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.
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.