NASDAQ:AMD Advanced Micro Devices Inc. stock

NASDAQ:AMD – Advanced Micro Devices Inc. data analysis summary on 09-09-2021:

  • Last closing quote is 106.15 USD
  • Last daily return is -0.02% (-0.02 USD in absolute)
  • Last year return is 29.59%
  • Last year historical 1% Value at Risk is -5.63%

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 -1.33% 35.17%* 29.59% 248.03%
15 days moving average returns 5.53% 31.01% 28.03% 251.09%
45 days moving average returns 11.30% 15.91% 35.47% 222.02%

Notes :

  • Reading example: NASDAQ:AMD stock closing price has increased of 35.17%* 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% -5.63% -7.78%
5% -3.84%(a) -4.07%
10% -3.08% -3.33%
Assuming daily returns follows Normal Distribution (mean, volatility)
1 year-data 2 years of data
Mean 0.15%(b) 0.30%
Volatility
(standard deviation)
2.50%(c) 3.18%
Value at Risk 1% -5.67% -7.11%
5% -3.97%(d) -4.94%
10% -3.06% -3.78%

Notes:

  • Reading example: Using historical NASDAQ:AMD stock data closing price daily returns over last year, the 5% worst returns are less than -3.84%(a). Also, if we assume that historical NASDAQ:AMD stock returns price over last year follows a normal distribution of mean 0.15%(b) and standard deviation 2.50%(c), the 5% worst returns are less than -3.97%(d).
  • Returns are not annualized

Data sources

Stock data provided by IEX Cloud