Intel Stock Alpha and Beta Analysis

INTC
 Stock
  

USD 35.96  0.38  1.05%   

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Intel Corp. It also helps investors analyze the systematic and unsystematic risks associated with investing in Intel Corp over a specified time horizon. Remember, high Intel Corp's alpha is almost always a sign of good performance; however, a high beta will depend on investors' risk tolerance level and may signal increased volatility and potential future overvaluation.
Please see Intel Corp Backtesting, Intel Corp Valuation, Intel Corp Correlation, Intel Corp Hype Analysis, Intel Corp Volatility, Intel Corp History and analyze Intel Corp Performance.
  
Refresh
Please note that although Intel Corp alpha is a measure of relative return and represented here as a single number, it indicates the percentage above or below your selected benchmark (i.e., DOW index.) So in this particular case, Intel Corp did 0.22  worse than the index. Remember, a high alpha is always good. Beta, on the other hand, measures the volatility (or risk) of an investment. It is an indication of Intel Corp stock's relative risk over its benchmark. Intel Corp has a beta of 1.21  . Let's try to break down what Intel's beta means in this case. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Intel Corp will likely underperform.
Intel Corp Book Value per Share is projected to slightly decrease based on the last few years of reporting. The past year's Book Value per Share was at 14.00. The current year Price to Book Value is expected to grow to 2.91, whereas Enterprise Value over EBIT is forecasted to decline to 13.58.
Alpha is a measure of relative performance on a risk-adjusted basis, while beta measures volatility against the benchmark. The goal is to know if an investor is being compensated for the volatility risk taken. The return on investment might be better than its reference but still not compensate for the assumption of the risk.

Intel Corp Quarterly Book Value per Share

23.432

Share

Intel Corp Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Intel Corp market risk premium is the additional return an investor will receive from holding Intel Corp long position in a well-diversified portfolio. The market premium is part of the Capital Asset Pricing Model (CAPM), which most analysts and investors use to calculate the acceptable rate of return on investment in Intel Corp. At the center of the CAPM is the concept of risk and reward, which is usually communicated by investors using alpha and beta measures. Alpha and beta are two of the key measurements used to evaluate Intel Corp's performance over market.
α-0.22   β1.21
90 days against DJI

Intel Corp expected buy-and-hold returns

Although buy-and-hold investment strategy may not appeal to all investors, it may be used as a good measure of Intel Corp's Buy-and-hold return. Our buy-and-hold chart shows how Intel Corp performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.

Intel Corp Market Price Analysis

Market price analysis indicators help investors to evaluate how Intel Corp stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Intel Corp shares will generate the highest return on investment. By understating and applying Intel Corp stock market price indicators, traders can identify Intel Corp position entry and exit signals to maximize returns.

Intel Corp Return and Market Media

The median price of Intel Corp for the period between Fri, May 6, 2022 and Tue, Jul 5, 2022 is 42.35 with a coefficient of variation of 7.0. The daily time series for the period is distributed with a sample standard deviation of 2.9, arithmetic mean of 41.42, and mean deviation of 2.57. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
      Timeline 
1
US STOCKS-Futures signal more selling on Wall Street - Nasda...05/12/2022
2
Exercise or conversion by Goldsmith Andrea Jo of 2793 shares...05/16/2022
3
Exercise or conversion by Gelsinger Patrick P of 35135 share...05/17/2022
4
Exercise or conversion by Sandra Rivera of 1670 shares of In...05/19/2022
5
Micron Technology Inc. stock rises Monday, still underperfor...05/23/2022
6
Is Intel A Risky Investment - Yahoo Finance06/02/2022
7
Intel Corp exotic insider transaction detected06/10/2022
8
Silicon Pair Trade Long Intel, Short Taiwan Semiconductor St...06/22/2022
9
EPS Estimate07/01/2022

About Intel Corp Beta and Alpha

For many years both, Alpha and Beta indicators are used by professional money managers as critical performance measurement tools across virtually all equity instruments such as Ford or other stocks, funds, and ETFs. Alpha measures the amount that position in Intel Corp has returned in comparison to a selected market index or another relevant benchmark. In other words, Alpha is the excess return on an investment relative to the performance of your selected benchmark. Beta, on the other hand, measures the relative risk of your investment.
 2016 2022 (projected)
Long Term Debt to Equity0.310.28
Interest Coverage29.029.76

Intel Corp Upcoming Company Events

As portrayed in its financial statements, the presentation of Intel Corp's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Intel Corp's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Intel Corp's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Intel Corp. Please utilize our Beneish M Score to check the likelihood of Intel Corp's management manipulating its earnings.
Upcoming Quarterly Report26th of January 2022
Next Financial Report28th of April 2022
Next Fiscal Quarter End31st of December 2021
Next Fiscal Year End26th of January 2022
Last Quarter Report30th of September 2021
Last Financial Announcement31st of December 2020

Build Portfolio with Intel Corp

Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.

Build Diversified Portfolios

Align your risk with return expectations

Fix your portfolio
By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations
Please see Intel Corp Backtesting, Intel Corp Valuation, Intel Corp Correlation, Intel Corp Hype Analysis, Intel Corp Volatility, Intel Corp History and analyze Intel Corp Performance. Note that the Intel Corp information on this page should be used as a complementary analysis to other Intel Corp's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try Correlation Analysis module to reduce portfolio risk simply by holding instruments which are not perfectly correlated.

Complementary Tools for Intel Stock analysis

When running Intel Corp price analysis, check to measure Intel Corp'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 Corp is operating at the current time. Most of Intel Corp's value examination focuses on studying past and present price action to predict the probability of Intel Corp's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Intel Corp's price. Additionally, you may evaluate how the addition of Intel Corp to your portfolios can decrease your overall portfolio volatility.
Commodity Channel Index
Use Commodity Channel Index to analyze current equity momentum
Go
Portfolio File Import
Quickly import all of your third-party portfolios from your local drive in csv format
Go
Portfolio Holdings
Check your current holdings and cash postion to detemine if your portfolio needs rebalancing
Go
Money Managers
Screen money managers from public funds and ETFs managed around the world
Go
Money Flow Index
Determine momentum by analyzing Money Flow Index and other technical indicators
Go
Intel Corp 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.
A focus of Intel Corp technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Intel Corp trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...