We consider Intel not too volatile. Intel holds Efficiency (Sharpe) Ratio of 0.0572 which attests that Intel had 0.0572% of return per unit of risk over the last 2 months. 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-one technical indicators for Intel which you can use to evaluate future volatility of the corporation. Please check out Intel Downside Deviation of 2.45, Market Risk Adjusted Performance of 0.7456 and Risk Adjusted Performance of 0.2016 to validate if risk estimate we provide are consistent with the epected return of 0.1347%.
|Time Horizon||30 Days Login to change|
Intel Market Sensitivity
|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.2 Months Beta |Analyze Intel Demand TrendCheck current 30 days Intel correlation with market (DOW)|
β = 0.3807
Intel Technical Analysis
Projected Return Density Against MarketGiven the investment horizon of 30 days, Intel has beta of 0.3807 . This indicates as returns on market go up, Intel average returns are expected to increase less than the benchmark. However during bear market, the loss on holding Intel Corporation will be expected to be much smaller as well. Moreover, Intel Corporation has an alpha of 0.2923 implying that it can potentially generate 0.2923% excess return over DOW after adjusting for the inherited market risk (beta).
Predicted Return Density