Intel Backtesting

INTC -- USA Stock  

USD 47.20  1.05  2.28%

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
SymbolX
Backtest

Intel 'What if' Analysis

August 22, 2018
0.00
No Change 0.00  0.0%
In 31 days
September 21, 2018
0.00
If you would invest  0.00  in Intel on August 22, 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 30 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

Information Ratio0.15
Maximum Drawdown5.72
Value At Risk2.17
Potential Upside1.88
  

Intel Market Premium Indicators

Risk Adjusted Performance0.019395
Jensen Alpha0.18
Total Risk Alpha0.38
Treynor Ratio0.1

Intel Backtested Returns

Macroaxis considers Intel to be not too risky. Intel holds Efficiency (Sharpe) Ratio of -0.0663 which attests that Intel had -0.0663% of return per unit of risk over the last 1 month. Macroaxis philosophy towards determining risk of any stock is to look at both systematic and un-systematic factors of the business, including all available market data and technical indicators. Intel exposes twenty-eight different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to check out Intel Market Risk Adjusted Performance of 0.09 and Risk Adjusted Performance of 0.019395 to validate risk estimate we provide. Macroaxis gives Intel performance score of 0 on a scale of 0 to 100. The company retains Market Volatility (i.e. Beta) of 0.9135 which attests that Intel returns are very sensitive to returns on the market. as market goes up or down, Intel is expected to follow.. Even though it is essential to pay attention to Intel current price history, it is always good to be careful when utilizing equity current price movements. Macroaxis philosophy towards determining future performance of any stock is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. Intel exposes twenty-eight different technical indicators which can help you to evaluate its performance. Intel has expected return of -0.0807%. Please be advised to check out Intel Expected Short fall, and the relationship between Value At Risk and Daily Balance Of Power to decide if Intel past performance will be repeated at some point in the near future.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation(0.79) 

Almost perfect reverse predictability

Intel Corporation has almost perfect reverse predictability. Overlapping area represents the amount of predictability between Intel time series from August 22, 2018 to September 6, 2018 and September 6, 2018 to September 21, 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 -0.79 indicates that around 79.0% of current Intel price fluctuation can be explain by its past prices. Given that Intel Corporation has negative autocorrelation for selected time horizon, investors may consider taking a contrarian position regarding future price movement of Intel for similar time interval.
Correlation Coefficient-0.79
Spearman Rank Test0.27
Residual Average0.0
Price Variance0.62

Intel lagged returns against current returns

 Current and Lagged Values 
      Timeline 

Intel regressed lagged prices vs. current prices

 Current vs Lagged Prices 
      Timeline 

Intel Lagged Returns

 Regressed Prices 
      Timeline 

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?
Bullish
Bearish
98% Bullish
2% Bearish
Skip

Build Optimal Portfolios

Align your risk with return expectations

Fix your portfolio
By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations
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 CEO Directory module to screen ceos from public companies around the world.
Search macroaxis.com