Intel Correlations

INTC Stock

USD 40.56 3.75 10.19%

The current 90-days correlation between Intel and Micron Technology is 0.37 (i.e., Weak diversification). The correlation of Intel is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.

Intel Correlation With Market

Weak diversification

The correlation between Intel and DJI is 0.3 (i.e., Weak diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Intel and DJI in the same portfolio, assuming nothing else is changed.

Build AI portfolio with 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 closely tied with the direction of predictive economic indicators such as signals in manufacturing.

For information on how to trade Intel Stock refer to our How to Trade Intel Stock guide.

Moving together with Intel Stock

0.67	HYMTF	Hyundai Motor	Pair Corr
0.64	FR	First Industrial Realty	Pair Corr
0.86	CAT	Caterpillar	Pair Corr
0.86	GE	GE Aerospace	Pair Corr
0.66	JNJ	Johnson Johnson Sell-off Trend	Pair Corr
0.63	AXP	American Express	Pair Corr

Moving against Intel Stock

0.9	T	ATT Inc	Pair Corr
0.83	VZ	Verizon Communications	Pair Corr
0.83	PG	Procter Gamble Sell-off Trend	Pair Corr
0.64	HD	Home Depot	Pair Corr
0.59	DIS	Walt Disney	Pair Corr
0.51	BA	Boeing	Pair Corr
0.47	MCD	McDonalds Sell-off Trend	Pair Corr
0.46	ADI	Analog Devices Tech Boost	Pair Corr
0.45	NXPI	NXP Semiconductors	Pair Corr
0.41	HPQ	HP Inc	Pair Corr

Related Correlations Analysis

	DIOD	DQ	MU	MX	NA	ON	PI	002745	VECO	300474
DIOD		-0.65	-0.5	0.86	0.44	0.78	0.82	-0.29	-0.1	0.44	DIOD
DQ	-0.65		0.73	-0.67	-0.62	-0.33	-0.49	0.09	0.45	-0.53	DQ
MU	-0.5	0.73		-0.64	-0.61	-0.05	-0.23	-0.08	0.65	-0.8	MU
MX	0.86	-0.67	-0.64		0.66	0.57	0.71	-0.13	-0.06	0.59	MX
NA	0.44	-0.62	-0.61	0.66		0.19	0.26	0.12	-0.07	0.58	NA
ON	0.78	-0.33	-0.05	0.57	0.19		0.68	-0.24	0.21	0.06	ON
PI	0.82	-0.49	-0.23	0.71	0.26	0.68		-0.3	-0.02	0.32	PI
002745	-0.29	0.09	-0.08	-0.13	0.12	-0.24	-0.3		0.18	0.3	002745
VECO	-0.1	0.45	0.65	-0.06	-0.07	0.21	-0.02	0.18		-0.4	VECO
300474	0.44	-0.53	-0.8	0.59	0.58	0.06	0.32	0.3	-0.4		300474
	DIOD	DQ	MU	MX	NA	ON	PI	002745	VECO	300474

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Correlation Matchups

Over a given time period, the two securities move together when the Correlation Coefficient is positive. Conversely, the two assets move in opposite directions when the Correlation Coefficient is negative. Determining your positions' relationship to each other is valuable for analyzing and projecting your portfolio's future expected return and risk.

High positive correlations

MX	+ 0.86	DIOD
PI	+ 0.82	DIOD
ON	+ 0.78	DIOD
MU	+ 0.73	DQ
PI	+ 0.71	MX
PI	+ 0.68	ON

High negative correlations

300474	- 0.8	MU
MX	- 0.67	DQ
DQ	- 0.65	DIOD
MX	- 0.64	MU
NA	- 0.62	DQ
NA	- 0.61	MU

Risk-Adjusted Indicators

There is a big difference between Intel Stock performing well and Intel Company doing well as a business compared to the competition. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze Intel's multiple risk-adjusted performance indicators across the competitive landscape. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.

	Mean Deviation	Jensen Alpha	Sortino Ratio	Treynor Ratio	Semi Deviation	Expected Shortfall	Potential Upside	Value @Risk	Maximum Drawdown
DIOD	2.23	(0.40)	0.00	(0.11)	0.00	0.00	4.81	(4.47)	21.15
DQ	4.01	0.53	0.12	0.43	4.13	(5.16)	10.67	(8.38)	28.62
MU	3.02	0.98	0.27	0.47	2.98	(3.28)	7.55	(5.56)	19.80
MX	2.09	(0.33)	0.00	(0.16)	0.00	0.00	3.68	(5.81)	13.85
NA	3.48	(0.50)	0.00	(0.32)	0.00	0.00	7.45	(7.27)	21.21
ON	2.11	(0.15)	(0.03)	0.00	2.51	(2.41)	4.49	(4.32)	15.27
PI	3.11	(0.15)	0.00	(0.02)	0.00	0.00	5.91	(6.46)	34.16
002745	1.61	0.06	0.01	0.27	1.80	(1.93)	4.71	(3.11)	11.97
VECO	2.00	0.22	0.10	0.20	2.17	(2.19)	4.32	(4.08)	14.47
300474	2.01	(0.15)	0.00	(0.42)	0.00	0.00	3.96	(4.35)	16.17

Intel Corporate Management

Dawn Jones	Chief Impact	Profile
LipBu Tan	Chief Officer	Profile
Keyvan Esfarjani	Executive Officer	Profile
Shlomit Weiss	Senior Group	Profile

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