NASDAQ:AMD Advanced Micro Devices Inc. stock

NASDAQ:AMD – Advanced Micro Devices Inc. data analysis summary on 20-07-2021:

  • Last closing quote is 87.11 USD
  • Last daily return is 0.61% (0.53 USD in absolute)
  • Last year return is 51.60%
  • Last year historical 1% Value at Risk is -6.18%

NASDAQ:AMD – Advanced Micro Devices Inc. informations :

NASDAQ:AMD – Advanced Micro Devices Inc. refers to :

NASDAQ:AMD stock price evolution and returns

Note : Because prices are observed at a certain point and may be subject to noise, we also consider 15 days and 45 days closing price moving average which is smoother and thus robust to insignificant fluctuations.

1 month 6 months 12 months 24 months
Closing price returns 5.47% -1.85%* 51.60% 165.18%
15 days moving average returns 10.38% -2.06% 65.39% 174.66%
45 days moving average returns 5.20% -8.02% 55.38% 173.70%

Notes :

  • Reading example: NASDAQ:AMD stock closing price has decreased of 1.85%* over the last 6 months
  • Returns are not annualized

NASDAQ:AMD stock returns distributions and risk

Daily historical returns values
1-year data 2 years of data
Value at Risk 1% -6.18% -8.02%
5% -3.91%(a) -4.64%
10% -3.20% -3.42%
Assuming daily returns follows Normal Distribution (mean, volatility)
1 year-data 2 years of data
Mean 0.22%(b) 0.25%
Volatility
(standard deviation)
2.97%(c) 3.30%
Value at Risk 1% -6.67% -7.42%
5% -4.65%(d) -5.17%
10% -3.58% -3.98%

Notes:

  • Reading example: Using historical NASDAQ:AMD stock data closing price daily returns over last year, the 5% worst returns are less than -3.91%(a). Also, if we assume that historical NASDAQ:AMD stock returns price over last year follows a normal distribution of mean 0.22%(b) and standard deviation 2.97%(c), the 5% worst returns are less than -4.65%(d).
  • Returns are not annualized

Data sources

Stock data provided by IEX Cloud