Intel Backtesting

INTC -- USA Stock  

USD 46.15  0.51  1.09%

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 23, 2018
0.00
No Change 0.00  0.0%
In 30 days
September 22, 2018
0.00
If you would invest  0.00  in Intel on August 23, 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 Ratio0.16
Maximum Drawdown5.72
Value At Risk2.17
Potential Upside1.88
  

Intel Market Premium Indicators

Risk Adjusted Performance0.002309
Jensen Alpha0.20
Total Risk Alpha0.49
Treynor Ratio0.034275

Intel Backtested Returns

Macroaxis considers Intel to be not too risky. Intel holds Efficiency (Sharpe) Ratio of -0.019 which attests that Intel had -0.019% 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 Market Risk Adjusted Performance of 0.024275 and Risk Adjusted Performance of 0.002309 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 0.9823 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-one different technical indicators which can help you to evaluate its performance. Intel has expected return of -0.0237%. 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(0.78) 

Almost perfect reverse predictability

Intel Corporation has almost perfect reverse predictability. Overlapping area represents the amount of predictability between Intel time series from August 23, 2018 to September 7, 2018 and September 7, 2018 to September 22, 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 -0.78 indicates that around 78.0% 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-0.78
Spearman Rank Test0.52
Residual Average0.0
Price Variance0.33

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 Quick Import module to import or update all your transactions via one easy-to-use interface.
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