.8 B | |
| Price Earnings Ratio | 9.2141 | |
| Free Cash Flow | 37.6 B |
Chevron |
Chevron Relative Risk vs. Return Landscape
If you would invest 7,759 in Chevron on September 15, 2024 and sell it today you would earn a total of 1,597 from holding Chevron or generate 20.58% return on investment over 90 days. Chevron is generating 0.3052% of daily returns and assumes 1.5839% volatility on return distribution over the 90 days horizon. Simply put, 14% of stocks are less volatile than Chevron, and 94% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Chevron Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Chevron's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Chevron, and traders can use it to determine the average amount a Chevron's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = 0.1927
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Estimated Market Risk
| 1.58 actual daily | 14 86% of assets are more volatile |
Expected Return
| 0.31 actual daily | 6 94% of assets have higher returns |
Risk-Adjusted Return
| 0.19 actual daily | 15 85% of assets perform better |
Based on monthly moving average Chevron is performing at about 15% 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 Fundamentals Growth
Chevron Stock prices reflect investors' perceptions of the future prospects and financial health of Chevron, and Chevron fundamentals are critical determinants of its market performance. Overall, investors pay close attention to revenue and earnings growth, profit margins, and debt levels. These fundamentals can have a significant impact on Chevron Stock performance.
| Return On Equity | 0.24 | |||
| Return On Asset | 0.0924 | |||
| Profit Margin | 0.15 % | |||
| Operating Margin | 0.17 % | |||
| Current Valuation | 1.74 T | |||
| Shares Outstanding | 19.34 B | |||
| Price To Earning | 62.40 X | |||
| Price To Book | 2.05 X | |||
| Price To Sales | 7.73 X | |||
| Revenue | 235.72 B | |||
| EBITDA | 66.49 B | |||
| Cash And Equivalents | 8.57 B | |||
| Cash Per Share | 2.26 X | |||
| Total Debt | 31.11 B | |||
| Debt To Equity | 22.00 % | |||
| Book Value Per Share | 8.21 X | |||
| Cash Flow From Operations | 49.6 B | |||
| Earnings Per Share | 9.67 X | |||
| Total Asset | 257.71 B | |||
About Chevron Performance
By analyzing Chevron's fundamental ratios, stakeholders can gain valuable insights into Chevron's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if Chevron has a high ROA and ROE, it suggests that the company is efficiently using its assets and equity to generate substantial profits, making it an attractive investment. Conversely, if Chevron has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
Chevron Corporation, through its subsidiaries, engages in integrated energy, chemicals, and petroleum operations worldwide. Chevron Corporation was founded in 1879 and is headquartered in San Ramon, California. CHEVRON DRN operates under Oil Gas Integrated classification in Brazil and is traded on Sao Paolo Stock Exchange. It employs 48600 people.Things to note about Chevron performance evaluation
Checking the ongoing alerts about Chevron for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Chevron help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.Evaluating Chevron's performance can involve analyzing a variety of financial metrics and factors. Some of the key considerations to evaluate Chevron's stock performance include:- Analyzing Chevron's financial statements, including its income statement, balance sheet, and cash flow statement, helps in understanding its overall financial health and growth potential.
- Getting a closer look at valuation ratios like price-to-earnings (P/E) ratio, price-to-sales (P/S) ratio, and price-to-book (P/B) ratio help in understanding whether Chevron's stock is overvalued or undervalued compared to its peers.
- Examining Chevron's industry or sector and how it is performing can give you an idea of its growth potential and how it is positioned relative to its competitors.
- Evaluating Chevron's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Chevron's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Chevron's stock. These opinions can provide insight into Chevron's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for Chevron Stock analysis
When running Chevron's price analysis, check to measure Chevron'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 is operating at the current time. Most of Chevron's value examination focuses on studying past and present price action to predict the probability of Chevron'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's price. Additionally, you may evaluate how the addition of Chevron to your portfolios can decrease your overall portfolio volatility.
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