Intel Risk Analysis And Volatility

INTC -- USA Stock  

Quarterly Earning Report: October 24, 2019  

We consider Intel very steady. Intel holds Efficiency (Sharpe) Ratio of 0.0631 which attests that the entity had 0.0631% 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-eight technical indicators for Intel which you can use to evaluate future volatility of the corporation. Please check out Intel Downside Deviation of 1.77, Risk Adjusted Performance of 0.0786 and Market Risk Adjusted Performance of 0.0982 to validate if risk estimate we provide are consistent with the epected return of 0.1044%.
Interest Expense

90 Days Market Risk

Very steady

Chance of Distress in 24 months

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 = 1.3534

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 Average Price is the average of the sum of open, high, low and close daily prices of a bar. It can be used to smooth an indicator that normally takes just the closing price as input. View also all equity analysis or get more info about average price price transform indicator.

Intel Projected Return Density Against Market

Given the investment horizon of 30 days, the stock has beta coefficient of 1.3534 . 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 0.1472 implying that it can potentially generate 0.1472% 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 1585.27. The daily returns are destributed with a variance of 2.74 and standard deviation of 1.65. The mean deviation of Intel Corporation is currently at 1.37. For similar time horizon, the selected benchmark (DOW) has volatility of 0.97
α
Alpha over DOW
=0.15
β
Beta against DOW=1.35
σ
Overall volatility
=1.65
Ir
Information ratio =0.08

Intel Return Volatility

the company inherits 1.6543% risk (volatility on return distribution) over the 30 days horizon. the entity inherits 0.973% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Intel Investment Opportunity

Intel Corporation has a volatility of 1.65 and is 1.7 times more volatile than DOW. 14  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 14 () 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 moderate downward daily trend and can be a good diversifier. Check odds of Intel to be traded at $50.62 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
Poor 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 check Risk vs Return Analysis. Please also try Fundamental Analysis module to view fundamental data based on most recent published financial statements.
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