Intel (INTC): 20-day volatility 4.995% daily (95th pct)

On 2026-08-18, Intel (INTC) closed at 96.69 USD, down 6.57% on the day. Its 20-day return of -8.31% is in the 16th percentile. Its RSI(14) of 45.38 is in the 31st percentile of its history since 1980. It trades at 61.8% of its 52-week range. Its RSI last entered overbought 84 days ago (2026-05-26) and oversold 382 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 96.71 / 109.19 / 70.73 USD, with price -0.02% / -11.44% / +36.70% against them. Its moving averages stack 50-day > 20-day > 200-day. Its 52-week range is 22.78–142.35 USD; it closed 32.08% below the high and 324.45% above the low. The high was set 49 days ago (2026-06-30) and the low 362 days ago (2025-08-21). It is 32.08% below its all-time high, set 49 days ago (2026-06-30). Its 20-day volatility is 4.995% daily, in the 95th percentile of its history since 1980. Its realized volatility across horizons is 5-day 4.233%, 20-day 4.995%, 60-day 5.331%, and 120-day 5.561% daily. Its 14-day average true range (ATR) is 7.07 USD, 7.32% of price. It has returned -1.04% over 5 days, -4.13% over 10 days, -8.31% over 20 days, -18.41% over 60 days, +106.25% over 120 days, and +293.69% over 252 days. Against the S&P 500, its weekly-return beta +3.36 / correlation +0.54 (52-week); beta +3.68 / correlation +0.59 (26-week). Relative to the S&P 500, it has returned -10.74% (20-day), -21.71% (60-day), and +274.43% (252-day). Its weekly-return correlation to the change in the US 10-year TIPS real yield is -0.24 (52-week); -0.46 (26-week). Next earnings are scheduled for 2026-10-22.

=== INTEL (INTC)  (USD) ===
  price & change   (as of 2026-08-18, prior 2026-08-17)
    close       96.69
    change      -6.80  (-6.571%)
  range            (as of 2026-08-18)
    range       4.06
    close pos   35.5% of range
  moving averages  (as of 2026-08-18)
     20d MA     96.71   price below by -0.02%
     50d MA     109.19   price below by -11.44%
    200d MA     70.73   price above by +36.70%
    price mixed vs MAs
    stack: 50d > 20d > 200d
    20d MA last crossed below 50d MA: 2026-07-21   (28d ago)
    20d MA last crossed above 200d MA: 2025-08-22   (361d ago)
    50d MA last crossed above 200d MA: 2025-08-15   (368d ago)
  volatility       (as of 2026-08-18)
    20d stdev   4.995% daily ≈ 79.3% annualized (×√252)   (95th pct of own history, since 1980 (11222 obs))
    term struct  5d 4.233% · 20d 4.995% · 60d 5.331% · 120d 5.561% daily
    vs easing-2024 avg  1.19× (4.995% vs 4.182% era avg)
  ATR              (as of 2026-08-18)
    ATR(14)    7.07
    ATR%        7.32%   (97th pct of own history, since 1980 (11228 obs))
    range/ATR   57.4%
  relative volume  (as of 2026-08-18)
    RVOL        1.02x  (today vs 20-day average volume)
    pctile      61st pct of own history, since 1980 (11222 obs)
  52-week range    (as of 2026-08-18)
    high        142.35   (-32.08% from high)   [2026-06-30, 49d ago]
    low         22.78   (+324.45% from low)   [2025-08-21, 362d ago]
    drawdown    -32.08% from all-time high, 49d ago (2026-06-30)
  momentum         (as of 2026-08-18)
    RSI(14)     45.38   (31st pct of own history, since 1980 (11228 obs))
    last overbought   84d ago (2026-05-26)
    last oversold   382d ago (2025-08-01)
  MACD             (as of 2026-08-18)
    MACD(12,26,9)   -1.35 (above signal)   signal -2.63   hist +1.28
  returns          (as of 2026-08-18)
      5d return  -1.04%
     10d return  -4.13%
     20d return  -8.31%
     60d return  -18.41%
    120d return  +106.25%
    252d return  +293.69%
  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 2026-08-17)
    vs real yield (Δ) -0.46 (26w)
    vs real yield (Δ) -0.24 (52w)
  S&P 500 market factor (weekly returns)  (as of 2026-08-18)
    vs S&P 500  beta +3.68  corr +0.59  (26w)
    vs S&P 500  beta +3.36  corr +0.54  (52w)
    vs S&P 500  -10.74% rel (20d return)
    vs S&P 500  -21.71% rel (60d return)
    vs S&P 500  +274.43% rel (252d return)
    vs Nasdaq 100  beta +2.87  corr +0.71  (26w)
    vs Nasdaq 100  beta +2.58  corr +0.62  (52w)
    vs Nasdaq 100  -9.51% rel (20d return)
    vs Nasdaq 100  -18.82% rel (60d return)
    vs Nasdaq 100  +269.41% rel (252d return)
    vs XLK (Information Technology)  beta +2.05  corr +0.66  (26w)
    vs XLK (Information Technology)  beta +1.90  corr +0.59  (52w)
  earnings horizon
    next earnings 2026-10-22  (65 days)