Intel's Stock Slides to 66th in Trading Volume Amid Leadership Shuffle and 0.04 Decline

On September 8, 2025, , , ranking 66th in market activity. The stock’s muted performance coincided with a series of strategic leadership appointments aimed at reinforcing its core business and innovation roadmap.

Intel announced the appointment of as Executive Vice President and General Manager of the Data Center Group (DCG). , including a leadership role at Arm, Kechichian is tasked with driving growth in cloud and enterprise solutions through the Xeon processor line. Jim Johnson, , was confirmed as permanent head of the Client Computing Group (CCG), overseeing PC and edge computing advancements. Both appointments underscore a focus on stabilizing and expanding Intel’s foundational markets.

A newly formed Central Engineering Group, led by , will consolidate horizontal engineering functions and develop custom silicon for external clients. Iyengar’s prior experience in silicon engineering, including work with hyperscale data centers, aligns with Intel’s push for tailored solutions. Meanwhile, ’s expanded role in Intel Foundry Services integrates technology development with manufacturing, aiming to streamline operations and enhance customer service.

The leadership reshuffle also includes the departure of , who will transition to a strategic advisor role. Her extensive contributions, including interim co-CEO and executive roles, highlight her legacy in shaping Intel’s product and revenue strategies. The company emphasized continuity in execution as part of its broader transformation.

To run this test faithfully we would need: 1. . 2. A mechanism to build a daily “top-500-by-volume” list, buy every name at that day’s close, and exit at the next day’s close. 3. A back-test engine that supports multi-ticker portfolios re-balanced every day. Unfortunately the current tool-set exposed to me only supports • single-ticker back-tests, or • single-ticker event studies. It cannot ingest and rebalance a 500-stock universe every trading day. Possible work-arounds: A. Narrow the request to one ticker or a small static basket (e.g. the 10 most-traded stocks overall) so that a single-ticker/event study framework fits. B. Use a broad ETF such as SPY or VTI as a rough proxy for a “high-volume” universe and test a 1-day holding strategy on that. C. I provide pseudo-code / methodology instead of executing the test, so you can implement it offline. Please let me know which option (or another) best meets your needs.