Intel Risk Analysis And Volatility

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INTC -- USA Stock  

 Earnings Call  Tomorrow

Macroaxis considers Intel very steady given 3 months investment horizon. Intel holds Efficiency (Sharpe) Ratio of 0.1869 which attests that the entity had 0.1869% 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 Risk Adjusted Performance of 0.0793, Market Risk Adjusted Performance of 0.1476 and Downside Deviation of 0.8403 to validate if our risk estimates are consistent with your expectations.
Interest Expense

90 Days Market Risk

Very steady

Chance of Distress

90 Days Economic Sensitivity

Responds to market
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.
3 Months Beta |Analyze Intel Demand Trend
Check current 30 days Intel correlation with market (DOW)
β = 1.3851

Intel Central Daily Price Deviation

Intel Technical Analysis

Transformation
The output start index for this execution was zero with a total number of output elements of sixty-one. Intel Typical Price indicator is an average of each day price and can be used instead of closing price when creating different Intel moving average lines. View also all equity analysis or get more info about typical price price transform indicator.

Intel Projected Return Density Against Market

Given the investment horizon of 30 days, the stock has beta coefficient of 1.3851 . 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, The company has an alpha of 0.0279 implying that it can potentially generate 0.0279% 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 534.91. The daily returns are destributed with a variance of 1.81 and standard deviation of 1.34. The mean deviation of Intel Corporation is currently at 0.79. For similar time horizon, the selected benchmark (DOW) has volatility of 0.48
α
Alpha over DOW
=0.0279
β
Beta against DOW=1.39
σ
Overall volatility
=1.34
Ir
Information ratio =0.06

Intel Return Volatility

the company inherits 1.3439% risk (volatility on return distribution) over the 30 days horizon. the entity inherits 0.4791% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
    
  Timeline 

Intel Investment Opportunity

Intel Corporation has a volatility of 1.34 and is 2.79 times more volatile than DOW. 12  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 12 () of all global equities and portfolios over the last 30 days. Use Intel Corporation to protect your portfolios against small markets fluctuations. The stock experiences somewhat bearish sentiment, but market may correct it shortly. Check odds of Intel to be traded at $57.81 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

correlation synergy
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.

Intel Current Risk Indicators

Intel Suggested Diversification Pairs

Please also see Risk vs Return Analysis. Please also try Portfolio Suggestion module to get suggestions outside of your existing asset allocation including your own model portfolios.
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