NASDAQ:INTC Intel Corp. stock

NASDAQ:INTC – Intel Corp. data analysis summary on 21-07-2021:

  • Last closing quote is 56.23 USD
  • Last daily return is 1.79% (0.99 USD in absolute)
  • Last year return is -7.36%
  • Last year historical 1% Value at Risk is -7.73%

NASDAQ:INTC – Intel Corp. informations :

NASDAQ:INTC – Intel Corp. refers to :

NASDAQ:INTC stock price evolution and returns

Note : Because prices are observed at a certain point and may be subject to noise, we also consider 15 days and 45 days closing price moving average which is smoother and thus robust to insignificant fluctuations.

1 month 6 months 12 months 24 months
Closing price returns 0.64% -9.97%* -7.36% 9.50%
15 days moving average returns -1.88% 2.44% -5.79% 13.58%
45 days moving average returns -1.27% 11.84% -6.78% 20.15%

Notes :

  • Reading example: NASDAQ:INTC stock closing price has decreased of 9.97%* over the last 6 months
  • Returns are not annualized

NASDAQ:INTC stock returns distributions and risk

Daily historical returns values
1-year data 2 years of data
Value at Risk 1% -7.73% -8.73%
5% -3.06%(a) -3.51%
10% -2.32% -2.47%
Assuming daily returns follows Normal Distribution (mean, volatility)
1 year-data 2 years of data
Mean -0.01%(b) 0.06%
Volatility
(standard deviation)
2.30%(c) 2.74%
Value at Risk 1% -5.35% -6.31%
5% -3.79%(d) -4.44%
10% -2.95% -3.45%

Notes:

  • Reading example: Using historical NASDAQ:INTC stock data closing price daily returns over last year, the 5% worst returns are less than -3.06%(a). Also, if we assume that historical NASDAQ:INTC stock returns price over last year follows a normal distribution of mean -0.01%(b) and standard deviation 2.30%(c), the 5% worst returns are less than -3.79%(d).
  • Returns are not annualized

Data sources

Stock data provided by IEX Cloud