Intel Risk Analysis

Intel Corporation -- USA Stock  

USD 40.85  0.42  1.04%

Macroaxis considers Intel not too risky given 1 month investment horizon. Intel holds Efficiency (Sharpe) Ratio of 0.5913 which attests that Intel had 0.5913% 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-seven technical indicators for Intel which you can use to evaluate future volatility of the corporation. Please utilize Intel Coefficient Of Variation of 191.57, Market Risk Adjusted Performance of 0.2681 and Risk Adjusted Performance of 0.1478 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 Trend
Check current 30 days Intel correlation with market (DOW)
β = 1.4404
Intel Large BetaIntel Beta Legend

Projected Return Density Against Market

Given the investment horizon of 30 days, the stock has beta coefficient of 1.4404 . 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 0.1075 implying that it can potentially generate 0.1075% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
Given the investment horizon of 30 days, the coefficient of variation of Intel is 169.12. The daily returns are destributed with a variance of 0.54 and standard deviation of 0.74. The mean deviation of Intel Corporation is currently at 0.55. For similar time horizon, the selected benchmark (DOW) has volatility of 0.27
α
Alpha over DOW
=0.11
βBeta against DOW=1.44
σ
Overall volatility
=0.74
 IrInformation ratio =0.26

Actual Return Volatility

Intel Corporation inherits 0.7368% risk (volatility on return distribution) over the 30 days horizon. DOW inherits 0.2576% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Intel Volatility Factors

30 Days Market Risk

Not too risky

Chance of Distress in 24 months

30 Days Economic Sensitivity

Totally responsive to market

Total Debt

Intel Total Debt History

Total Debt

Largest Trends

Intel Largest Period Trend

Investment Outlook

Intel Investment Opportunity
Intel Corporation has a volatility of 0.74 and is 2.85 times more volatile than DOW. 6% of all equities and portfolios are less risky than Intel. Compared to the overall equity markets, volatility of historical daily returns of Intel Corporation is lower than 6 (%) of all global equities and portfolios over the last 30 days. Use Intel Corporation to enhance returns of your portfolios. The stock experiences large bullish trend. Check odds of Intel to be traded at $44.94 in 30 days. As market goes up, the company is expected to significantly outperform it. However, if the market returns are negative, Intel will likely underperform.

Intel correlation with market

Very weak diversification
Overlapping area represents the amount of risk that can be diversified away by holding Intel Corp. and equity matching DJI index in the same portfolio.