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CVX Chevron Corporation

Energy

227.77 -7.75 -3.29% Close 11/2
Since 2024-12-02 +56.2%
Open
232.50
High
233.25
Low
227.42
Prev close
235.52
Volume
9M
Amplitude
2.48%
P/E
17.2
P/B
2.4
Revenue YoY (TTM)
+19.8%
52W 146.49 236.48

Is Chevron Corporation a buy? Fundamentals and valuation first

As of 2026-10-30

Valuation: Fair, Quality: Good, Growth: Good, Momentum: Strong, Risk / liquidity: Strong.

Valuation Fair Free-cash-flow yield is Good, but Price / book is Pricey.
TTM P/E 17.23 47th percentile Fair
Price / book 2.39 65th percentile Pricey
Free-cash-flow yield (%) 7.29 75th percentile Good
US Stock Backtest in Python: Price-to-Book Ratio StrategyQuality Factor Investing: A US Quality Value Backtest
Quality Good All 3 indicators are Good.
ROE, TTM (%) 13.88 74th percentile Good
Operating margin, TTM (%) 17.76 68th percentile Good
FCF margin, TTM (%) 15.03 69th percentile Good
Quality Factor Investing: A US Quality Value Backtest
Growth Good Diluted EPS growth, TTM YoY is Top; Revenue growth, TTM YoY is Good.
Revenue growth, TTM YoY (%) 19.78 74th percentile Good
Diluted EPS growth, TTM YoY (%) 92.54 83th percentile Top
Momentum Strong All 2 indicators are Top.
60-day return (%) 25.54 94th percentile Top
240-day return (%) 55.28 89th percentile Top
Momentum Trading Strategy: A 12-1 Momentum Backtest
Risk / liquidity Strong 20-day dollar volume is Top; 60-day annualized volatility is Good.
20-day dollar volume 1,644,240,195 99th percentile Top
60-day annualized volatility (%) 22.27 24th percentile Good
Factor Investing Explained: 10 Classic Factors in US Stocks

Chevron Corporation (CVX) today

4 quant signals active · As of 2026-10-30

Win rate and excess are historical post-trigger stats vs the market. Click a signal for its full definition and samples; history does not predict future results.

FinLab Studio

From Chevron Corporation to every stock like it

AI finds several complementary traits of Chevron Corporation across different dimensions, combines them into a multifactor strategy, and backtests it against the market.

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Chevron Corporation (CVX) quant signal backtests

Signals active now

Each active condition is tested against this stock’s own history and benchmarked versus the S&P 500.

52-week adjusted-price high

Active

Adjusted close first reaches a 252-trading-day high; repeated hits within 20 days count once.

16 historical occurrences (since 2017-09-19)

Average forward return after 52-week adjusted-price high

20-day: Win 33.3%, Sample 15, Median -3.24%, Excess -2.07%, Beat mkt rate 53.3%

60-day: Win 35.7%, Sample 14, Median -4.45%, Excess -3.38%, Beat mkt rate 21.4%

120-day: Win 50%, Sample 14, Median +0.32%, Excess -2.01%, Beat mkt rate 28.6%

120 days after: historical avg +2.99%

20-day -2.85%
60-day -1.47%
120-day +2.99%
20-day
60-day
120-day
Win
33.3%
35.7%
50%
Sample
15
14
14
Median
-3.24%
-4.45%
+0.32%
Excess
-2.07%
-3.38%
-2.01%
Beat mkt rate
53.3%
21.4%
28.6%

Over 14 occurrences, 120-day forward avg gained 2.99%, lagged the market by 2.01 pts; win rate 50%.

Top-quintile 6-month momentum

Active · now 80.73%

The stock ranks in the top 20% of the liquid US common-stock universe by 126-day adjusted return.

Momentum Trading Strategy: A 12-1 Momentum Backtest
8 historical occurrences (since 2016-07-12)

Average forward return after Top-quintile 6-month momentum

20-day: Win 42.9%, Sample 7, Median -2.56%, Excess -2.26%, Beat mkt rate 28.6%

60-day: Win 28.6%, Sample 7, Median -4.25%, Excess -1.62%, Beat mkt rate 28.6%

120-day: Win 57.1%, Sample 7, Median +4.15%, Excess -1.3%, Beat mkt rate 28.6%

120 days after: historical avg +4.96%

20-day -2.12%
60-day +1.18%
120-day +4.96%
20-day
60-day
120-day
Win
42.9%
28.6%
57.1%
Sample
7
7
7
Median
-2.56%
-4.25%
+4.15%
Excess
-2.26%
-1.62%
-1.3%
Beat mkt rate
28.6%
28.6%
28.6%

Over 7 occurrences, 120-day forward avg gained 4.96%, lagged the market by 1.3 pts; win rate 57.1%.

Filed revenue acceleration

Active · now 19.78%

TTM revenue growth is at least 10% and improved versus the prior filed quarter; event date is the SEC filing date.

7 historical occurrences (since 2018-08-02)

Average forward return after Filed revenue acceleration

20-day: Win 66.7%, Sample 6, Median +3.93%, Excess +7.03%, Beat mkt rate 83.3%

60-day: Win 66.7%, Sample 6, Median +10.06%, Excess +14.35%, Beat mkt rate 83.3%

120-day: Win 80%, Sample 5, Median +6.2%, Excess +16.9%, Beat mkt rate 60%

120 days after: historical avg +12.85%

20-day +6.46%
60-day +9.79%
120-day +12.85%
20-day
60-day
120-day
Win
66.7%
66.7%
80%
Sample
6
6
5
Median
+3.93%
+10.06%
+6.2%
Excess
+7.03%
+14.35%
+16.9%
Beat mkt rate
83.3%
83.3%
60%

Over 5 occurrences, 120-day forward avg gained 12.85%, beat the market by 16.9 pts; win rate 80%.

EPS surprise beat

Active · now 8.42%

Reported EPS beat consensus estimate by at least 5%; event date is the earnings-surprise timestamp.

PEAD: Post-Earnings Announcement Drift Backtest
21 historical occurrences (since 2015-01-30)

Average forward return after EPS surprise beat

20-day: Win 58.8%, Sample 17, Median +1.11%, Excess +1.02%, Beat mkt rate 52.9%

60-day: Win 76.5%, Sample 17, Median +7.53%, Excess +4.46%, Beat mkt rate 76.5%

120-day: Win 75%, Sample 16, Median +12.65%, Excess +5.89%, Beat mkt rate 62.5%

120 days after: historical avg +12.28%

20-day +2.91%
60-day +8.1%
120-day +12.28%
20-day
60-day
120-day
Win
58.8%
76.5%
75%
Sample
17
17
16
Median
+1.11%
+7.53%
+12.65%
Excess
+1.02%
+4.46%
+5.89%
Beat mkt rate
52.9%
76.5%
62.5%

Over 16 occurrences, 120-day forward avg gained 12.28%, beat the market by 5.89 pts; win rate 75%.

Valuation regime and forward returns

Daily TTM P/E is converted into an expanding own-history percentile, then grouped into five valuation regimes. Forward returns use adjusted prices over the next 240 trading days.

PE percentile bandSample days240-day avg returnMedianWin rateAvg excess (vs index)
0-20 352-0.9% +0.1% 50.9% -20.5%
20-40 295+7.3% +6.9% 71.2% -7.6%
40-60 You are here259+25.4% +23.6% 87.6% +20.5%
60-80 88+37.3% +37.5% 100% +21%
80-100 131+78% +74.3% 100% +67.1%

Quarterly EPS is aligned by SEC filing date before it is forward-filled to daily prices. The expanding percentile uses only information available up to each day.

Current TTM P/E is about 17.23, placing it in the 49.7 own-history percentile, inside the 40-60 bucket.

More history: Valuation × momentum analogs, Market-wide momentum baseline

Valuation × momentum analogs

Each historical day is grouped by own-history P/E tercile and 60-day momentum direction, then tested for the next 120-trading-day adjusted return.

Valuation
Momentum
Cheap (own-history bottom third)
Middle
Expensive (own-history top third)
60-day momentum up
-2.5%
Win rate 33.1% Excess -11.9%
296d
Now
+11.2%
Win rate 61.9% Excess +14.8%
252d
+24.7%
Win rate 99% Excess +9.2%
198d
60-day momentum down
+6.6%
Win rate 72.4% Excess -2.5%
297d
+6.6%
Win rate 86.1% Excess +0.2%
101d
+40.8%
Win rate 100% Excess +21.6%
101d

Currently in “Middle × 60-day momentum up”: across 252 historical days, 120-day forward avg gained 11.2%, win rate 61.9%, beat the market by 14.8%.

Days = trading days in this bucket; returns use adjusted prices, ex-costs. 60-day momentum: direction of this stock's price over the past 60 trading days.

Market-wide momentum baseline

Across 99,493 liquid US common-stock samples, top-quintile 6-month momentum was followed by an average 60-trading-day return of +6.42%, a 58.4% positive-return rate, and +3.08 percentage points of average excess return versus the S&P 500.

Baseline: weekly samples since 2016 where a liquid US common stock ranked in the top quintile by 126-trading-day momentum. Forward return is 60 trading days; excess return is versus S&P 500 (^GSPC).

Method and limits

  • Returns use us_price:adj_close, adjusted for splits and dividends where available.
  • Excess returns use world_index:^GSPC as the S&P 500 benchmark proxy.
  • Quarterly fundamentals are aligned to SEC filing dates before daily valuation studies.
  • The promoted universe starts from active NYSE/NASDAQ common stocks, then applies price and dollar-volume gates.
  • Snapshot-only tables such as analyst consensus, DCF, us_ratios, and us_key_metrics are intentionally excluded from historical evidence.
  • Overlapping event windows are descriptive distributions, not independent samples.

This page is for historical data analysis and education only. It is not investment advice. Backtests and historical return distributions do not predict future performance; evaluate risk independently before trading.