Intel Performance

Intel Corporation -- USA Stock  

USD 51.10  0.28  0.55%

Intel has performance score of 3 on a scale of 0 to 100. The company retains Market Volatility (i.e. Beta) of 0.3807 which attests that as returns on market increase, Intel returns are expected to increase less than the market. However during bear market, the loss on holding Intel will be expected to be smaller as well.. 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 0.1347% will be sustainable into the future. Intel right now retains a risk of 2.3552%. 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.
 Time Horizon     30 Days    Login   to change

Intel Relative Risk vs. Return Landscape

If you would invest  4,911  in Intel Corporation on March 27, 2018 and sell it today you would earn a total of  227.00  from holding Intel Corporation or generate 4.62% return on investment over 30 days. Intel Corporation is currenly generating 0.1347% of daily expected returns and assumes 2.3552% risk (volatility on return distribution) over the 30 days horizon. In different words, 21% of equities are less volatile than Intel Corporation and 98% 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 1.66 times more return on investment than the market. However, the company is 1.66 times more volatile than its market benchmark. It trades about 0.06 of its potential returns per unit of risk. The DOW is currently generating roughly -0.09 per unit of risk.

Performance Rating

Intel Corporation Risk Adjusted Performance Analysis
3 

Risk-Adjusted Performance

Compared to the overall equity markets, risk-adjusted returns on investments in Intel Corporation are ranked lower than 3 (%) of all global equities and portfolios over the last 30 days.

2 Months Efficiency

Intel Sharpe Ratio = 0.0572
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Estimated Market Risk
 2.36
  actual daily
 
 79 %
of total potential
  
Expected Return
 0.13
  actual daily
 
 2 %
of total potential
  
Risk-Adjusted Return
 0.06
  actual daily
 
 3 %
of total potential
  
Based on monthly moving average Intel is performing at about 3% 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
Check Dividends  
Please also check Risk vs Return Analysis. Please also try Portfolio Optimization module to compute new portfolio that will generate highest expected return given your specified tolerance for risk.