NASDAQ:AMD Advanced Micro Devices Inc. stock

NASDAQ:AMD – Advanced Micro Devices Inc. data analysis summary on 14-01-2022:

  • Last closing quote is 136.88 USD
  • Last daily return is 3.12% (4.14 USD in absolute)
  • Last year return is 50.77%
  • Last year historical 1% Value at Risk is -5.96%

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 0.94% 53.71%* 50.77% 183.92%
15 days moving average returns -3.55% 56.71% 52.92% 196.31%
45 days moving average returns 5.50% 74.44% 59.85% 239.84%

Notes :

  • Reading example: NASDAQ:AMD stock closing price has increased of 53.71%* 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% -5.96% -7.78%
5% -4.52%(a) -4.88%
10% -3.12% -3.54%
Assuming daily returns follows Normal Distribution (mean, volatility)
1 year-data 2 years of data
Mean 0.19%(b) 0.26%
Volatility
(standard deviation)
2.71%(c) 3.33%
Value at Risk 1% -6.11% -7.48%
5% -4.26%(d) -5.21%
10% -3.28% -4.00%

Notes:

  • Reading example: Using historical NASDAQ:AMD stock data closing price daily returns over last year, the 5% worst returns are less than -4.52%(a). Also, if we assume that historical NASDAQ:AMD stock returns price over last year follows a normal distribution of mean 0.19%(b) and standard deviation 2.71%(c), the 5% worst returns are less than -4.26%(d).
  • Returns are not annualized

Data sources

Stock data provided by IEX Cloud