Intel Stock Volatility

INTC Stock

USD 44.00 -0.01 -0.02%

Intel retains elevated price volatility during the last 3 months. The current Sharpe ratio for Intel is 0.0923, showing that returns compensated for risk over the last 3 months. Current risk dynamics are supported by 26 technical indicators.

Sharpe Ratio = 0.0923

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Intel (INTC) recorded a Market Risk Adjusted Performance of 0.3%, a Risk of 4.66, and a Risk Adjusted Performance of 0.1%. Monthly moving average analysis places Intel at roughly 7% of its prior performance bandwidth. Diversification effects depend on volatility and correlation structure across holdings. Correlation characteristics influence how Intel affects diversification outcomes.

Key indicators related to Intel's volatility include:

90 Days Market Risk

Very Low

Chance Of Distress

Low

90 Days Economic Sensitivity

Responds to the market

Intel's volatility is most commonly measured using the annualized standard deviation of daily returns. Beta-adjusted market sensitivity and financial distress probability provide a robust estimate of Intel's overall risk level. For options traders, Intel's implied volatility surface provides a forward-looking estimate of future price dispersion.

Build portfolio with Intel Stock

Volatility Strategy

Intel price cycles can influence portfolio-level exposure concentration. Current statistical measures show total volatility near 4.66% with a beta coefficient of 1.4, indicating sensitivity relative to the broader market benchmark. Risk-adjusted efficiency, represented by a Sharpe ratio of 0.0923, evaluates return per unit of total risk. An alpha value of 0.44 reflects performance relative to systematic market exposure. Expected return estimates near 0.43% are derived from historical distribution modeling and help frame forward-looking return assumptions within a portfolio context. Equity volatility may reflect changes in growth expectations.

Main indicators related to Intel's market risk premium analysis include:

Beta

1.4

Alpha

0.44

Risk

4.66

Sharpe Ratio

0.0923

Expected Return

0.43

Moving together with Intel Stock

0.73	MU	Micron Technology	Pair Corr
0.7	IMOS	ChipMOS Technologies	Pair Corr
0.78	LRCX	Lam Research Corp Aggressive Push	Pair Corr
0.64	AMAT	Applied Materials	Pair Corr
0.62	AOSL	Alpha and Omega	Pair Corr
0.88	SKYT	Skywater Technology	Pair Corr
0.66	EC	Ecopetrol SA ADR	Pair Corr
0.66	CUBE	CubeSmart	Pair Corr
0.61	RANG	Range Capital Acquisition	Pair Corr
0.7	ESP	Espey Mfg Electronics	Pair Corr

Moving against Intel Stock

0.59

QCOM

Qualcomm Incorporated

Pair Corr

Sensitivity To Market

With a beta of 1.4, Intel shows measurable correlation with market returns. Beta is statistically defined as the regression slope between asset and benchmark returns. Current volatility is near 4.66%.Intel return variability over the selected time horizon is summarized by standard deviation (4.51%) and semi-deviation (4.02%). Options markets imply a forward-looking volatility estimate near 73.0%. This suggests the market is pricing in the possibility of wider future price swings compared to recent historical dispersion. Equity volatility often increases when trading volume rises and spreads widen in fast markets.

Check current 90 days Intel correlation with market (Dow Jones Industrial)

0.44

1.40

Competition

3 Months Beta |Analyze Intel Demand Trend

Check current 90 days Intel correlation with market (Dow Jones Industrial)

Downside Risk

The standard deviation of Intel measures how widely its daily prices are dispersed around the mean. High standard deviation points to high volatility; low standard deviation points to price stability. The standard deviation of Intel prices measures volatility as the average daily spread from the mean.

Standard Deviation

4.66

Standard deviation captures both upside and downside movement in Intel. While standard deviation captures total volatility, downside deviation focuses exclusively on the loss side of Intel's returns. A complete risk picture of Intel emerges when standard deviation and downside deviation are examined together. Intel (INTC) recorded a Downside Deviation of 4.37, a Downside Variance of 19.13, and a Maximum Drawdown of 28.75.

Using Intel Put Option to Manage Risk Based on 2026-06-18 Contracts

Intel (INTC) recorded an Option Implied Volatility of 0.73 and an Option Max Pain Price of 42. Put options on Intel serve as a defensive tool for investors who want to protect their position in Intel Stock. A put option on Intel Stock gives the investor the right to sell Intel at a specific price before the contract expires. Put options on Intel can serve as insurance against adverse price movements in Intel Stock.

Intel's PUT expiring on 2026-06-18

Profit

Intel Price At Expiration

Current Intel Insurance Chain

		Delta	Gamma	Open Int	Expiration	Current Spread	Last Price
Put	INTC260618P00080000	0.0	0.0	13	2026-06-18	34.85 - 36.95	0.0	View
Put	INTC260618P00075000	0.0	0.0	109	2026-06-18	29.9 - 31.45	0.0	View
Put	INTC260618P00070000	-0.930024	0.010447	191	2026-06-18	25.25 - 27.15	0.0	View
Put	INTC260618P00065000	0.0	0.0	388	2026-06-18	20.25 - 21.55	0.0	View
Put	INTC260618P00062500	-0.941639	0.012198	42	2026-06-18	17.95 - 19.25	0.0	View
Put	INTC260618P00060000	-0.839939	0.020496	656	2026-06-18	16.35 - 17.0	0.0	View
Put	INTC260618P00057500	-0.832204	0.023552	93	2026-06-18	13.45 - 14.85	0.0	View
Put	INTC260618P00055000	-0.752041	0.026882	464	2026-06-18	12.0 - 12.6	0.0	View
Put	INTC260618P00052500	-0.682948	0.029051	648	2026-06-18	10.05 - 10.85	0.0	View
Put	INTC260618P00050000	-0.61386	0.03059	1858	2026-06-18	8.45 - 8.9	0.0	View
Put	INTC260618P00049000	-0.58671	0.031225	1309	2026-06-18	7.95 - 8.1	0.0	View

View All Intel Options

Stock Volatility Analysis

Intel stock volatility is a measure of the speed and extent of Intel's price movements. A higher-volatility stock like Intel may generate large gains or losses in a short timeframe. In most cases, the higher the volatility, the riskier the stock.

Transformation

This analysis covers sixty-one data points across the selected time horizon. Intel Average Price is the average of the sum of open, high, low and close daily prices of a bar. It can be used to smooth an indicator that normally takes just the closing price as input.

Projected Return Density Against Market

Given the investment horizon of 90 days Intel has a beta of 1.3977 . This usually indicates as the benchmark fluctuates upward, the company is expected to outperform it on average. However, if the benchmark returns are projected to be negative, Intel will likely underperform.

Systematic exposure aligns Intel with overall stock market volatility, while unsystematic drivers reflect company or sector-specific developments. Intel (INTC) recorded a Downside Deviation of 4.37, a Mean Deviation of 3.17, and an Option Implied Volatility of 0.73.

Intel has an alpha of 0.4365, implying that it can generate a 0.4365 percent excess return over Dow Jones Industrial after adjusting for the inherent market risk (beta).

Predicted Return Distribution

Density

Intel's volatility is typically evaluated with standard deviation and beta. Standard deviation reflects how far Intel's returns usually move from the mean over the selected horizon.

What Drives Intel's Price Volatility?

Industry Dynamics

Peer results and sector re-ratings in the Semiconductors & Semiconductor Equipment sector often influence how investors price Intel's risk.

Political and Economic Environment

Macro data and central-bank signals can change valuation assumptions and short-term positioning around Intel.

Intel's Company-Specific Factors

Company-specific events such as product updates, strategic actions, or execution issues can trigger volatility clusters.

Stock Risk Measures

Given the investment horizon of 90 days the coefficient of variation of Intel is 1082.97. The daily returns are distributed with a variance of 21.69 and standard deviation of 4.66. The mean deviation of Intel is currently at 3.31. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.82

α	Alpha over Dow Jones	0.44	Details
β	Beta against Dow Jones	1.40	Details
σ	Overall volatility	4.66	Details
Ir	Information ratio	0.09	Details

Stock Return Volatility

Daily return volatility for Intel measures how far stock returns deviate from their average on a day-to-day basis. The firm shows 4.6577% volatility of returns over 90 trading days. For comparison, Dow Jones Industrial has volatility of 0.8483% on return distribution over a 90-day investment horizon.

Performance

Timeline

Related Correlations Analysis

	ARM	KLAC	AMAT	QCOM	TXN	LRCX	APH	SONY	NOW	ADI
ARM		0.34	0.64	-0.58	0.3	0.42	-0.11	-0.49	-0.55	0.6	ARM
KLAC	0.34		0.82	-0.56	0.52	0.89	0.58	-0.63	-0.64	0.66	KLAC
AMAT	0.64	0.82		-0.82	0.67	0.9	0.3	-0.83	-0.88	0.91	AMAT
QCOM	-0.58	-0.56	-0.82		-0.61	-0.68	0.06	0.94	0.9	-0.73	QCOM
TXN	0.3	0.52	0.67	-0.61		0.79	0.34	-0.61	-0.85	0.83	TXN
LRCX	0.42	0.89	0.9	-0.68	0.79		0.52	-0.74	-0.84	0.82	LRCX
APH	-0.11	0.58	0.3	0.06	0.34	0.52		0.01	-0.17	0.28	APH
SONY	-0.49	-0.63	-0.83	0.94	-0.61	-0.74	0.01		0.87	-0.72	SONY
NOW	-0.55	-0.64	-0.88	0.9	-0.85	-0.84	-0.17	0.87		-0.88	NOW
ADI	0.6	0.66	0.91	-0.73	0.83	0.82	0.28	-0.72	-0.88		ADI
	ARM	KLAC	AMAT	QCOM	TXN	LRCX	APH	SONY	NOW	ADI

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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

SONY	+ 0.94	QCOM
ADI	+ 0.91	AMAT
LRCX	+ 0.9	AMAT
NOW	+ 0.9	QCOM
LRCX	+ 0.89	KLAC
NOW	+ 0.87	SONY

High negative correlations

ADI	- 0.88	NOW
NOW	- 0.88	AMAT
NOW	- 0.85	TXN
NOW	- 0.84	LRCX
SONY	- 0.83	AMAT
QCOM	- 0.82	AMAT

Risk-Adjusted Indicators

Evaluating Intel Stock requires separating price momentum from underlying operating strength versus competitors. Risk-adjusted metrics help compare Intel's efficiency and downside exposure against peers on a like-for-like basis. These indicators are quantitative in nature and help investors evaluate volatility and risk-adjusted expected returns across different positions.

	Mean Deviation	Jensen Alpha	Sortino Ratio	Treynor Ratio	Semi Deviation	Expected Shortfall	Potential Upside	Value @Risk	Maximum Drawdown
ARM	2.11	0.34	0.12	0.12	2.16	-2.32	5.14	-4.15	16.74
KLAC	2.47	0.53	0.10	0.17	3.89	-2.35	6.12	-5.21	22.94
AMAT	2.40	0.68	0.19	0.29	2.87	-2.52	5.75	-5.57	14.36
QCOM	1.35	-0.38	0.00	-0.37	0.00	0.00	1.78	-3.35	11.94
TXN	1.47	0.19	0.11	0.11	1.54	-1.63	2.61	-2.96	14.28
LRCX	2.94	0.76	0.19	0.26	3.17	-3.28	6.99	-5.93	17.49
APH	2.45	0.16	0.04	0.05	3.80	-2.53	5.09	-5.41	19.08
SONY	1.23	-0.31	0.00	-0.40	0.00	0.00	2.24	-3.06	10.40
NOW	2.24	-0.47	0.00	-1.99	0.00	0.00	3.54	-5.54	13.48
ADI	1.34	0.27	0.14	0.15	1.68	-1.38	3.15	-3.45	9.87

Risk Metrics, Assumptions & Methodology

Volatility for Intel measures return dispersion and uncertainty over time. Dispersion metrics refine allocation models across asset classes. Intel has a market cap of 219.84 B, P/E of 9.08, ROE of 0.02%.

Unless otherwise specified, data for Intel is compiled from periodic company reporting and market reference feeds and standardized for comparability. Analyst inputs may be included when coverage is available. Updates may occur throughout the day. Volatility and downside metrics are estimated from historical return dispersion.

This content is curated and reviewed by:

Raphi Shpitalnik - Junior Member of Macroaxis Editorial Board

Last reviewed on March 7th, 2026

Intel Investment Opportunity

Intel is about 5.48 times more volatile than Dow Jones Industrial based on recent return behavior. Investors typically want to know whether the additional volatility is buying them more upside or simply more noise.You can use Intel to protect the portfolio against small market fluctuations. This move summary looks at how the current session may translate into a basic near-term setup. It is intended to separate routine noise from more speculative bursts in price action. a normal downward trend and little activity. Check odds of Intel to be traded at $43.56 in 90 days.

Moderate diversification

Across the chosen horizon, Intel and Dow Jones show a correlation of 0.25 and fall into the Moderate diversification bucket. This chart helps evaluate whether adding Dow Jones genuinely reduces risk relative to holding Intel alone.

View Details

Intel Additional Risk Indicators

A broader risk-indicator set for Intel can improve buy, hold, hedge, and sell decisions by adding context beyond the most common measures. This is most useful when investors want to understand whether the current opportunity is being paid for with reasonable risk.

	Risk Adjusted Performance	0.0721
	Market Risk Adjusted Performance	0.2544
	Mean Deviation	3.17
	Semi Deviation	4.02
	Downside Deviation	4.37
	Coefficient Of Variation	1281.89
	Standard Deviation	4.51

Intel Suggested Diversification Pairs

A pair strategy built around Intel is useful when investors want to reduce directional market exposure while still expressing a relative-value idea. Used properly, pair trading is less about prediction in isolation and more about identifying relative mispricing between related positions.

Pair diversification lowers overall risk, though certain risk categories remain unaffected regardless of how positions are paired. Systematic risk - the risk tied to the overall market - cannot be eliminated by pairing Intel with another position. However, Intel's company-specific risk can be partially offset by selecting a pair that does not move in lockstep with Intel.

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