NASDAQ:AMD Advanced Micro Devices Inc. stock

NASDAQ:AMD – Advanced Micro Devices Inc. data analysis summary on 05-03-2021:

  • Last closing quote is 78.52 USD
  • Last daily return is 0.99% (0.77 USD in absolute)
  • Last year return is 63.21%
  • Last year historical 1% Value at Risk is -9.68%

NASDAQ:AMD – Advanced Micro Devices Inc. informations :

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

NASDAQ:AMD last news

  • 02/03/2021-14:10 1 Reason Why You Should Buy the Dip in AMD Stock The Motley Fool

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 -10.67% -0.22%* 63.21% 234.13%
15 days moving average returns -4.46% 1.12% 69.90% 262.25%
45 days moving average returns -2.88% 19.13% 78.57% 307.17%

Notes :

  • Reading example: NASDAQ:AMD stock closing price has decreased of 0.22%* 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% -9.68% -8.01%
5% -4.74%(a) -4.61%
10% -3.60% -3.41%
Assuming daily returns follows Normal Distribution (mean, volatility)
1 year-data 2 years of data
Mean 0.25%(b) 0.30%
Volatility
(standard deviation)
3.75%(c) 3.43%
Value at Risk 1% -8.47% -7.68%
5% -5.92%(d) -5.35%
10% -4.56% -4.10%

Notes:

  • Reading example: Using historical NASDAQ:AMD stock data closing price daily returns over last year, the 5% worst returns are less than -4.74%(a). Also, if we assume that historical NASDAQ:AMD stock returns price over last year follows a normal distribution of mean 0.25%(b) and standard deviation 3.75%(c), the 5% worst returns are less than -5.92%(d).
  • Returns are not annualized

Data sources

Stock data provided by IEX Cloud