Intel Corp (Argentina) Market Value
| INTC Stock | ARS 7,468 122.00 1.61% |
| Symbol | Intel |
Intel Corp 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Intel Corp's stock what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Intel Corp.
| 10/22/2023 |
| 04/19/2024 |
If you would invest 0.00 in Intel Corp on October 22, 2023 and sell it all today you would earn a total of 0.00 from holding Intel Corp CEDEAR or generate 0.0% return on investment in Intel Corp over 180 days. Intel Corp is related to or competes with Compania, Harmony Gold, United States, and Transportadora. Intel Corporation offers computing, networking, data storage, and communication solutions worldwide More
Intel Corp Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Intel Corp's stock current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Intel Corp CEDEAR upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.17) | |||
| Maximum Drawdown | 20.15 | |||
| Value At Risk | (6.21) | |||
| Potential Upside | 4.77 |
Intel Corp Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Intel Corp's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Intel Corp's standard deviation. In reality, there are many statistical measures that can use Intel Corp historical prices to predict the future Intel Corp's volatility.| Risk Adjusted Performance | (0.09) | |||
| Jensen Alpha | (0.56) | |||
| Total Risk Alpha | (0.91) | |||
| Treynor Ratio | 5.44 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Intel Corp's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Intel Corp CEDEAR Backtested Returns
Intel Corp CEDEAR holds Efficiency (Sharpe) Ratio of -0.23, which attests that the entity had a -0.23% return per unit of risk over the last 3 months. Intel Corp CEDEAR exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Intel Corp's Risk Adjusted Performance of (0.09), market risk adjusted performance of 5.45, and Standard Deviation of 3.61 to validate the risk estimate we provide. The company retains a Market Volatility (i.e., Beta) of -0.1, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Intel Corp are expected to decrease at a much lower rate. During the bear market, Intel Corp is likely to outperform the market. Intel Corp CEDEAR has an expected return of -0.82%. Please make sure to check out Intel Corp skewness, accumulation distribution, and the relationship between the potential upside and kurtosis , to decide if Intel Corp CEDEAR performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.9 |
Excellent reverse predictability
Intel Corp CEDEAR has excellent reverse predictability. Overlapping area represents the amount of predictability between Intel Corp time series from 22nd of October 2023 to 20th of January 2024 and 20th of January 2024 to 19th of April 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Intel Corp CEDEAR price movement. The serial correlation of -0.9 indicates that approximately 90.0% of current Intel Corp price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.9 | |
| Spearman Rank Test | -0.9 | |
| Residual Average | 0.0 | |
| Price Variance | 1.7 M |
Intel Corp CEDEAR lagged returns against current returns
Autocorrelation, which is Intel Corp stock's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Intel Corp's stock expected returns. We can calculate the autocorrelation of Intel Corp returns to help us make a trade decision. For example, suppose you find that Intel Corp has exhibited high autocorrelation historically, and you observe that the stock is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Intel Corp regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Intel Corp stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Intel Corp stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Intel Corp stock over time.
Current vs Lagged Prices |
| Timeline |
Intel Corp Lagged Returns
When evaluating Intel Corp's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Intel Corp stock have on its future price. Intel Corp autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Intel Corp autocorrelation shows the relationship between Intel Corp stock current value and its past values and can show if there is a momentum factor associated with investing in Intel Corp CEDEAR.
Regressed Prices |
| Timeline |
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Intel Corp in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Intel Corp's short interest history, or implied volatility extrapolated from Intel Corp options trading.
Building efficient market-beating portfolios requires time, education, and a lot of computing power!
The Portfolio Architect is an AI-driven system that provides multiple benefits to our users by leveraging cutting-edge machine learning algorithms, statistical analysis, and predictive modeling to automate the process of asset selection and portfolio construction, saving time and reducing human error for individual and institutional investors.
Try AI Portfolio ArchitectCheck out Intel Corp Correlation, Intel Corp Volatility and Intel Corp Alpha and Beta module to complement your research on Intel Corp. You can also try the Money Managers module to screen money managers from public funds and ETFs managed around the world.
Complementary Tools for Intel Stock analysis
When running Intel Corp's price analysis, check to measure Intel Corp's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Intel Corp is operating at the current time. Most of Intel Corp's value examination focuses on studying past and present price action to predict the probability of Intel Corp's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Intel Corp's price. Additionally, you may evaluate how the addition of Intel Corp to your portfolios can decrease your overall portfolio volatility.
| ETFs Find actively traded Exchange Traded Funds (ETF) from around the world | |
| Insider Screener Find insiders across different sectors to evaluate their impact on performance | |
| Stock Tickers Use high-impact, comprehensive, and customizable stock tickers that can be easily integrated to any websites | |
| Odds Of Bankruptcy Get analysis of equity chance of financial distress in the next 2 years | |
| Latest Portfolios Quick portfolio dashboard that showcases your latest portfolios | |
| Idea Breakdown Analyze constituents of all Macroaxis ideas. Macroaxis investment ideas are predefined, sector-focused investing themes | |
| Portfolio Backtesting Avoid under-diversification and over-optimization by backtesting your portfolios | |
| Idea Optimizer Use advanced portfolio builder with pre-computed micro ideas to build optimal portfolio | |
| Idea Analyzer Analyze all characteristics, volatility and risk-adjusted return of Macroaxis ideas | |
| Portfolio Rebalancing Analyze risk-adjusted returns against different time horizons to find asset-allocation targets | |
| CEOs Directory Screen CEOs from public companies around the world | |
| Alpha Finder Use alpha and beta coefficients to find investment opportunities after accounting for the risk | |
| Instant Ratings Determine any equity ratings based on digital recommendations. Macroaxis instant equity ratings are based on combination of fundamental analysis and risk-adjusted market performance |
Intel Corp technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.