NASDAQ:AMD – Advanced Micro Devices Inc. data analysis summary on 11-05-2021:
- Last closing quote is 76.83 USD
- Last daily return is 1.11% (0.84 USD in absolute)
- Last year return is 37.84%
- Last year historical 1% Value at Risk is -6.35%
NASDAQ:AMD – Advanced Micro Devices Inc. informations :
NASDAQ:AMD – Advanced Micro Devices Inc. refers to :
- stock symbol: NASDAQ:AMD
- company name: Advanced Micro Devices Inc.
- FIGI (Financial Instrument Global Identifier): BBG000BBQCY0
- CIK (Central Index Key): 2488.0
- region code ISO 3166-1 alpha-2 : US
- trading exchange: NASDAQ
- region exchange MIC (Market Identifier Code): XNAS
- trading currency ISO 4217 code: USD
NASDAQ:AMD last news
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 | -2.23% | -5.47%* | 37.84% | 192.80% |
| 15 days moving average returns | 1.42% | 0.80% | 49.61% | 192.85% |
| 45 days moving average returns | -3.07% | -0.44% | 63.38% | 198.63% |
Notes :
- Reading example: NASDAQ:AMD stock closing price has decreased of 5.47%* 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% | -6.35% | -8.02% |
| 5% | -3.98%(a) | -4.78% | |
| 10% | -3.52% | -3.52% | |
| Assuming daily returns follows Normal Distribution (mean, volatility) | |||
| 1 year-data | 2 years of data | ||
| Mean | 0.19%(b) | 0.26% | |
| Volatility (standard deviation) |
3.10%(c) | 3.39% | |
| Value at Risk | 1% | -7.02% | -7.62% |
| 5% | -4.90%(d) | -5.31% | |
| 10% | -3.78% | -4.08% | |
Notes:
- Reading example: Using historical NASDAQ:AMD stock data closing price daily returns over last year, the 5% worst returns are less than -3.98%(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 3.10%(c), the 5% worst returns are less than -4.90%(d).
- Returns are not annualized
Data sources
Stock data provided by IEX Cloud