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Volatility Analysis for Intel

Chapter II: Understanding Price Volatility behaviour is essential to assessing the risk associated with positions across different time spans.

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Daily Volatility = Price Range as a percent of the daily average price. of Intel

This chart shows Volatility for Intel, defined to be the price range as a portion of the average price:

For instance, on 2/4/2010 the average price was 19.27 with a range of 0.63, indicating a Daily Volatility of 3.2%. The Daily Volatility is obtained by dividing the daily range by the daily average. A longer Volatility period such as Weekly Volatility is obtained by dividing the weekly price range by the weekly mean price. It is important to avoid confusing this with the weekly average of the daily volatility, which is a completely different concept.

The red plot shows the actual price. The remaining marks on the plot correspond to the Volatility measured across several time intervals.

According to academic theory, Volatility is exactly equal to Risk. But investors often make a distinction between these two concepts. The different character of Volatility as seen in different time frames, lends some support to the investor's view. During 24 years, the Average Quarterly Volatility of INTC stock price has been 31% while the Average Daily Volatility has been 3%.



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Volatility Curve of Intel

If you have ever seen a "yield curve" you should be able to understand the concept behind this "yield curve". These Volatility Curves each apply to a discrete time interval. From left to right, each position plots the Volatility associated with increasing intervals of time. However, as seen in this plot of the INTC Volatility Curve, the increase is not constant.



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Daily Volatility Histogram of Intel

A frequency distribution of the green points on the first chart (the daily volatility) yields this histogram.



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INTC:  Quarterly Volatility Histogram

Similarly, the purple points on the top chart, the Quarterly Volatility Values, are subjected to frequency distribution here.

For Subscribers: Refined Analysis of Intel Volatility and Risk Behavior

Refined Volatility Risk Analysis for INTC :


Companies in the News:

Thursday, February 04, 2010: We have news on MicroSoft, ticker symbol MSFT. Some signs of an over-sold condition have become evident. Also, there are breaking events concerning Polo Ralph Lauren Corporation and Eastman Kodak.

From the News Archive: (2/3/2010 ) Favorable events happened at C.H. Robinson Worldwide, Inc., PNC Financial Services, and Briggs and Stratton. Meanwhile, bad news came from Northrop Grumman Corporation.


More INTC Technical Analysis Topics

INTC Price Predictions

Support and Resistance Levels

Politics and Prices of INTC

Japanese Candlestick Analysis

INTC Classical Analysis of Time Series

INTC Historical Volume

INTC Seasonal Trends

Back to INTC Table of Contents


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