Intel (Germany) Market Value
| INL Stock | 21.63 2.52 10.43% |
| Symbol | Intel |
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.
| 11/03/2024 |
| 12/03/2024 |
If you would invest 0.00 in Intel on November 3, 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. Intel is related to or competes with United Natural, National Beverage, Food Life, Fevertree Drinks, United Breweries, and Tyson Foods. 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 | 2.94 | |||
| Information Ratio | 0.0703 | |||
| Maximum Drawdown | 14.08 | |||
| Value At Risk | (4.25) | |||
| Potential Upside | 5.99 |
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 | 0.0909 | |||
| Jensen Alpha | 0.3011 | |||
| Total Risk Alpha | (0.14) | |||
| Sortino Ratio | 0.0768 | |||
| Treynor Ratio | 0.993 |
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.
Intel Backtested Returns
Intel appears to be not too volatile, given 3 months investment horizon. Intel holds Efficiency (Sharpe) Ratio of 0.17, which attests that the entity had a 0.17% return per unit of risk over the last 3 months. By evaluating Intel's technical indicators, you can evaluate if the expected return of 0.51% is justified by implied risk. Please utilize Intel's Downside Deviation of 2.94, market risk adjusted performance of 1.0, and Risk Adjusted Performance of 0.0909 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Intel holds a performance score of 13. The company retains a Market Volatility (i.e., Beta) of 0.34, 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. Please check Intel's expected short fall, and the relationship between the value at risk and daily balance of power , to make a quick decision on whether Intel's current trending patterns will revert.
Auto-correlation | 0.18 |
Very weak predictability
Intel has very weak predictability. Overlapping area represents the amount of predictability between Intel time series from 3rd of November 2024 to 18th of November 2024 and 18th of November 2024 to 3rd 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 0.18 indicates that over 18.0% of current Intel price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.18 | |
| Spearman Rank Test | -0.1 | |
| Residual Average | 0.0 | |
| Price Variance | 0.39 |
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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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.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.