NASDAQ:AMD Advanced Micro Devices Inc. stock

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 :

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