AMGEN Inc (AMGN) Daily/Weekly Backtest Results

Buy indicator:                  
              [ What are these indicators? | Switch to AMGN's monthly backtests ]
Fixed profit target:               -or-  

Expectancy: 6.03%.   Win rate: 70.0%.   Sharpe Ratio: -1.778.   Maximum drawdown: -20.36% on 01 December 2021.
Mean CAGR: 36.7%. Time in market: 2337 days.   Hypothetical return: $1000 would be worth $1637.48 on 12 July 2024.
Key: change_history : profitable trade change_history : breakeven trade (minimal loss after 2 years) change_history : losing trade (not profitable in a 2 year timeframe)


*Transaction costs, taxes and dividends are excluded from these calculations. Past performance may not necessarily be a reliable guide to future performance.

Calculations for AMGEN Inc

Expectancy is the percentage profit or loss you would expect to make on the next purchase of this stock with an entry point at the specified signal and profit target as set above. Given a large enough sample size, a positive expectancy indicates the trading strategy is likely to be profitable.

Expectancy calculation for 10 signal(s) occurring before 24 April 2024 for a 7.5% profit target: (70.0% * 8.46%) + (30.0% * 0.37%) - (0% * 0%) = 6.03%.
Wins: 7 Breakevens: 3 Losses: 0

The Sharpe Ratio calculation assumes a risk free return rate of 2% per calendar year. Ideally the ratio should be a positive number. A higher positive number indicates the strategy has a more attractive risk adjusted rate of return for this particular buy signal and stock over the chart's timeframe.

AMGEN Inc Analysis

Market sector: Biotech.

External links: Seeking Alpha Research, Zacks Research.

These links may show useful information about why a stock's price has fallen significantly.

 

Large Gap Down Backtest Summary (Fixed Profits System)

This table summarises how profitable it would have been to have bought this stock at each large gap down entry signal. Hover over the icons to see more details of the particular trade, including the maximum percentage drawdown and how long it took to reach the desired percentage profit.

Key:   disabled_by_default = profit point not achieved. select_check_box = profit point achieved with CAGR above 15%.
select_check_box = profit point achieved with CAGR of between 5% and 15%. select_check_box = profit point achieved but CAGR was less than 5%.

Signal Date and Score Buy Signal Price Performance (mouseover for details)
5% 6% 7.5% 10% 20%
01 May 2026   LOW     smart_toy0.667 Gap Down $ 331.17 schedule schedule schedule schedule schedule
06 August 2025   MEDIUM     smart_toy0.746 Gap Down $ 290.09 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
23 June 2025   MEDIUM     smart_toy0.777 Gap Down $ 281.26 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt
04 April 2025   MEDIUM     smart_toy0.981 Gap Down $ 303.25 select_check_box select_check_box select_check_box select_check_box select_check_box electric_bolt
12 November 2024   MEDIUM     smart_toy0.764 Gap Down $ 309.22 select_check_box select_check_box select_check_box select_check_box select_check_box
25 September 2024   MEDIUM     smart_toy0.593 Gap Down $ 320.93 select_check_box select_check_box select_check_box select_check_box select_check_box
07 August 2024   MEDIUM     smart_toy0.778 Gap Down $ 316.74 select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box select_check_box select_check_box
07 February 2024   MEDIUM     smart_toy0.781 Gap Down $ 303.32 select_check_box select_check_box select_check_box select_check_box select_check_box
12 September 2022   MEDIUM     smart_toy0.739 Gap Down $ 237.81 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt
28 April 2022   MEDIUM     smart_toy0.748 Gap Down $ 236.93 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt
04 August 2021   MEDIUM     smart_toy0.631 Gap Down $ 233.34 select_check_box select_check_box select_check_box select_check_box select_check_box
28 April 2021   MEDIUM     smart_toy0.53 Gap Down $ 239.12 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box select_check_box select_check_box
08 October 2020   MEDIUM     smart_toy0.769 Gap Down $ 243.04 select_check_box select_check_box select_check_box select_check_box select_check_box
03 September 2020   MEDIUM     smart_toy0.788 Gap Down $ 251.90 select_check_box select_check_box select_check_box select_check_box select_check_box
24 January 2020   MEDIUM     smart_toy0.691 Gap Down $ 227.54 select_check_box select_check_box select_check_box electric_bolt select_check_box electric_bolt select_check_box
17 March 2017   LOW     smart_toy0.724 Gap Down $ 153.08 select_check_box select_check_box select_check_box select_check_box select_check_box
28 October 2016   LOW     smart_toy0.904 Gap Down $ 133.43 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt

 

The data for AMGEN Inc (exchange: XNAS symbol: AMGN) was last updated 05 May 2026 04:34. Data for this stock is available from 01 Apr 2016 - 01 May 2026.