Advanced Micro Devices Stock Alpha and Beta Analysis
| AMD Stock | USD 104.74 0.78 0.75% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Advanced Micro Devices. It also helps investors analyze the systematic and unsystematic risks associated with investing in Advanced Micro over a specified time horizon. Remember, high Advanced Micro's alpha is almost always a sign of good performance; however, a high beta will depend on investors' risk tolerance level and may signal increased volatility and potential future overvaluation. Key technical indicators related to Advanced Micro's market risk premium analysis include:
Beta 0.87 | Alpha (0.42) | Risk 2.51 | Sharpe Ratio (0.17) | Expected Return (0.43) |
Advanced Micro Quarterly Cash And Equivalents |
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Alpha is a measure of relative performance on a risk-adjusted basis, while beta measures volatility against the benchmark. The goal is to know if an investor is being compensated for the volatility risk taken. The return on investment might be better than its reference but still not compensate for the assumption of the risk.
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Advanced Micro Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Advanced Micro market risk premium is the additional return an investor will receive from holding Advanced Micro long position in a well-diversified portfolio. The market premium is part of the Capital Asset Pricing Model (CAPM), which most analysts and investors use to calculate the acceptable rate of return on investment in Advanced Micro. At the center of the CAPM is the concept of risk and reward, which is usually communicated by investors using alpha and beta measures. Alpha and beta are two of the key measurements used to evaluate Advanced Micro's performance over market.| α | -0.42 | β | 0.87 |
Advanced Micro expected buy-and-hold returns
Although buy-and-hold investment strategy may not appeal to all investors, it may be used as a good measure of Advanced Micro's Buy-and-hold return. Our buy-and-hold chart shows how Advanced Micro performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Advanced Micro Market Price Analysis
Market price analysis indicators help investors to evaluate how Advanced Micro stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Advanced Micro shares will generate the highest return on investment. By understating and applying Advanced Micro stock market price indicators, traders can identify Advanced Micro position entry and exit signals to maximize returns.
Advanced Micro Return and Market Media
The median price of Advanced Micro for the period between Thu, Nov 28, 2024 and Wed, Feb 26, 2025 is 122.28 with a coefficient of variation of 8.29. The daily time series for the period is distributed with a sample standard deviation of 10.24, arithmetic mean of 123.47, and mean deviation of 8.38. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Analyst Bullish on Advanced Micro Devices Inc Amid Data Center, Client PC | 02/11/2025 |
2 | AMD CEA Team Up to Boost AI Computing Buy or Hold AMD Stock | 02/13/2025 |
3 | Ex-Intel executives raise 21.5 million for RISC-V chip startup | 02/19/2025 |
4 | Advanced Micro Devices, Inc. Shares Sold by Private Wealth Partners LLC | 02/20/2025 |
5 | A deal for Intel Products could be lucrative for Broadcom analyst | 02/21/2025 |
6 | Heres How Much 1000 Invested In Advanced Micro Devices 15 Years Ago Would Be Worth Today | 02/25/2025 |
About Advanced Micro Beta and Alpha
For many years both, Alpha and Beta indicators are used by professional money managers as critical performance measurement tools across virtually all financial instruments including Advanced or other stocks. Alpha measures the amount that position in Advanced Micro Devices has returned in comparison to a selected market index or another relevant benchmark. In other words, Alpha is the excess return on an investment relative to the performance of your selected benchmark. Beta, on the other hand, measures the relative risk of your investment.
| 2016 | 2021 | 2022 | 2025 (projected) | Days Sales Outstanding | 26.28 | 87.65 | 63.84 | 45.2 | PTB Ratio | 22.63 | 3.52 | 1.86 | 3.62 |
Advanced Micro Upcoming Company Events
As portrayed in its financial statements, the presentation of Advanced Micro's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Advanced Micro's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Advanced Micro's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Advanced Micro. Please utilize our Beneish M Score to check the likelihood of Advanced Micro's management manipulating its earnings.
| 30th of January 2024 Upcoming Quarterly Report | View | |
| 7th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 30th of January 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
Build Portfolio with Advanced Micro
Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.Build Diversified Portfolios
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Check out Advanced Micro Backtesting, Advanced Micro Valuation, Advanced Micro Correlation, Advanced Micro Hype Analysis, Advanced Micro Volatility, Advanced Micro History and analyze Advanced Micro Performance. You can also try the USA ETFs module to find actively traded Exchange Traded Funds (ETF) in USA.
Advanced Micro technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.