Macroaxis considers Intel not too risky given 1 month investment horizon. Intel holds Efficiency (Sharpe) Ratio of 0.4793 which attests that Intel had 0.4793% 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 technical indicators for Intel which you can use to evaluate future volatility of the corporation. Please utilize Intel Coefficient Of Variation of 214.47, Market Risk Adjusted Performance of 0.2709 and Risk Adjusted Performance of 0.1143 to validate if our risk estimates are consistent with your expectations.
|Investment Horizon||30 Days Login to change|
Intel Market Sensitivity
|As market goes up, the company is expected to significantly outperform it. However, if the market returns are negative, Intel will likely underperform.One Month Beta |Analyze Intel Demand TrendCheck current 30 days Intel correlation with market (DOW)|
β = 1.2263
Projected Return Density Against MarketGiven the investment horizon of 30 days, the stock has beta coefficient of 1.2263 . This indicates as the benchmark fluctuates upward, the company is expected to outperform it on average. However, if the benchmark returns are expected to be negative, Intel will likely underperform. Moreover, Intel Corporation has an alpha of 0.162 implying that it can potentially generate 0.162% excess return over DOW after adjusting for the inherited market risk (beta).
Given the investment horizon of 30 days, the coefficient of variation of Intel is 208.64. The daily returns are destributed with a variance of 0.52 and standard deviation of 0.72. The mean deviation of Intel Corporation is currently at 0.52. For similar time horizon, the selected benchmark (DOW) has volatility of 0.23