Intel Stock Volatility

INTC Stock  USD 42.71  0.07  0.16%   
Intel holds Efficiency (Sharpe) Ratio of -0.0285, which attests that the entity had -0.0285% return per unit of risk over the last 3 months. Our standpoint towards determining the risk of any stock is to look at both systematic and unsystematic factors of the business, including all available market data and technical indicators. Intel exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its stock price that cannot be diversified away. Please check out Intel's Standard Deviation of 2.56, risk adjusted performance of 0.0054, and Market Risk Adjusted Performance of (0) to validate the risk estimate we provide. Key indicators related to Intel's volatility include:
60 Days Market Risk
Chance Of Distress
60 Days Economic Sensitivity
Intel Stock volatility depicts how high the prices fluctuate around the mean (or its average) price. In other words, it is a statistical measure of the distribution of Intel daily returns, and it is calculated using variance and standard deviation. We also use Intel's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of Intel volatility.
  

ESG Sustainability

While most ESG disclosures are voluntary, Intel's sustainability indicators can be used to identify proper investment strategies using environmental, social, and governance scores that are crucial to Intel's managers and investors.
Environment Score
Governance Score
Social Score
Since volatility provides investors with entry points to take advantage of stock prices, companies, such as Intel can benefit from it. Downward market volatility can be a perfect environment for investors who play the long game. Here, they may decide to buy additional stocks of Intel at lower prices. For example, an investor can purchase Intel stock that has halved in price over a short period. This will lower your average cost per share, thereby improving your portfolio's performance when the markets normalize. Similarly, when the prices of Intel's stock rises, investors can sell out and invest the proceeds in other equities with better opportunities. Investing when markets are volatile with better valuations will accord both investors and companies the opportunity to generate better long-term returns.

Moving together with Intel Stock

  0.73DIOD Diodes Incorporated Financial Report 14th of May 2024 PairCorr
  0.7ICG Intchains Group Tech BoostPairCorr

Moving against Intel Stock

  0.48KLAC KLA-Tencor Fiscal Quarter End 31st of March 2024 PairCorr
  0.43ENTG Entegris Financial Report 9th of May 2024 PairCorr

Intel Market Sensitivity And Downside Risk

Intel's beta coefficient measures the volatility of Intel stock compared to the systematic risk of the entire stock market represented by your selected benchmark. In mathematical terms, beta represents the slope of the line through a regression of data points where each of these points represents Intel stock's returns against your selected market. In other words, Intel's beta of 1.25 provides an investor with an approximation of how much risk Intel stock can potentially add to one of your existing portfolios.
Intel exhibits very low volatility with skewness of -1.63 and kurtosis of 6.37. However, we advise investors to further study Intel technical indicators to ensure that all market info is available and is reliable. Understanding different market volatility trends often help investors to time the market. Properly using volatility indicators enable traders to measure Intel's stock risk against market volatility during both bullish and bearish trends. The higher level of volatility that comes with bear markets can directly impact Intel's stock price while adding stress to investors as they watch their shares' value plummet. This usually forces investors to rebalance their portfolios by buying different stocks as prices fall.
3 Months Beta |Analyze Intel Demand Trend
Check current 90 days Intel correlation with market (NYSE Composite)

Intel Beta

    
  1.25  
Intel standard deviation measures the daily dispersion of prices over your selected time horizon relative to its mean. Typical volatile equity has a high standard deviation, while the deviation of a stable instrument is usually low. As a downside, the standard deviation calculates all uncertainty as risk, even when it is in your favor, such as above-average returns.

Standard Deviation

    
  2.63  
It is essential to understand the difference between upside risk (as represented by Intel's standard deviation) and the downside risk, which can be measured by semi-deviation or downside deviation of Intel's daily returns or price. Since the actual investment returns on holding a position in intel stock tend to have a non-normal distribution, there will be different probabilities for losses than for gains. The likelihood of losses is reflected in the downside risk of an investment in Intel.

Using Intel Put Option to Manage Risk

Put options written on Intel grant holders of the option the right to sell a specified amount of Intel at a specified price within a specified time frame. The put buyer has a limited loss and, while not fully unlimited gains, as the price of Intel Stock cannot fall below zero, the put buyer does gain as the price drops. So, one way investors can hedge Intel's position is by buying a put option against it. The put option used this way is usually referred to as insurance. If an undesired outcome occurs and loss on holding Intel will be realized, the loss incurred will be offset by the profits made with the option trade.

Intel's PUT expiring on 2024-03-22

   Profit   
       Intel Price At Expiration  

Current Intel Insurance Chain

DeltaGammaOpen IntExpirationCurrent SpreadLast Price
Put
2024-03-22 PUT at $59.0-0.93550.014852024-03-2215.25 - 16.514.35View
Put
2024-03-22 PUT at $51.0-0.86770.033722024-03-228.0 - 9.357.95View
Put
2024-03-22 PUT at $50.0-0.76580.0375472024-03-226.65 - 8.36.65View
Put
2024-03-22 PUT at $49.5-0.77130.0432024-03-225.85 - 7.75.45View
Put
2024-03-22 PUT at $49.0-0.97540.01981892024-03-225.35 - 6.556.31View
Put
2024-03-22 PUT at $48.5-0.83750.0474252024-03-225.55 - 6.854.8View
Put
2024-03-22 PUT at $48.0-0.85440.0515522024-03-224.25 - 5.65.25View
Put
2024-03-22 PUT at $47.5-0.72790.05023042024-03-223.55 - 5.83.4View
Put
2024-03-22 PUT at $47.0-0.97910.02541602024-03-223.6 - 4.954.3View
Put
2024-03-22 PUT at $46.5-0.97720.0302962024-03-223.75 - 4.33.8View
Put
2024-03-22 PUT at $46.0-0.89560.07396432024-03-223.25 - 3.43.25View
View All Intel Options

Intel Stock Volatility Analysis

Volatility refers to the frequency at which Intel stock price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with Intel's price changes. Investors will then calculate the volatility of Intel's stock to predict their future moves. A stock that has erratic price changes quickly hits new highs, and lows are considered highly volatile. A stock with relatively stable price changes has low volatility. A highly volatile stock is riskier, but the risk cuts both ways. Investing in highly volatile security can either be highly successful, or you may experience significant failure. There are two main types of Intel's volatility:

Historical Volatility

This type of stock volatility measures Intel's fluctuations based on previous trends. It's commonly used to predict Intel's future behavior based on its past. However, it cannot conclusively determine the future direction of the stock.

Implied Volatility

This type of volatility provides a positive outlook on future price fluctuations for Intel's current market price. This means that the stock will return to its initially predicted market price. This type of volatility can be derived from derivative instruments written on Intel's to be redeemed at a future date.
Transformation
The output start index for this execution was zero with a total number of output elements of sixty-one. Intel Average Price is the average of the sum of open, high, low and close daily prices of a bar. It can be used to smooth an indicator that normally takes just the closing price as input.

Intel Projected Return Density Against Market

Given the investment horizon of 90 days the stock has the beta coefficient of 1.2502 . This usually indicates as the benchmark fluctuates upward, the company is expected to outperform it on average. However, if the benchmark returns are projected to be negative, Intel will likely underperform.
Most traded equities are subject to two types of risk - systematic (i.e., market) and unsystematic (i.e., nonmarket or company-specific) risk. Unsystematic risk is the risk that events specific to Intel or Semiconductors & Semiconductor Equipment sector will adversely affect the stock's price. This type of risk can be diversified away by owning several different stocks in different industries whose stock prices have shown a small correlation to each other. On the other hand, systematic risk is the risk that Intel's price will be affected by overall stock market movements and cannot be diversified away. So, no matter how many positions you have, you cannot eliminate market risk. However, you can measure a Intel stock's historical response to market movements and buy it if you are comfortable with its volatility direction. Beta and standard deviation are two commonly used measures to help you make the right decision.
The company has a negative alpha, implying that the risk taken by holding this instrument is not justified. Intel is significantly underperforming NYSE Composite.
   Predicted Return Density   
       Returns  
Intel's volatility is measured either by using standard deviation or beta. Standard deviation will reflect the average amount of how intel stock's price will differ from the mean after some time.To get its calculation, you should first determine the mean price during the specified period then subtract that from each price point.

What Drives an Intel Price Volatility?

Several factors can influence a stock's market volatility:

Industry

Specific events can influence volatility within a particular industry. For instance, a significant weather upheaval in a crucial oil-production site may cause oil prices to increase in the oil sector. The direct result will be the rise in the stock price of oil distribution companies. Similarly, any government regulation in a specific industry could negatively influence stock prices due to increased regulations on compliance that may impact the company's future earnings and growth.

Political and Economic environment

When governments make significant decisions regarding trade agreements, policies, and legislation regarding specific industries, they will influence stock prices. Everything from speeches to elections may influence investors, who can directly influence the stock prices in any particular industry. The prevailing economic situation also plays a significant role in stock prices. When the economy is doing well, investors will have a positive reaction and hence, better stock prices and vice versa.

The Company's Performance

Sometimes volatility will only affect an individual company. For example, a revolutionary product launch or strong earnings report may attract many investors to purchase the company. This positive attention will raise the company's stock price. In contrast, product recalls and data breaches may negatively influence a company's stock prices.

Intel Stock Risk Measures

Most traded equities are subject to two types of risk - systematic (i.e., market) and unsystematic (i.e., nonmarket or company-specific) risk. Unsystematic risk is the risk that events specific to Intel or Semiconductors & Semiconductor Equipment sector will adversely affect the stock's price. This type of risk can be diversified away by owning several different stocks in different industries whose stock prices have shown a small correlation to each other. On the other hand, systematic risk is the risk that Intel's price will be affected by overall stock market movements and cannot be diversified away. So, no matter how many positions you have, you cannot eliminate market risk. However, you can measure a Intel stock's historical response to market movements and buy it if you are comfortable with its volatility direction. Beta and standard deviation are two commonly used measures to help you make the right decision. Given the investment horizon of 90 days the coefficient of variation of Intel is -3512.16. The daily returns are distributed with a variance of 6.94 and standard deviation of 2.63. The mean deviation of Intel is currently at 1.76. For similar time horizon, the selected benchmark (NYSE Composite) has volatility of 0.63
α
Alpha over NYSE Composite
-0.19
β
Beta against NYSE Composite1.25
σ
Overall volatility
2.63
Ir
Information ratio -0.06

Intel Stock Return Volatility

Intel historical daily return volatility represents how much of Intel stock's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The firm inherits 2.6339% risk (volatility on return distribution) over the 90 days horizon. By contrast, NYSE Composite accepts 0.5638% volatility on return distribution over the 90 days horizon.
 Performance 
       Timeline  

About Intel Volatility

Volatility is a rate at which the price of Intel or any other equity instrument increases or decreases for a given set of returns. It is measured by calculating the standard deviation of the annualized returns over a given period of time and shows the range to which the price of Intel may increase or decrease. In other words, similar to Intel's beta indicator, it measures the risk of Intel and helps estimate the fluctuations that may happen in a short period of time. So if prices of Intel fluctuate rapidly in a short time span, it is termed to have high volatility, and if it swings slowly in a more extended period, it is understood to have low volatility.
Please read more on our technical analysis page.
Last ReportedProjected for 2024
Selling And Marketing Expenses1.4 B1.4 B
Intel's stock volatility refers to the amount of uncertainty or risk involved with the size of changes in its stock's price. It is a statistical measure of the dispersion of returns on Intel Stock over a specified period of time, often expressed as the standard deviation of daily returns. In other words, it measures how much Intel's price varies over time.

3 ways to utilize Intel's volatility to invest better

Higher Intel's stock volatility means that the price of its stock is changing rapidly and unpredictably, while lower stock volatility indicates that the price of Intel stock is relatively stable. Investors and traders use stock volatility as an indicator of risk and potential reward, as stocks with higher volatility can offer the potential for more significant returns but also come with a greater risk of losses. Intel stock volatility can provide helpful information for making investment decisions in the following ways:
  • Measuring Risk: Volatility can be used as a measure of risk, which can help you determine the potential fluctuations in the value of Intel investment. A higher volatility means higher risk and potentially larger changes in value.
  • Identifying Opportunities: High volatility in Intel's stock can indicate that there is potential for significant price movements, either up or down, which could present investment opportunities.
  • Diversification: Understanding how the volatility of Intel's stock relates to your other investments can help you create a well-diversified portfolio of assets with varying levels of risk.
Remember it's essential to remember that stock volatility is just one of many factors to consider when making investment decisions, and it should be used in conjunction with other fundamental and technical analysis tools.

Intel Investment Opportunity

Intel has a volatility of 2.63 and is 4.7 times more volatile than NYSE Composite. 23  of all equities and portfolios are less risky than Intel. Compared to the overall equity markets, volatility of historical daily returns of Intel is lower than 23 () of all global equities and portfolios over the last 90 days. Use Intel to enhance the returns of your portfolios. Benchmarks are essential to demonstrate the utility of optimization algorithms. The stock experiences a normal upward fluctuation. Check odds of Intel to be traded at $44.85 in 90 days.

Weak diversification

The correlation between Intel and NYA is 0.31 (i.e., Weak diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Intel and NYA in the same portfolio, assuming nothing else is changed.

Intel Additional Risk Indicators

The analysis of Intel's secondary risk indicators is one of the essential steps in making a buy or sell decision. The process involves identifying the amount of risk involved in Intel's investment and either accepting that risk or mitigating it. Along with some common measures of Intel stock's risk such as standard deviation, beta, or value at risk, we also provide a set of secondary indicators that can assist in the individual investment decision or help in hedging the risk of your existing portfolios.
Please note, the risk measures we provide can be used independently or collectively to perform a risk assessment. When comparing two potential stocks, we recommend comparing similar stocks with homogenous growth potential and valuation from related markets to determine which investment holds the most risk.

Intel Suggested Diversification Pairs

Pair trading is one of the very effective strategies used by professional day traders and hedge funds capitalizing on short-time and mid-term market inefficiencies. The approach is based on the fact that the ratio of prices of two correlating shares is long-term stable and oscillates around the average value. If the correlation ratio comes outside the common area, you can speculate with a high success rate that the ratio will return to the mean value and collect a profit.
The effect of pair diversification on risk is to reduce it, but we should note this doesn't apply to all risk types. When we trade pairs against Intel as a counterpart, there is always some inherent risk that will never be diversified away no matter what. This volatility limits the effect of tactical diversification using pair trading. Intel's systematic risk is the inherent uncertainty of the entire market, and therefore cannot be mitigated even by pair-trading it against the equity that is not highly correlated to it. On the other hand, Intel's unsystematic risk describes the types of risk that we can protect against, at least to some degree, by selecting a matching pair that is not perfectly correlated to Intel.
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 Risk vs Return Analysis to better understand how to build diversified portfolios, which includes a position in Intel. Also, note that the market value of any Company could be tightly coupled with the direction of predictive economic indicators such as signals in estimate.
For information on how to trade Intel Stock refer to our How to Trade Intel Stock guide.
You can also try the Portfolio Anywhere module to track or share privately all of your investments from the convenience of any device.

Complementary 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.
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Is Intel's industry expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Intel. If investors know Intel will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Intel listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth
(0.72)
Dividend Share
0.74
Earnings Share
0.4
Revenue Per Share
12.942
Quarterly Revenue Growth
0.097
The market value of Intel is measured differently than its book value, which is the value of Intel that is recorded on the company's balance sheet. Investors also form their own opinion of Intel's value that differs from its market value or its book value, called intrinsic value, which is Intel's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Intel's market value can be influenced by many factors that don't directly affect Intel's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Intel's value and its price as these two are different measures arrived at by different means. Investors typically determine if Intel is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Intel's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.