INTEL's market value is the price at which a share of INTEL trades on an exchange. It measures the collective expectations of INTEL PORATION investors about the bond's future performance. With this module, you can estimate the performance of a buy and hold strategy of INTEL PORATION 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.
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 bond 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
12/07/2024
No Change 0.00
0.0
In 31 days
01/06/2025
0.00
If you would invest 0.00 in INTEL on December 7, 2024 and sell it all today you would earn a total of 0.00 from holding INTEL PORATION or generate 0.0% return on investment in INTEL over 30 days. INTEL is related to or competes with Aris Water, Diamond Estates, Kenon Holdings, Brandywine Realty, SNDL, Diageo PLC, and Vita Coco. 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 bond 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 PORATION upside and downside potential and time the market with a certain degree of confidence.
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.
Please note, it is not enough to conduct a financial or market analysis of a single entity such as INTEL. Your research has to be compared to or analyzed against INTEL's peers to derive any actionable benefits. When done correctly, INTEL's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy toward taking a position in INTEL PORATION.
INTEL PORATION Backtested Returns
At this point, INTEL is very steady. INTEL PORATION holds Efficiency (Sharpe) Ratio of 0.0557, which attests that the entity had a 0.0557% return per unit of volatility over the last 3 months. We have found twenty-seven technical indicators for INTEL PORATION, which you can use to evaluate the volatility of the entity. Please check out INTEL's market risk adjusted performance of 0.1355, and Risk Adjusted Performance of 0.0515 to validate if the risk estimate we provide is consistent with the expected return of 0.12%. The bond retains a Market Volatility (i.e., Beta) of 0.91, which attests to possible diversification benefits within a given portfolio. INTEL returns are very sensitive to returns on the market. As the market goes up or down, INTEL is expected to follow.
Auto-correlation
-0.76
Almost perfect reverse predictability
INTEL PORATION has almost perfect reverse predictability. Overlapping area represents the amount of predictability between INTEL time series from 7th of December 2024 to 22nd of December 2024 and 22nd of December 2024 to 6th 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 PORATION price movement. The serial correlation of -0.76 indicates that around 76.0% of current INTEL price fluctuation can be explain by its past prices.
Correlation Coefficient
-0.76
Spearman Rank Test
-0.14
Residual Average
0.0
Price Variance
34.59
INTEL PORATION lagged returns against current returns
Autocorrelation, which is INTEL bond'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 bond 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 bond 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 bond is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if INTEL bond is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in INTEL bond 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 bond 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 bond current value and its past values and can show if there is a momentum factor associated with investing in INTEL PORATION.
Regressed Prices
Timeline
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.
INTEL financial ratios help investors to determine whether INTEL Bond is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in INTEL with respect to the benefits of owning INTEL security.