Intel (Peru) Market Value
| INTC Stock | 19.90 0.52 2.55% |
| Symbol | Intel |
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.
| 12/11/2024 |
| 01/10/2025 |
If you would invest 0.00 in Intel on December 11, 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 30 days. 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.
| Downside Deviation | 3.58 | |||
| Information Ratio | 0.0289 | |||
| Maximum Drawdown | 19.29 | |||
| Value At Risk | (3.75) | |||
| Potential Upside | 5.35 |
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.| Risk Adjusted Performance | 0.0376 | |||
| Jensen Alpha | 0.1041 | |||
| Total Risk Alpha | 0.0385 | |||
| Sortino Ratio | 0.0245 | |||
| Treynor Ratio | 1.48 |
Intel Backtested Returns
Intel holds Efficiency (Sharpe) Ratio of -0.11, which attests that the entity had a -0.11% return per unit of risk over the last 3 months. Intel exposes thirty different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Intel's Downside Deviation of 3.58, market risk adjusted performance of 1.49, and Risk Adjusted Performance of 0.0376 to validate the risk estimate we provide. The company retains a Market Volatility (i.e., Beta) of 0.071, which attests to not very significant fluctuations relative to the market. 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 -0.32%. Please make sure to check out Intel's sortino ratio, maximum drawdown, potential upside, as well as the relationship between the treynor ratio and value at risk , to decide if Intel performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.54 |
Good reverse predictability
Intel has good reverse predictability. Overlapping area represents the amount of predictability between Intel time series from 11th of December 2024 to 26th of December 2024 and 26th of December 2024 to 10th of January 2025. 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 -0.54 indicates that about 54.0% of current Intel price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.54 | |
| Spearman Rank Test | 0.13 | |
| Residual Average | 0.0 | |
| Price Variance | 0.06 |
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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Try AI Portfolio ArchitectAdditional Information and Resources on Investing in Intel Stock
When determining whether Intel offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Intel's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Intel Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Intel Stock:Check out Intel Correlation, Intel Volatility and Intel Alpha and Beta module to complement your research on Intel. For more detail on how to invest in Intel Stock please use our How to Invest in Intel guide.You can also try the Risk-Return Analysis module to view associations between returns expected from investment and the risk you assume.
Intel technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.