Advanced Micro Backtesting

Advanced Micro Devices Inc -- USA Stock  

USD 11.26  0.63  5.93%

With this equity back-testing module your can estimate the performance of a buy and hold strategy of Advanced Micro Devices Inc 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
 Time Horizon     30 Days    Login   to change

Advanced Micro 'What if' Analysis

February 22, 2018
No Change 0.00  0.0%
In 31 days
March 24, 2018
If you would invest  0.00  in Advanced Micro on February 22, 2018 and sell it all today you would earn a total of 0.00 from holding Advanced Micro Devices Inc or generate 0.0% return on investment in Advanced Micro over 30 days. Advanced Micro is related to or competes with Micron Technology, ON Semiconductor, Flex Ltd, Analog Devices, Arrow Electronics. Advanced Micro Devices, Inc. operates as a semiconductor company worldwide

Advanced Micro Upside/Downside Indicators


Advanced Micro Market Premium Indicators

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 Devices Backtested Returns

Macroaxis considers Advanced Micro to be not very volatile. Advanced Micro Devices secures Sharpe Ratio (or Efficiency) of -0.2296 which signifies that Advanced Micro Devices had -0.2296% of return per unit of risk over the last 1 month. 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 Inc 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 0.22 and Mean Deviation of 1.71 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 -1.053 which signifies that . 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 Inc exposes twenty-one different technical indicators which can help you to evaluate its performance. Advanced Micro Devices has expected return of -0.4689%. 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.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation 0.05 

Virtually no predictability

Advanced Micro Devices Inc has virtually no predictability. Overlapping area represents the amount of predictability between Advanced Micro time series from February 22, 2018 to March 9, 2018 and March 9, 2018 to March 24, 2018. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Advanced Micro Devices price movement. The serial correlation of 0.05 indicates that only as little as 5.0% of current Advanced Micro price fluctuation can be explain by its past prices.
Correlation Coefficient 0.05
Spearman Rank Test 0.15
Price Variance 0.09
Lagged Price Variance 0.06

Advanced Micro Lagged Returns

 Regressed Prices 

Advanced Micro Performance vs DOW

The median price of Advanced Micro for the period between Thu, Feb 22, 2018 and Sat, Mar 24, 2018 is 11.76 with a coefficient of variation of 4.02. The daily time series for the period is distributed with a sample standard deviation of 0.47, arithmetic mean of 11.68, and mean deviation of 0.37. The Stock received some media coverage during the period.
 Price Growth (%)  
Sale by Richard Henri P of 700 shares of Advanced Micro03/01/2018
Why Advanced Micro Devices Incs Ownership Structure Is Impor...03/23/2018