Intel (Brazil) Market Value
| ITLC34 Stock | BRL 24.26 0.51 2.15% |
| 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.
| 10/26/2024 |
| 11/25/2024 |
If you would invest 0.00 in Intel on October 26, 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 Bemobi Mobile, CM Hospitalar, Ross Stores, UnitedHealth Group, Hospital Mater, Marfrig Global, and CVS Health. Intel Corporation offers computing, networking, data storage, and communication solutions worldwide 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 | 2.72 | |||
| Information Ratio | 0.0663 | |||
| Maximum Drawdown | 15.56 | |||
| Value At Risk | (4.06) | |||
| Potential Upside | 5.69 |
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 | 0.0894 | |||
| Jensen Alpha | 0.4715 | |||
| Total Risk Alpha | (0.18) | |||
| Sortino Ratio | 0.0793 | |||
| Treynor Ratio | (0.30) |
Intel Backtested Returns
Intel appears to be not too volatile, given 3 months investment horizon. Intel holds Efficiency (Sharpe) Ratio of 0.15, which attests that the entity had a 0.15% return per unit of risk over the last 3 months. By evaluating Intel's technical indicators, you can evaluate if the expected return of 0.5% is justified by implied risk. Please utilize Intel's Risk Adjusted Performance of 0.0894, market risk adjusted performance of (0.29), and Downside Deviation of 2.72 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Intel holds a performance score of 11. The company retains a Market Volatility (i.e., Beta) of -1.12, which attests to a somewhat significant risk relative to the market. As the market becomes more bullish, returns on owning Intel are expected to decrease slowly. On the other hand, during market turmoil, Intel is expected to outperform it slightly. Please check Intel's maximum drawdown, potential upside, and the relationship between the treynor ratio and value at risk , to make a quick decision on whether Intel's current trending patterns will revert.
Auto-correlation | 0.41 |
Average predictability
Intel has average predictability. Overlapping area represents the amount of predictability between Intel time series from 26th of October 2024 to 10th of November 2024 and 10th of November 2024 to 25th of November 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 0.41 indicates that just about 41.0% of current Intel price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.41 | |
| Spearman Rank Test | -0.33 | |
| Residual Average | 0.0 | |
| Price Variance | 0.15 |
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 |
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.Additional 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 information on how to trade Intel Stock refer to our How to Trade Intel Stock guide.You can also try the Funds Screener module to find actively-traded funds from around the world traded on over 30 global exchanges.
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.