Intel (INTC): 20-day volatility 5.162% daily (96th pct)

On 2026-08-14, Intel (INTC) closed at 102.5 USD, down 1.97% on the day. Its 20-day return of +7.85% is in the 75th percentile. It trades at 66.9% of its 52-week range. Its RSI(14) of 51.25 is in the 48th percentile of its history since 1980. Its RSI last entered overbought 80 days ago (2026-05-26) and oversold 378 days ago (2025-08-01). It is trading above some and below others of its 20-, 50- and 200-day moving averages. Its 20/50/200-day moving averages are 96.82 / 109.4 / 70.14 USD, with price +5.86% / -6.31% / +46.13% against them. Its moving averages stack 50-day > 20-day > 200-day. Its 52-week range is 21.9–142.35 USD; it closed 27.99% below the high and 368.04% above the low. The high was set 45 days ago (2026-06-30) and the low 365 days ago (2025-08-14). It is 27.99% below its all-time high, set 45 days ago (2026-06-30). Its 20-day volatility is 5.162% daily, in the 96th percentile of its history since 1980. Its realized volatility across horizons is 5-day 3.316%, 20-day 5.162%, 60-day 5.351%, and 120-day 5.538% daily. Its 14-day average true range (ATR) is 7.2 USD, 7.02% of price. It has returned +0.84% over 5 days, +13.64% over 10 days, +7.85% over 20 days, -7.49% over 60 days, +134.93% over 120 days, and +361.30% over 252 days. Against the S&P 500, its weekly-return beta +3.32 / correlation +0.53 (52-week); beta +3.55 / correlation +0.56 (26-week). Relative to the S&P 500, it has returned +3.45% (20-day), -13.37% (60-day), and +340.90% (252-day). Its weekly-return correlation to the change in the US 10-year TIPS real yield is -0.23 (52-week); -0.46 (26-week). Next earnings are scheduled for 2026-10-22.

=== INTEL (INTC)  (USD) ===
  price & change   (as of 2026-08-14, prior 2026-08-13)
    close       102.50
    change      -2.06  (-1.970%)
  range            (as of 2026-08-14)
    range       4.82
    close pos   9.3% of range
  moving averages  (as of 2026-08-14)
     20d MA     96.82   price above by +5.86%
     50d MA     109.40   price below by -6.31%
    200d MA     70.14   price above by +46.13%
    price mixed vs MAs
    stack: 50d > 20d > 200d
  volatility       (as of 2026-08-14)
    20d stdev   5.162% daily ≈ 81.9% annualized (×√252)   (96th pct of own history, since 1980 (11220 obs))
    term struct  5d 3.316% · 20d 5.162% · 60d 5.351% · 120d 5.538% daily
    vs easing-2024 avg  1.23× (5.162% vs 4.180% era avg)
  ATR              (as of 2026-08-14)
    ATR(14)    7.20
    ATR%        7.02%   (97th pct of own history, since 1980 (11226 obs))
    range/ATR   66.9%
  relative volume  (as of 2026-08-14)
    RVOL        0.79x  (today vs 20-day average volume)
    pctile      33rd pct of own history, since 1980 (11220 obs)
  52-week range    (as of 2026-08-14)
    high        142.35   (-27.99% from high)   [2026-06-30, 45d ago]
    low         21.90   (+368.04% from low)   [2025-08-14, 365d ago]
    drawdown    -27.99% from all-time high, 45d ago (2026-06-30)
  momentum         (as of 2026-08-14)
    RSI(14)     51.25   (48th pct of own history, since 1980 (11226 obs))
    last overbought   80d ago (2026-05-26)
    last oversold   378d ago (2025-08-01)
  MACD             (as of 2026-08-14)
    MACD(12,26,9)   -1.59 (above signal)   signal -3.40   hist +1.81
  returns          (as of 2026-08-14)
      5d return  +0.84%
     10d return  +13.64%
     20d return  +7.85%
     60d return  -7.49%
    120d return  +134.93%
    252d return  +361.30%
  volatility by rate-era
    pre-crisis       2.87%   (from 1980-03-18)
    ZIRP-2009        1.64%
    tightening-2015  1.60%
    ZIRP-2019        2.46%
    tightening-2022  2.43%
    easing-2024      4.18%
  real-yield sensitivity (weekly returns vs weekly Δ in 10Y TIPS real yield, DFII10)  (as of 2026-08-13)
    vs real yield (Δ) -0.46 (26w)
    vs real yield (Δ) -0.23 (52w)
  S&P 500 market factor (weekly returns)  (as of 2026-08-14)
    vs S&P 500  beta +3.55  corr +0.56  (26w)
    vs S&P 500  beta +3.32  corr +0.53  (52w)
    vs S&P 500  +3.45% rel (20d return)
    vs S&P 500  -13.37% rel (60d return)
    vs S&P 500  +340.90% rel (252d return)
    vs XLK (Information Technology)  beta +2.03  corr +0.65  (26w)
    vs XLK (Information Technology)  beta +1.88  corr +0.58  (52w)
  earnings horizon
    next earnings 2026-10-22  (69 days)