Intel Alpha and Beta Analysis Overview

INTC -- USA Stock  

USD 43.66  0.87  1.95%

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.
Horizon     30 Days    Login   to change
Symbol
Run Premiums

Intel Market Premiums

α0.09β1.25
30 days against DJI
Risk Adjusted Performance  

0.01

Jensen Alpha  

0.0

Total Risk Alpha  

0.0

Sortino Ratio  

0.0

Treynor Ratio  

0.0

Intel expected buy-and-hold returns

Intel Market Price Analysis

Intel Return and Market Media

The median price of Intel for the period between Sun, Sep 16, 2018 and Tue, Oct 16, 2018 is 46.15 with a coefficient of variation of 2.83. The daily time series for the period is distributed with a sample standard deviation of 1.31, arithmetic mean of 46.17, and mean deviation of 1.03. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
      Timeline 
1
Acquisition by Robert Swan of tradable shares of Intel subje...09/24/2018

Intel 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 Piotroski F Score module to get piotroski f score based on binary analysis strategy of nine different fundamentals.
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