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 :
- 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 Nms Global Market
- region exchange MIC (Market Identifier Code): XNAS
- trading currency ISO 4217 code: USD
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