Intel Backtesting

INTC -- USA Stock  

USD 47.74  0.66  1.40%

With this equity back-testing module your can estimate the performance of a buy and hold strategy of Intel Corporation and determine expected loss or profit from investing in Intel over given investment horizon. Please also check Intel Hype Analysis, Intel Correlation, Intel Valuation, Intel Volatility as well as analyze Intel Alpha and Beta and Intel Performance.
Horizon     30 Days    Login   to change

Intel 'What if' Analysis

October 19, 2018
No Change 0.00  0.0%
In 2 months and 2 days
December 18, 2018
If you would invest  0.00  in Intel on October 19, 2018 and sell it all today you would earn a total of 0.00 from holding Intel Corporation or generate 0.0% return on investment in Intel over 60 days. Intel is related to or competes with Diodes Incorporated, Aquantia Corp, Cypress Semiconductor, MagnaChip Semiconductor, ON Semiconductor, DSP, and EMCORE. Intel Corporation designs, manufactures, and sells computer, networking, data storage, and communication platforms world...

Intel Upside/Downside Indicators

Downside Deviation2.38
Information Ratio0.1253
Maximum Drawdown9.95
Value At Risk(4.40)
Potential Upside3.38

Intel Market Premium Indicators

Risk Adjusted Performance0.0676
Jensen Alpha0.358
Total Risk Alpha0.4491
Sortino Ratio0.1239
Treynor Ratio0.0784

Intel Backtested Returns

Macroaxis considers Intel not too volatile given 2 months investment horizon. Intel holds Efficiency (Sharpe) Ratio of 0.0952 which attests that Intel had 0.0952% of return per unit of risk over the last 2 months. Our philosophy towards determining volatility of a stock is to use all available market data together with stock specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for Intel which you can use to evaluate future volatility of the corporation. Please utilize Intel Downside Deviation of 2.38, Market Risk Adjusted Performance of 0.0884 and Risk Adjusted Performance of 0.0676 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100 Intel holds performance score of 6. The company retains Market Volatility (i.e. Beta) of 1.3329 which attests that as market goes up, the company is expected to significantly outperform it. However, if the market returns are negative, Intel will likely underperform.. Although it is extremely important to respect Intel current price history, it is better to be realistic regarding the information on equity current price movements. The philosophy towards determining future performance of any stock is to evaluate the business as a whole together with its past performance including all available fundamental and technical indicators. By evaluating Intel technical indicators you can presently evaluate if the expected return of 0.227% will be sustainable into the future. Please utilizes Intel Information Ratio, Value At Risk as well as the relationship between Value At Risk and Expected Short fall to make a quick decision on weather Intel Corporation current trending patterns will revert.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation 0.25 
correlation synergy

Poor predictability

Intel Corporation has poor predictability. Overlapping area represents the amount of predictability between Intel time series from October 19, 2018 to November 18, 2018 and November 18, 2018 to December 18, 2018. 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 price movement. The serial correlation of 0.25 indicates that over 25.0% of current Intel price fluctuation can be explain by its past prices.
Correlation Coefficient0.25
Spearman Rank Test0.29
Residual Average0.0
Price Variance0.77

Intel lagged returns against current returns

 Current and Lagged Values 

Intel regressed lagged prices vs. current prices

 Current vs Lagged Prices 

Intel Lagged Returns

 Regressed Prices 

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?
98% Bullish
2% Bearish

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Please also check Intel Hype Analysis, Intel Correlation, Intel Valuation, Intel Volatility as well as analyze Intel Alpha and Beta and Intel Performance. Please also try Fundamentals Matrix module to view fundamentals matrix and analyze how accounts are interrelated and interconnected with each other.