Intel Alpha and Beta Analysis

Intel Corporation -- USA Stock  

USD 51.38  0.07  0.14%

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

α0.13β0.03
30 days against DJI
Risk Adjusted Performance  

0.2016

Jensen Alpha  

0.2923

Total Risk Alpha  

0.3272

Sortino Ratio  

0.1275

Treynor Ratio  

0.7356

Intel expected buy-and-hold returns

Intel Market Price Analysis

Intel Return and Market Media

The median price of Intel for the period between Sat, Feb 24, 2018 and Wed, Apr 25, 2018 is 51.1 with a coefficient of variation of 3.08. The daily time series for the period is distributed with a sample standard deviation of 1.56, arithmetic mean of 50.72, and mean deviation of 1.22. The Stock received some media coverage during the period.
 Price Growth (%)  
      Timeline 
1
Payment of 4290 shares by Sodhani Arvind of Intel subject to...03/14/2018
2
Acquisition by Robert Swan of tradable shares of Intel subje...04/03/2018
3
Intel exotic insider transaction detected04/25/2018

Current Sentiment - INTC

Intel Investor Sentiment
Majority of Macroaxis users are currently bullish on Intel Corporation. What is your judgment towards investing in Intel Corporation? Are you bullish or bearish?
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98% Bullish
2% Bearish
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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 Analyst Recommendations module to analyst recommendations and target price estimates broken down by several categories.