Intel Backtesting

Intel Corporation -- USA Stock  

USD 45.56  0.36  0.78%

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

Intel 'What if' Analysis

January 20, 2018
No Change 0.00  0.0%
In 30 days
February 19, 2018
If you would invest  0.00  in Intel on January 20, 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, and Arrow Electronics. Intel Corporation designs, manufactures, and sells computer, networking, and communications platforms worldwide

Intel Upside/Downside Indicators


Intel Market Premium Indicators

Intel lagged returns against current returns

 Current and Lagged Values 

Intel regressed lagged prices vs. current prices

 Current vs Lagged Prices 

Intel Backtested Returns

We consider Intel not too volatile. Intel holds Efficiency (Sharpe) Ratio of 0.0077 which attests that Intel had 0.0077% of return per unit of risk over the last 1 month. Our philosophy towards determining volatility of a stock is to use all available market data together with company 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 check out Intel Downside Deviation of 2.42, Market Risk Adjusted Performance of 0.1389 and Risk Adjusted Performance of 0.0898 to validate if risk estimate we provide are consistent with the epected return of 0.0235%. Intel has performance score of 0 on a scale of 0 to 100. The company retains Market Volatility (i.e. Beta) of 1.0977 which attests that Intel returns are very sensitive to returns on the market. as market goes up or down, Intel is expected to follow.. 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 0.0235% will be sustainable into the future. Intel right now retains a risk of 3.0652%. Please 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 will be following its current trending patterns.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation(0.10) 

Very weak reverse predictability

Intel Corporation has very weak reverse predictability. Overlapping area represents the amount of predictability between Intel time series from January 20, 2018 to February 4, 2018 and February 4, 2018 to February 19, 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 -0.1 indicates that less than 10.0% 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 -0.1
Spearman Rank Test -0.1
Price Variance 0.73
Lagged Price Variance 3.27

Intel Lagged Returns

 Regressed Prices 

Intel Performance vs DOW

The median price of Intel for the period between Sat, Jan 20, 2018 and Mon, Feb 19, 2018 is 45.5 with a coefficient of variation of 4.1. The daily time series for the period is distributed with a sample standard deviation of 1.88, arithmetic mean of 45.93, and mean deviation of 1.39. The Stock did not receive any noticable media coverage during the period.
February 6, 2018Intel Dividend Paid
Price Growth (%)