Intel Performance

Intel Corporation -- USA Stock  

USD 40.43  0.34  0.85%

On a scale of 0 to 100 Intel holds performance score of 36. The company retains Market Volatility (i.e. Beta) of 1.4404 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 vital to follow to Intel current price history, it is good to be conservative about what you can actually do with the information regarding 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 0.3866% will be sustainable into the future. Please utilizes Intel Jensen Alpha, Potential Upside as well as the relationship between Potential Upside and Skewness to make a quick decision on weather Intel Corporation current trending patternss will revert.
Investment Horizon     30 Days    Login   to change

Relative Risk vs. Return Landscape

If you would invest  3,716  in Intel Corporation on September 23, 2017 and sell it today you would earn a total of  327  from holding Intel Corporation or generate 8.8% return on investment over 30 days. Intel Corporation is currenly generating 0.3866% of daily expected returns and assumes 0.7284% risk (volatility on return distribution) over the 30 days horizon. In different words, 6% of equities are less volatile than Intel Corporation and 93% 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 2.83 times more return on investment than the market. However, the company is 2.83 times more volatile than its market benchmark. It trades about 0.53 of its potential returns per unit of risk. The DOW is currently generating roughly 0.84 per unit of risk.

Intel Daily Price Distribution

The median price of Intel for the period between Sat, Sep 23, 2017 and Mon, Oct 23, 2017 is 39.38 with a coefficient of variation of 2.82. The daily time series for the period is distributed with a sample standard deviation of 1.1, arithmetic mean of 38.97, and mean deviation of 0.94. The Stock received some media coverage during the period.
36 

Risk-Adjusted Performance

Compared to the overall equity markets, risk-adjusted returns on investments in Intel Corporation are ranked lower than 36 (%) of all global equities and portfolios over the last 30 days.

One Month Efficiency

Intel Sharpe Ratio = 0.5308
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Estimated Market Risk

 0.73
  actual daily
 
 94 %
of total potential
  

Expected Return

 0.39
  actual daily
 
 7 %
of total potential
  

Risk-Adjusted Return

 0.53
  actual daily
 
 36 %
of total potential
  
Based on monthly moving average Intel is performing at about 36% 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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