Intel Stock Alpha and Beta Analysis

INTC Stock  USD 42.71  0.07  0.16%   
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Intel. It also helps investors analyze the systematic and unsystematic risks associated with investing in Intel over a specified time horizon. Remember, high Intel'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. Key technical indicators related to Intel's market risk premium analysis include:
Beta
1.25
Alpha
(0.20)
Risk
2.6
Sharpe Ratio
(0.04)
Expected Return
(0.10)
Please note that although Intel 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., NYSE Composite index.) So in this particular case, Intel did 0.20  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 stock's relative risk over its benchmark. Intel has a beta of 1.25  . As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Intel will likely underperform. The current year's Enterprise Value Multiple is expected to grow to 15.20, whereas Price Book Value Ratio is forecasted to decline to 1.17.

Intel Quarterly Cash And Equivalents

7.62 Billion

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.
  
Check out Intel Backtesting, Intel Valuation, Intel Correlation, Intel Hype Analysis, Intel Volatility, Intel History and analyze Intel Performance.
For information on how to trade Intel Stock refer to our How to Trade Intel Stock guide.

Intel Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Intel market risk premium is the additional return an investor will receive from holding Intel 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. 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's performance over market.
α-0.2   β1.25

Intel 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's Buy-and-hold return. Our buy-and-hold chart shows how Intel performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.

Intel Market Price Analysis

Market price analysis indicators help investors to evaluate how Intel 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 shares will generate the highest return on investment. By understating and applying Intel stock market price indicators, traders can identify Intel position entry and exit signals to maximize returns.

Intel Return and Market Media

The median price of Intel for the period between Tue, Dec 19, 2023 and Mon, Mar 18, 2024 is 44.52 with a coefficient of variation of 5.21. The daily time series for the period is distributed with a sample standard deviation of 2.36, arithmetic mean of 45.28, and mean deviation of 2.03. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
       Timeline  
1
Acer Nitro V 15 review Middling hardware ruined by overbearing software
02/20/2024
2
US, semiconductor firms in tough talks over chips funding commerce secretary
02/26/2024
 
Intel dividend paid on 1st of March 2024
03/01/2024
3
MSI Claw finally has a release date and its sooner than you think
03/05/2024
4
Byron Donalds Moves the Goalposts for Being Trumps VP, Suggests He Wouldnt Certify 2028 Election If Asked
03/07/2024
5
Nicolle Wallace Now weve got nepo-RNC Trump installs his daughter-in-law as head of RNC
03/08/2024
6
Intel Corp at Morgan Stanley Technology, Media Telecom Conference Transcript
03/12/2024
7
Intels latest desktop CPU hits 6.2GHz without overclocking, breaking another speed record
03/14/2024

About Intel 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 financial instruments including Intel or other stocks. Alpha measures the amount that position in Intel 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.
 2021 2022 2023 2024 (projected)
Price Earnings Ratio125.3113.615.6414.86
Short Term Coverage Ratios4.993.533.183.02

Intel Upcoming Company Events

As portrayed in its financial statements, the presentation of Intel's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Intel's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Intel's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Intel. Please utilize our Beneish M Score to check the likelihood of Intel's management manipulating its earnings.
25th of April 2024
Upcoming Quarterly Report
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25th of July 2024
Next Financial Report
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31st of March 2024
Next Fiscal Quarter End
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23rd of January 2025
Next Fiscal Year End
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31st of December 2023
Last Quarter Report
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31st of December 2023
Last Financial Announcement
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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 Backtesting, Intel Valuation, Intel Correlation, Intel Hype Analysis, Intel Volatility, Intel History and analyze Intel Performance.
For information on how to trade Intel Stock refer to our How to Trade Intel Stock guide.
You can also try the Companies Directory module to evaluate performance of over 100,000 Stocks, Funds, and ETFs against different fundamentals.

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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.
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A focus of Intel technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Intel 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...