Chevron Buy or Sell Recommendation

Macroaxis provides Chevron Corporation buy hold or sell recommendation only in the context of selected investment horizon and investor attitude towards risk assumed by holding Chevron positions. The advice algorithm takes into account all of Chevron Corporation available fundamental, technical, and predictive indicators you will find on this site. The advice is provided from Chevron buy-and-hold prospective. Check also Chevron Analyst Recommendation to compare Macroaxis Buy or Sell Recommendation with current analyst consensus

Investment Horizon

  

Risk Tolerance

  
Symbol
Execute Advice
Considering 30-days investment horizon, and your above average risk tolerance our recommendation regarding Chevron Corporation is 'Hold'.
For the selected time horizon Chevron Corporation has a risk adjusted performance of (0.03), jensen alpha of (0.07), total risk alpha of (0.11), sortino ratio of 0.0 and treynor ratio of (0.81)
Macroaxis provides buy, hold, or sell suggestion on Chevron to complement and cross-verify current analyst consensus on Chevron Corporation. Our buy, hold, or sell recommendation engine determines the organization potential to grow exclusively from the prospective of investors current risk tolerance and investing horizon. To make sure Chevron is not overpriced, please confirm all Chevron fundamentals including its Shares Owned by Institutions, Debt to Equity, Working Capital, as well as the relationship between Gross Profit and Price to Earnings To Growth . Given that Chevron has Number of Shares Shorted of 34.77 M, we suggest you validate Chevron Corporation market performance and probability of bankruptcy to make sure the company can sustain itself in the current economic cycle given your prevailing risk tolerance and investing horizon.

Returns Distribution Density

Mean Return-0.05Value At Risk-1.3721
Potential Upside0.9915Standard Deviation0.8438
 Return Density 
Benchmark  Embed    Distribution 

Chevron Greeks

α
Alpha over NYSE
=(0.07) 
βBeta against NYSE= 0.08 
σ
Overall volatility
= 0.84 
 IrInformation ratio =(0.11) 

Chevron Volatility Alert

Chevron Corporation exhibits ver low volatility with skewness of -1.3 and kurtosis of 3.08. However, we advise investors to further study Chevron Corporation technical indicators to make sure all market info is available and is reliable.
    
 Better Than Average     
    
 Worse Than Average Compare Chevron to competition
FundamentalsChevronPeer Average
Return On Equity(0.01) % (15.17) %
Return On Asset(0.02) % (15.64) %
Profit Margin(0.01) % (5.50) %
Operating Margin(7.75) % (10.91) %
Current Valuation192.25 B152.14 B
Shares Outstanding1.88 B1.43 B
Shares Owned by Insiders0.04 % 6.91 %
Shares Owned by Institutions62.60 % 18.37 %
Number of Shares Shorted34.77 M3.24 M
Price to Earning143.43 times40.69 times
Price to Book1.49 times14.44 times
Price to Sales2.17 times17.81 times
Revenue138.48 B9.85 B
Gross Profit33.66 B21.75 B
EBITDA13.36 B1.41 B
Net Income4.59 B517.71 M
Cash and Equivalents11.02 B3.89 B
Cash per Share4.06 times5.17 times
Total Debt38.55 B7.36 B
Debt to Equity0.31 times0.72 times
Current Ratio1.17 times3.30 times
Book Value Per Share77.11 times13.64 times
Cash Flow from Operations19.46 B1.25 B
Short Ratio4.59 times2.09 times
Earnings Per Share(0.80) times2.30 times
Price to Earnings To Growth3.46 times1.22 times
Number of Employees61.5 K10.67 K
Beta1.310.34
Market Capitalization169.31 B29.78 B
Total Asset264.54 B126.86 B
Retained Earnings173.05 B38.24 B
Working Capital8.96 B3.58 B
Current Asset34.43 B36.8 B
SellBuy
Hold

Volatility

Hype Condition

Current Valuation

Odds of Distress

Economic Sensitivity

Analyst Consensus

Piotroski F Score

Financial Leverage

   Discretionary transaction by Kevin Sharer of 336 shares of Chevron subject to Rule 16b-3 [view details]
Risk Adjusted Performance(0.03)
Market Risk Adjusted Performance(0.80)
Mean Deviation0.6021
Coefficient Of Variation(1,547)
Standard Deviation0.8438
Variance0.712
Information Ratio(0.11)
Jensen Alpha(0.07)
Total Risk Alpha(0.11)
Treynor Ratio(0.81)
Maximum Drawdown3.43
Value At Risk(1.37)
Potential Upside0.9915
Skewness(1.30)
Kurtosis3.08

Current Valuation

Chevron Current Valuation Analysis
Chevron Corporation is rated second in current valuation category among related companies. After adjusting for long-term liabilities, total market size of Oil And Gas industry is currently estimated at about 476.71 Billion. Chevron totals roughly 192.25 Billion in current valuation claiming about 40% of all equities under Oil And Gas industry.