Intel Downside Deviation

Intel Corporation -- USA Stock  

USD 44.75  0.1  0.22%

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Intel Corporation has current Downside Deviation of 1.16. Downside Deviation (or DD) is measured by target semi-deviation (the square root of target semi-variance) and is termed downside risk. It is expressed in percentages and therefore allows for rankings in the same way as standard deviation. An intuitive way to view downside risk is the annualized standard deviation of returns below the target.
Intel 
Downside Deviation 
=  
SQRT(DV) 
 = 
1.16
SQRT =   Square root notation
DV =   Downside Variance of returns over selected period

Downside Deviation Comparison

Intel Corporation is rated second overall in downside deviation category among related companies. It is currently under evaluation in maximum drawdown category among related companies reporting about  8.28  of Maximum Drawdown per Downside Deviation. The ratio of Maximum Drawdown to Downside Deviation for Intel Corporation is roughly  8.28 
It is the square root of the probability-weighted squared below-target returns. The squaring of the below-target returns has the effect of penalizing failures at an exponential rate. This is consistent with observations made on the behavior of most private investors.
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Intel Corporationration designs, manufactures, and sells integrated digital technology platforms worldwide. more
NameIntel Corporation
Analyst Consensus
Piotroski F Score
Macroaxis Advice
Bond Rating
InstrumentUSA Stock Stocks Directory
RegionNorth America
ExchangeNASDAQ
CIK Number00050863.0
ISINUS4581401001
CUSIP458140100
Related EntityINCO
CurrencyUSD - US Dollar