With this equity back-testing module your can estimate the performance of a buy and hold strategy of Advanced Micro Devices and determine expected loss or profit from investing in Advanced Micro over given investment horizon. Check also Advanced Micro Hype Analysis, Advanced Micro Correlation, Advanced Micro Valuation, Advanced Micro Volatility as well as analyze Advanced Micro Alpha and Beta and Advanced Micro Performance.
|Horizon||30 Days Login to change|
Advanced Micro 'What if' Analysis
October 17, 20180.00
December 16, 20180.00
If you would invest 0.00 in Advanced Micro on October 17, 2018 and sell it all today you would earn a total of 0.00 from holding Advanced Micro Devices or generate 0.0% return on investment in Advanced Micro over 60 days. Advanced Micro is related to or competes with Diodes Incorporated, Aquantia Corp, Cypress Semiconductor, MagnaChip Semiconductor, ON Semiconductor, DSP, and EMCORE. Advanced Micro Devices, Inc. operates as a semiconductor company worldwide
Advanced Micro Upside/Downside Indicators
Advanced Micro Market Premium Indicators
Advanced Micro Devices Backtested Returns
Macroaxis considers Advanced Micro to be relatively risky. Advanced Micro Devices secures Sharpe Ratio (or Efficiency) of -0.0864 which signifies that Advanced Micro Devices had -0.0864% of return per unit of risk over the last 2 months. Macroaxis philosophy towards foreseeing risk of any stock is to look at both systematic and un-systematic factors of the business, including all available market data and technical indicators. Advanced Micro Devices exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to confirm Advanced Micro Devices Risk Adjusted Performance of
(0.08) and Mean Deviation of 4.84 to double-check risk estimate we provide. Macroaxis gives Advanced Micro performance score of 0 on a scale of 0 to 100. The firm shows Beta (market volatility) of 1.9282 which signifies that as market goes up, the company is expected to significantly outperform it. However, if the market returns are negative, Advanced Micro will likely underperform.. Even though it is essential to pay attention to Advanced Micro Devices historical returns, it is always good to be careful when utilizing equity current trending patterns. Macroaxis philosophy towards foreseeing future performance of any stock is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. Advanced Micro Devices exposes twenty-one different technical indicators which can help you to evaluate its performance. Advanced Micro Devices has expected return of -0.5394%. Please be advised to confirm Advanced Micro Devices Treynor Ratio as well as the relationship between Potential Upside and Expected Short fall to decide if Advanced Micro Devices past performance will be repeated at some point in the near future.
|15 days auto-correlation||(0.54)|
|Spearman Rank Test||0.08|
Advanced Micro Devices lagged returns against current returns
Current and Lagged Values
Advanced Micro regressed lagged prices vs. current prices
Current vs Lagged Prices
Advanced Micro Lagged Returns
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Check also Advanced Micro Hype Analysis, Advanced Micro Correlation, Advanced Micro Valuation, Advanced Micro Volatility as well as analyze Advanced Micro Alpha and Beta and Advanced Micro Performance. Please also try World Markets Correlation module to find global opportunities by holding instruments from different markets.