Intel Backtesting

INTC -- USA Stock  

USD 52.50  0.31  0.59%

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.
 Time Horizon     30 Days    Login   to change
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Backtest

Intel 'What if' Analysis

May 26, 2018
0.00
No Change 0.00  0.0%
In 30 days
June 25, 2018
0.00
If you would invest  0.00  in Intel on May 26, 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 Micron Technology, ON Semiconductor, Flex Ltd, Analog Devices, Advanced Micro, Arrow Electronics, and AVNET INC. Intel Corporation designs, manufactures, and sells computer, networking, data storage, and communication platforms world...

Intel Upside/Downside Indicators

Maximum Drawdown6.84
Value At Risk2.41
Potential Upside1.26
  

Intel Market Premium Indicators

Risk Adjusted Performance0.01

Intel Backtested Returns

Macroaxis considers Intel to be not too risky. Intel holds Efficiency (Sharpe) Ratio of -0.1705 which attests that Intel had -0.1705% 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-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to check out Intel Risk Adjusted Performance of 0.01 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 0.0 which attests that the returns on MARKET and Intel are completely uncorrelated. 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-one different technical indicators which can help you to evaluate its performance. Intel has expected return of -0.2509%. Please be advised to check out Intel Information Ratio, Value At Risk as well as the relationship between Value At Risk and Expected Short fall 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 0.36 

Below average predictability

Intel Corporation has below average predictability. Overlapping area represents the amount of predictability between Intel time series from May 26, 2018 to June 10, 2018 and June 10, 2018 to June 25, 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 0.36 indicates that just about 36.0% of current Intel price fluctuation can be explain by its past prices.
Correlation Coefficient 0.36
Spearman Rank Test 0.08
Price Variance 1.31
Lagged Price Variance 0.74

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 

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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 Portfolio Rebalancing module to analyze risk-adjusted returns against different time horizons to find asset-allocation targets.