Intel (Germany) Market Value

INL Stock   18.81  0.24  1.29%   
Intel's market value is the price at which a share of Intel trades on a public exchange. It measures the collective expectations of Intel investors about its performance. Intel is selling for under 18.81 as of the 22nd of December 2024; that is 1.29% increase since the beginning of the trading day. The stock's last reported lowest price was 18.05.
With this module, you can estimate the performance of a buy and hold strategy of Intel and determine expected loss or profit from investing in Intel over a given investment horizon. Check out Intel Correlation, Intel Volatility and Intel Alpha and Beta module to complement your research on Intel.
For more information on how to buy Intel Stock please use our How to Invest in Intel guide.
Symbol

Please note, there is a significant difference between Intel's value and its price as these two are different measures arrived at by different means. Investors typically determine if Intel is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Intel's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.

Intel 'What if' Analysis

In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Intel's stock what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Intel.
0.00
10/23/2024
No Change 0.00  0.0 
In 2 months and 2 days
12/22/2024
0.00
If you would invest  0.00  in Intel on October 23, 2024 and sell it all today you would earn a total of 0.00 from holding Intel or generate 0.0% return on investment in Intel over 60 days. Intel is related to or competes with NVIDIA, Taiwan Semiconductor, Broadcom, Texas Instruments, QUALCOMM Incorporated, Advanced Micro, and Advanced Micro. More

Intel Upside/Downside Indicators

Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Intel's stock current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Intel upside and downside potential and time the market with a certain degree of confidence.

Intel Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Intel's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Intel's standard deviation. In reality, there are many statistical measures that can use Intel historical prices to predict the future Intel's volatility.
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Intel's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Hype
Prediction
LowEstimatedHigh
15.8218.8121.80
Details
Intrinsic
Valuation
LowRealHigh
13.9416.9319.92
Details
Naive
Forecast
LowNextHigh
17.0220.0123.00
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
18.3619.4720.58
Details

Intel Backtested Returns

Intel holds Efficiency (Sharpe) Ratio of -0.0142, which attests that the entity had a -0.0142% return per unit of risk over the last 3 months. Intel exposes twenty-nine different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Intel's Market Risk Adjusted Performance of 0.1573, risk adjusted performance of 0.0255, and Downside Deviation of 3.09 to validate the risk estimate we provide. The company retains a Market Volatility (i.e., Beta) of 0.42, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Intel's returns are expected to increase less than the market. However, during the bear market, the loss of holding Intel is expected to be smaller as well. At this point, Intel has a negative expected return of -0.0425%. Please make sure to check out Intel's expected short fall, and the relationship between the value at risk and daily balance of power , to decide if Intel performance from the past will be repeated at some point in the near future.

Auto-correlation

    
  -0.86  

Excellent reverse predictability

Intel has excellent reverse predictability. Overlapping area represents the amount of predictability between Intel time series from 23rd of October 2024 to 22nd of November 2024 and 22nd of November 2024 to 22nd of December 2024. 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 -0.86 indicates that approximately 86.0% of current Intel price fluctuation can be explain by its past prices.
Correlation Coefficient-0.86
Spearman Rank Test-0.72
Residual Average0.0
Price Variance3.3

Intel lagged returns against current returns

Autocorrelation, which is Intel stock's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Intel's stock expected returns. We can calculate the autocorrelation of Intel returns to help us make a trade decision. For example, suppose you find that Intel has exhibited high autocorrelation historically, and you observe that the stock is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
   Current and Lagged Values   
       Timeline  

Intel regressed lagged prices vs. current prices

Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Intel stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Intel stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Intel stock over time.
   Current vs Lagged Prices   
       Timeline  

Intel Lagged Returns

When evaluating Intel's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Intel stock have on its future price. Intel autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Intel autocorrelation shows the relationship between Intel stock current value and its past values and can show if there is a momentum factor associated with investing in Intel.
   Regressed Prices   
       Timeline  

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Additional Tools for Intel Stock Analysis

When running Intel's price analysis, check to measure Intel's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Intel is operating at the current time. Most of Intel's value examination focuses on studying past and present price action to predict the probability of Intel's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Intel's price. Additionally, you may evaluate how the addition of Intel to your portfolios can decrease your overall portfolio volatility.