CHEVRON P Performance
| 166764CA6 | 64.86 3.74 5.45% |
The bond shows a Beta (market volatility) of -0.36, 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.
Risk-Adjusted Performance
OK
Weak | Strong |
Compared to the overall equity markets, risk-adjusted returns on investments in CHEVRON P are ranked lower than 7 (%) of all global equities and portfolios over the last 90 days. Despite somewhat fragile basic indicators, CHEVRON sustained solid returns over the last few months and may actually be approaching a breakup point. ...more
| Yield To Maturity | 5.552 |
CHEVRON |
CHEVRON Relative Risk vs. Return Landscape
If you would invest 6,628 in CHEVRON P on December 22, 2024 and sell it today you would earn a total of 872.00 from holding CHEVRON P or generate 13.16% return on investment over 90 days. CHEVRON P is generating 0.2307% of daily returns and assumes 2.3114% volatility on return distribution over the 90 days horizon. Simply put, 20% of bonds are less volatile than CHEVRON, and 96% 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 bonds, such as CHEVRON P, 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 = 0.0998
| Best Portfolio | Best Equity | |||
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
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Estimated Market Risk
| 2.31 actual daily | 20 80% of assets are more volatile |
Expected Return
| 0.23 actual daily | 4 96% of assets have higher returns |
Risk-Adjusted Return
| 0.1 actual daily | 7 93% of assets perform better |
Based on monthly moving average CHEVRON is performing at about 7% 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.
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.