Intel Alpha and Beta Analysis

Intel Corporation -- USA Stock  

USD 45.75  0.93  2.08%

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
Run Premiums

Intel Market Premiums

α (average alpha)=0.26    β (beta)=0.98    
30 days against DJI
Risk Adjusted Performance  (0.024262)Jensen Alpha  0.0363Total Risk Alpha  (0.92)Sortino Ratio  0.0Treynor Ratio  0.1702

Intel expected buy-and-hold returns


Intel Market Price Analysis

Price Series Summation
Price Series Division
Inverse Tangent Over Price Movement
Price Ceiling Movement
Aroon Oscillator
Balance Of Power
Bollinger Bands
Double Exponential Moving Average
Belt hold
Hanging Man

Intel Return and Market Media

The median price of Intel for the period between Sun, Dec 24, 2017 and Tue, Jan 23, 2018 is 45.26 with a coefficient of variation of 3.19. The daily time series for the period is distributed with a sample standard deviation of 1.44, arithmetic mean of 45.18, and mean deviation of 1.23. The Stock received some media coverage during the period.
Price Growth (%)  
Intel exotic insider transaction detected01/22/2018