Intel Alpha and Beta Analysis Overview

INTC -- USA Stock  

USD 51.98  0.07  0.13%

This module allows you to check different measures of market premium for Intel Corporation as well as systematic risk associated with investing in Intel over a specified time horizon. Please also check Intel Backtesting, Intel Valuation, Intel Correlation, Intel Hype Analysis, Intel Volatility, Intel History and analyze Intel Performance.
 Time Horizon     30 Days    Login   to change
Symbol
Run Premiums

Intel Market Premiums

α0.05β0.07
30 days against DJI
Risk Adjusted Performance  

0.0321

Jensen Alpha  

0.1

Total Risk Alpha  

0.44

Sortino Ratio  

0.0

Treynor Ratio  

0.3358

Intel expected buy-and-hold returns

Intel Market Price Analysis

Intel Return and Market Media

The median price of Intel for the period between Fri, Jun 22, 2018 and Sun, Jul 22, 2018 is 51.75 with a coefficient of variation of 2.44. The daily time series for the period is distributed with a sample standard deviation of 1.25, arithmetic mean of 51.24, and mean deviation of 1.04. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
      Timeline 
1
Exercise or conversion by Charlene Barshefsky of 1485 shares...06/29/2018
2
Acquisition by David Pottruck of 2225 shares of Intel subjec...07/03/2018
3
Bona fide gift to Grove Andrew S of 73593 shares of Intel su...07/06/2018
4
Intel exotic insider transaction detected07/09/2018
5
Payment of 4863 shares by Maloney Sean M of Intel subject to...07/12/2018
6
Intel exotic insider transaction detected07/18/2018

Upcoming Events

Intel Upcoming Company Events
Upcoming Quarterly ReportApril 18, 2017
Next Earnings ReportJuly 19, 2017

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Please also check Intel Backtesting, Intel Valuation, Intel Correlation, Intel Hype Analysis, Intel Volatility, Intel History and analyze Intel Performance. Please also try Volatility Analysis module to get historical volatility and risk analysis based on latest market data.
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