Intel Performance

Intel Corporation -- USA Stock  

USD 47.73  1.93  4.21%

Macroaxis gives Intel performance score of 0 on a scale of 0 to 100. The company retains Market Volatility (i.e. Beta) of -0.2033 which attests that as returns on market increase, returns on owning Intel are expected to decrease at a much smaller rate. During bear market, Intel is likely to outperform the market.. 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 -0.2059%. 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.
 Time Horizon     30 Days    Login   to change

Intel Relative Risk vs. Return Landscape

If you would invest  5,008  in Intel Corporation on January 26, 2018 and sell it today you would lose (235.00)  from holding Intel Corporation or give up 4.69% of portfolio value over 30 days. Intel Corporation is currenly does not generate positive expected returns and assumes 2.1779% risk (volatility on return distribution) over the 30 days horizon. In different words, 20% of equities are less volatile than Intel Corporation and 99% of traded equity instruments are projected to make higher returns than the company over the 30 days investment horizon.
 Daily Expected Return (%) 
      Risk (%) 
Given the investment horizon of 30 days, Intel Corporation is expected to generate 1.26 times more return on investment than the market. However, the company is 1.26 times more volatile than its market benchmark. It trades about -0.09 of its potential returns per unit of risk. The DOW is currently generating roughly -0.12 per unit of risk.

Operating Margin

Intel Operating Margin
Based on recorded statements Intel Corporation has Operating Margin of 42.23%. This is 252.13% lower than that of the Technology sector, and significantly higher than that of Electronic Components industry, The Operating Margin for all stocks is 487.08% lower than the firm.
A good Operating Margin is required for a company to be able to pay for its fixed costs or pay out its debt which implies that the higher the margin, the better. This ratio is most effective in evaluating the earning potential of a company over time when comparing it against firm's competitors.

Intel Daily Price Distribution

The median price of Intel for the period between Fri, Jan 26, 2018 and Sun, Feb 25, 2018 is 45.8 with a coefficient of variation of 4.06. The daily time series for the period is distributed with a sample standard deviation of 1.87, arithmetic mean of 46.14, and mean deviation of 1.43. The Stock received some media coverage during the period.
0 

Risk-Adjusted Performance

Over the last 30 days Intel Corporation has generated negative risk-adjusted returns adding no value to investors with long positions.

One Month Efficiency

Intel Sharpe Ratio = -0.0945
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Estimated Market Risk

 2.18
  actual daily
 
 80 %
of total potential
  

Expected Return

 -0.21
  actual daily
 
 1 %
of total potential
  

Risk-Adjusted Return

 -0.09
  actual daily
 
 1 %
of total potential
  
Based on monthly moving average Intel is performing at about 0% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Intel by adding it to a well-diversified portfolio.

Dividends

Intel Dividends Analysis
Check Intel dividend payout schedule and payment analysis over time. Analyze past dividends calendar and estimate annual dividend income
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