NASDAQ:AMD Advanced Micro Devices Inc. stock

NASDAQ:AMD – Advanced Micro Devices Inc. data analysis summary on 11-02-2021:

  • Last closing quote is 92.66 USD
  • Last daily return is 0.34% (0.31 USD in absolute)
  • Last year return is 72.23%
  • Last year historical 1% Value at Risk is -9.66%

NASDAQ:AMD – Advanced Micro Devices Inc. informations :

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

NASDAQ:AMD last news

  • 09/02/2021-00:28 Cramer’s lightning round: Buy AMD CNBC

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 -4.72% 20.53%* 72.23% 303.57%
15 days moving average returns -3.05% 16.62% 79.81% 301.87%
45 days moving average returns 1.89% 48.24% 93.89% 352.64%

Notes :

  • Reading example: NASDAQ:AMD stock closing price has increased of 20.53%* 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% -9.66% -8.01%
5% -5.39%(a) -4.23%
10% -3.59% -3.30%
Assuming daily returns follows Normal Distribution (mean, volatility)
1 year-data 2 years of data
Mean 0.30%(b) 0.33%
Volatility
(standard deviation)
3.83%(c) 3.40%
Value at Risk 1% -8.61% -7.58%
5% -6.00%(d) -5.26%
10% -4.61% -4.03%

Notes:

  • Reading example: Using historical NASDAQ:AMD stock data closing price daily returns over last year, the 5% worst returns are less than -5.39%(a). Also, if we assume that historical NASDAQ:AMD stock returns price over last year follows a normal distribution of mean 0.30%(b) and standard deviation 3.83%(c), the 5% worst returns are less than -6.00%(d).
  • Returns are not annualized

Data sources

Stock data provided by IEX Cloud