Intel Corp (Argentina) Market Value
| INTC Stock | ARS 5,360 140.00 2.68% |
| Symbol | Intel |
Intel Corp '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 Corp'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 Corp.
| 11/01/2024 |
| 12/01/2024 |
If you would invest 0.00 in Intel Corp on November 1, 2024 and sell it all today you would earn a total of 0.00 from holding Intel Corp CEDEAR or generate 0.0% return on investment in Intel Corp over 30 days. Intel Corp is related to or competes with Edesa Holding, Longvie SA, American Express, United States, Capex SA, and Central Puerto. Intel Corporation offers computing, networking, data storage, and communication solutions worldwide More
Intel Corp 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 Corp'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 Corp CEDEAR upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.11 | |||
| Information Ratio | (0) | |||
| Maximum Drawdown | 19.58 | |||
| Value At Risk | (4.05) | |||
| Potential Upside | 5.46 |
Intel Corp Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Intel Corp's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Intel Corp's standard deviation. In reality, there are many statistical measures that can use Intel Corp historical prices to predict the future Intel Corp's volatility.| Risk Adjusted Performance | 0.0381 | |||
| Jensen Alpha | (0.03) | |||
| Total Risk Alpha | (0.43) | |||
| Sortino Ratio | (0) | |||
| Treynor Ratio | 0.104 |
Intel Corp CEDEAR Backtested Returns
Intel Corp CEDEAR holds Efficiency (Sharpe) Ratio of -0.0265, which attests that the entity had a -0.0265% return per unit of risk over the last 3 months. Intel Corp CEDEAR exposes twenty-nine different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Intel Corp's Risk Adjusted Performance of 0.0381, downside deviation of 3.11, and Market Risk Adjusted Performance of 0.114 to validate the risk estimate we provide. The company retains a Market Volatility (i.e., Beta) of 1.18, which attests to a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Intel Corp will likely underperform. At this point, Intel Corp CEDEAR has a negative expected return of -0.0831%. Please make sure to check out Intel Corp's maximum drawdown, potential upside, and the relationship between the treynor ratio and value at risk , to decide if Intel Corp CEDEAR performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.27 |
Poor predictability
Intel Corp CEDEAR has poor predictability. Overlapping area represents the amount of predictability between Intel Corp time series from 1st of November 2024 to 16th of November 2024 and 16th of November 2024 to 1st 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 Corp CEDEAR price movement. The serial correlation of 0.27 indicates that nearly 27.0% of current Intel Corp price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.27 | |
| Spearman Rank Test | -0.2 | |
| Residual Average | 0.0 | |
| Price Variance | 13 K |
Intel Corp CEDEAR lagged returns against current returns
Autocorrelation, which is Intel Corp 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 Corp's stock expected returns. We can calculate the autocorrelation of Intel Corp returns to help us make a trade decision. For example, suppose you find that Intel Corp 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 Corp 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 Corp stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Intel Corp stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Intel Corp stock over time.
Current vs Lagged Prices |
| Timeline |
Intel Corp Lagged Returns
When evaluating Intel Corp's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Intel Corp stock have on its future price. Intel Corp 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 Corp autocorrelation shows the relationship between Intel Corp stock current value and its past values and can show if there is a momentum factor associated with investing in Intel Corp CEDEAR.
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.Other Information on Investing in Intel Stock
Intel Corp financial ratios help investors to determine whether Intel Stock 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 Corp security.