Intel Backtesting

INTC -- USA Stock  

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With this equity back-testing module your can estimate the performance of a buy and hold strategy of Intel Corporation and determine expected loss or profit from investing in Intel over given investment horizon. Please also check Intel Hype Analysis, Intel Correlation, Intel Valuation, Intel Volatility as well as analyze Intel Alpha and Beta and Intel Performance.
Horizon     30 Days    Login   to change

Intel 'What if' Analysis

August 19, 2019
No Change 0.00  0.0 
In 3 months and 1 day
November 17, 2019
If you would invest  0.00  in Intel on August 19, 2019 and sell it all today you would earn a total of 0.00 from holding Intel Corporation or generate 0.0% return on investment in Intel over 90 days. Intel is related to or competes with Diodes Incorporated, Cypress Semiconductor, MagnaChip Semiconductor, ON Semiconductor, DSP, EMCORE, and Analog Devices. Intel Corporation offers computing, networking, data storage, and communication solutions worldwide

Intel Upside/Downside Indicators

Downside Deviation1.29
Information Ratio0.1398
Maximum Drawdown8.84
Value At Risk(1.77)
Potential Upside2.41

Intel Market Premium Indicators

Risk Adjusted Performance0.1697
Jensen Alpha0.1583
Total Risk Alpha0.0677
Sortino Ratio0.1815
Treynor Ratio0.2299

Intel Backtested Returns

Macroaxis considers Intel very steady given 3 months investment horizon. Intel holds Efficiency (Sharpe) Ratio of 0.1965 which attests that the entity had 0.1965% of return per unit of risk over the last 3 months. Our philosophy towards determining volatility of a stock is to use all available market data together with stock 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 utilize Intel Market Risk Adjusted Performance of 0.2399, Downside Deviation of 1.29 and Risk Adjusted Performance of 0.1697 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100 Intel holds performance score of 13. The company retains Market Volatility (i.e. Beta) of 1.5848 which attests that as market goes up, the company is expected to significantly outperform it. However, if the market returns are negative, Intel will likely underperform. Although it is vital to follow to Intel current price history, it is good to be conservative about what you can actually do with the information regarding 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 0.329% will be sustainable into the future. Please utilizes Intel Information Ratio, Value At Risk as well as the relationship between Value At Risk and Expected Short fall to make a quick decision on weather Intel Corporation current trending patterns will revert.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation 0.71 
correlation synergy

Good predictability

Intel Corporation has good predictability. Overlapping area represents the amount of predictability between Intel time series from August 19, 2019 to October 3, 2019 and October 3, 2019 to November 17, 2019. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Intel price movement. The serial correlation of 0.71 indicates that around 71.0% of current Intel price fluctuation can be explain by its past prices.
Correlation Coefficient0.71
Spearman Rank Test0.52
Residual Average0.0
Price Variance9.59

Intel lagged returns against current returns

 Current and Lagged Values 

Intel regressed lagged prices vs. current prices

 Current vs Lagged Prices 

Intel Lagged Returns

 Regressed Prices 

Current Sentiment - INTC

Intel Investor Sentiment

Majority of Macroaxis users are currently bullish on Intel Corporation. What is your judgment towards investing in Intel Corporation? Are you bullish or bearish?
98% Bullish
2% Bearish

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Please also check Intel Hype Analysis, Intel Correlation, Intel Valuation, Intel Volatility as well as analyze Intel Alpha and Beta and Intel Performance. Please also try Alpha Finder module to use alpha and beta coefficients to find investment opportunities after accounting for the risk.