NASDAQ:INTC Intel Corp. stock

NASDAQ:INTC – Intel Corp. data analysis summary on 19-01-2022:

  • Last closing quote is 53.62 USD
  • Last daily return is -2.08% (-1.14 USD in absolute)
  • Last year return is -7.54%
  • Last year historical 1% Value at Risk is -5.30%

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 8.10% -1.87%* -7.54% -11.45%
15 days moving average returns 6.97% -3.72% 1.28% -9.89%
45 days moving average returns 2.23% -8.76% 3.25% -12.06%

Notes :

  • Reading example: NASDAQ:INTC stock closing price has decreased of 1.87%* 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% -5.30% -9.27%
5% -2.61%(a) -3.55%
10% -2.00% -2.38%
Assuming daily returns follows Normal Distribution (mean, volatility)
1 year-data 2 years of data
Mean -0.01%(b) 0.02%
Volatility
(standard deviation)
1.91%(c) 2.77%
Value at Risk 1% -4.46% -6.42%
5% -3.15%(d) -4.53%
10% -2.46% -3.53%

Notes:

  • Reading example: Using historical NASDAQ:INTC stock data closing price daily returns over last year, the 5% worst returns are less than -2.61%(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 1.91%(c), the 5% worst returns are less than -3.15%(d).
  • Returns are not annualized

Data sources

Stock data provided by IEX Cloud