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Intel Historical Volatility

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:

So, to derive the Daily Volatility on 3/17/2010 of 1.9%, the price range for the day (0.44) was divided by the average price (22.13). Daily Volatility (the daily range as a portion of the daily average price) is plotted in green. Blue is Weekly Volatility, which is the weekly range as a portion of the weekly average price. It is important to avoid confusing this with the weekly average of the daily volatility, which is a completely different concept.

For reference, the price is plotted in red. Volatility, as measured through various intervals, ( Daily, Weekly, Monthly and Quarterly) is plotted according to color.

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. Average Daily Volatility over the history of INTC has been 3% in contrast to the Average Quarterly Volatility of 31%.



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Volatility Curve of Intel

You may be familiar with the "yield curve" which shows how interest bearing yields vary according to term. Each Volatility Curve is a snapshot in time. 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

This histogram is a frequency distribution of Daily Volatility, corresponding to the green points on the first chart on this page.



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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:

Friday, March 19, 2010: We have news on L-3 Communications Holdings, Inc., ticker symbol LLL. Signs of an over-bought condition have become noticable. Also, there are breaking events concerning Mylan Inc. and TECO Energy, Inc..

From the News Archive: (3/18/2010 ) Bad news came from MicroSoft, General Electric, Sempra Energy, and Walmart.


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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