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▍ STATISTICAL PROJECTION · YEAR-END 2026

Based on current macro regime conditions and amazon (amzn)'s historical behaviour in similar regimes, the model projects $268 by 2026-12-31 ( +0.5% from $267 today). The 68% confidence range is $194 to $342; the wider 95% range is $124 to $413. Methodology below the headline.

Central Estimate
$268
+0.5% vs current $267
68% Range (±1σ)
$194 to $342
95% Range (±1.96σ)
$124 to $413
Blended from 4 regime anchors· sample-weighted
VIX · Normal (15-25)
+11.4%n=842 · w=37%
10Y-2Y Yield Curve · Flat (0-100bps)
-2.8%n=573 · w=25%
HY OAS Spread · Tight (<350bps)
-3.9%n=762 · w=33%
Trade-Weighted Dollar · Weak (bottom tercile)
-26.8%n=115 · w=5%
METHOD: CENTRAL = SAMPLE-WEIGHTED MEAN OF PER-ANCHOR CURRENT-REGIME 1Y AVERAGES, SCALED TO 156-DAY HORIZON. BAND = ±σ√T USING 35.1% ANNUALIZED REALIZED VOL.
EXPECTED TO BE $268 BY 2026-12-31 (HIGHER FROM $267 ON 2026-05-18). NOT INVESTMENT ADVICE.
▍ MODEL · STATISTICAL FORECAST · 2026

Amazon (AMZN) Forecast 2026

Quantitative analysis from 1,298 observations of Amazon (AMZN) history, joined to four universal macro regime classifications. Numbers are computed, not narrated.

ByConvex Research Desk·Edited byBen Bleier·
AMZN · LAST
$266.78
AS OF 2026-05-18
Percentile · 25Y History
98.6th
▍ HEADLINE SIGNAL · CONTRARIAN BEARISH
Hist. Avg +252d
-3.9%
vs +10.1% unconditional · -14.1%pp below
When HY OAS Spread sits in its Tight (<350bps) regime — as it does today (2.76) — Amazon (AMZN) has historically returned an average of -3.94% over the next 252 trading days, 14.1pp below the all-history average of +10.12%. Sample: 762 observations, 52.9% hit rate.
METHOD: PERCENTILE-RANK MATCHED, LOOK-AHEAD-BIAS-FREE·NOT A FORECAST·HISTORICAL CONDITIONAL AVERAGE

Regime Scan[01/04]

VIX
Normal (15-25)
+11.4%+1Y AVG
Δ +1.3%pp · n=842
10Y-2Y Yield Curve
Flat (0-100bps)
-2.8%+1Y AVG
Δ -12.9%pp · n=573
HY OAS Spread
Tight (<350bps)
-3.9%+1Y AVG
Δ -14.1%pp · n=762

Δ = divergence from +10.1% unconditional all-history average

Performance by Window[02]

WINDOWNANN RETANN VOLRET/VOLHIT %TOTAL
1Y26228.32%29.68%0.9553.3%28.12%
3Y76330.78%31.00%0.9952.2%123.56%
5Y1,26810.07%35.36%0.2851.1%61.53%
10Y1,29810.12%35.12%0.2951.3%63.72%
All1,29810.12%35.12%0.2951.3%63.72%

Annualized total return = (1 + total)^(1/years) - 1. Ret/Vol is the annualized return divided by annualized volatility (Sharpe-equivalent without risk-free subtraction). Hit % = pct of single periods that were positive.

Where We Are Now[03]

Percentile Rank
98.6th
81.82median 170.66274.99
Current value 264.1400 on a 1,298-observation history going back to Dec 28, 2022.
Volatility Regime
very low
17.88%REALIZED 30D ANN
Sits at the 2.4th percentile vs full history. Median 30.92%.

Forward Returns by Macro Regime[04]

How Amazon (AMZN) has performed historically conditional on the prevailing macro regime. The current bucket is highlighted; +1Y averages drive the headline signal above.

VIX
Volatility regime: Low (<15), Normal (15-25), Elevated (25-40), Extreme (>40)
CURRENT: 17.26 Normal (15-25)
REGIME BUCKETN+30D+90D+1Y AVG+1Y MEDHIT %
Low (<15)2612.16%7.82%28.28%27.76%96.2%
Normal (15-25)8421.40%4.44%11.39%7.57%57.9%
Elevated (25-40)1762.00%-5.65%3.18%8.78%68.1%
Extreme (>40)4n/an/an/an/an/a
10Y-2Y Yield Curve
Yield curve regime: Inverted (<0bps), Flat (0-100bps), Steep (>100bps)
CURRENT: 0.50 Flat (0-100bps)
REGIME BUCKETN+30D+90D+1Y AVG+1Y MEDHIT %
Inverted (<0bps)5402.62%10.58%37.36%39.87%94.1%
Flat (0-100bps)5731.17%-0.93%-2.78%3.59%58.9%
Steep (>100bps)1630.61%-3.21%-28.60%-30.47%1.8%
HY OAS Spread
Credit regime: Tight (<350bps), Normal (350-500bps), Stressed (>500bps)
CURRENT: 2.76 Tight (<350bps)
REGIME BUCKETN+30D+90D+1Y AVG+1Y MEDHIT %
Tight (<350bps)7620.97%0.64%-3.94%2.09%52.9%
Normal (350-500bps)4692.46%9.76%32.70%42.41%81.9%
Stressed (>500bps)535.36%-5.60%25.83%15.98%100.0%
Trade-Weighted Dollar
Dollar regime: bottom/middle/top tercile of trailing 5Y rolling distribution
CURRENT: 118.04 Weak (bottom tercile)
REGIME BUCKETN+30D+90D+1Y AVG+1Y MEDHIT %
Weak (bottom tercile)1152.26%1.41%-26.80%-28.31%0.0%
Neutral (middle)3361.56%-3.51%-24.31%-32.63%13.0%
Strong (top tercile)8181.72%7.02%24.83%20.75%84.5%

Forward returns are forward-looking from each historical observation in the bucket; +252d corresponds to one trading year. Buckets with fewer than 5 forward-return observations are reported as n/a. These are conditional historical averages, not forecasts.

Lead-Lag Relationships[05]

For each universally-recognised leading indicator, the lag at which the daily-return correlation peaks. Positive lag means the anchor leads Amazon (AMZN); negative means it lags.

ANCHORROLEPEAK LAGPEAK CORRZERO-LAGRELATIONSHIP
VIXVolatility leader0d-0.501-0.501coincident
HY OAS SpreadCredit risk leader0d-0.384-0.384coincident
Trade-Weighted DollarFX driver-1d-0.161-0.136coincident
CopperGlobal growth proxy0d0.1240.124weak
10Y Treasury YieldDiscount-rate driver-57d0.111-0.030weak
NFCIFinancial conditions0d-0.101-0.101weak
Baa-10Y SpreadCredit risk (slow)-1d-0.099-0.082weak
Initial Jobless ClaimsLabor leader-11d-0.0970.020weak
10Y-2Y Yield SpreadRecession leader-41d0.080-0.031weak
U-Mich Consumer SentimentSurvey leader0d0.0000.000weak

Pearson correlation of daily returns over up to 25 years of overlapping history, searched across a ±60-day lag grid. Indicators classified as “weak” don't have meaningful predictive power at daily resolution; many of these (yield curve, NFCI, sentiment) lead at monthly/quarterly horizons instead.

Historical Analogs[06]

Periods where Amazon (AMZN) sat at a similar percentile rank to today, with what happened over the next 30 / 90 / 252 trading days. Analogs are clustered to avoid double-counting nearby dates.

DATEVALUE+30D+90D+1Y
May 14, 2025210.25006.21%4.98%30.11%
Feb 13, 2025230.3700-16.34%-7.98%-12.68%
Nov 15, 2024202.61008.28%-6.10%9.91%
Aug 1, 2024184.07001.31%22.83%16.12%
May 3, 2024186.2100-1.15%0.42%1.34%

Worst Historical Drawdown[07]

-56.15%PEAK-TO-TROUGH
Peak Jul 8, 2021 → trough Dec 28, 2022. Recovered to prior peak on Apr 11, 2024 (470 days).
All-time high: 274.9900 on May 6, 2026 · Current DD from ATH: -3.95%

Cross-Asset Correlations · 1Y[08]

S&P 500
0.610
n=260
Nasdaq 100
0.635
n=260
20Y Treasury
-0.001
n=260
Gold
-0.027
n=260
Bitcoin
0.263
n=260

Largest Single-Period Moves[09]

▲ Up
  • Feb 4, 202213.54%
  • Nov 10, 202212.18%
  • Apr 9, 202511.98%
  • Jul 29, 202210.36%
  • Oct 31, 20259.58%
▼ Down
  • Apr 29, 2022-14.05%
  • Apr 3, 2025-8.98%
  • Aug 2, 2024-8.78%
  • Feb 3, 2023-8.43%
  • Aug 1, 2025-8.27%

Calendar-Month Seasonality[10]

Average single-period return aggregated by the calendar month in which the period ended.

MONTHAVG RETURNHIT %N
January0.25%54.5%101
February-0.15%43.8%96
March0.07%51.4%109
April0.04%50.8%128
May0.13%51.2%123
June0.19%54.4%103
July0.27%58.1%105
August-0.03%51.4%111
September-0.23%42.7%103
October0.10%59.1%110
November0.16%50.0%102
December-0.09%47.2%106

N = 1,298 OBS · GENERATED 2026-05-17 18:00Z

Forecast Approach

scenario weighted: We aggregate probability-weighted outcomes across active tracked scenarios, each with historical base rates and current heat scores. The projection above is the sample-weighted central estimate across current macro regime anchors; the scenario list below adds qualitative context.

Key Drivers & Risks

  • Company earnings
  • Sector dynamics
  • Macro environment
  • Valuation

Historical Volatility

High: individual stock vol exceeds index vol

How AMZN Forecasts Have Held Up Historically

Amazon forecasts have median absolute miss of roughly 14% on 12-month horizons, slightly worse than AAPL or MSFT because AMZN's mix (retail, AWS, advertising, third-party) creates more moving parts. The 2022 drawdown (-50%) was the largest recent miss; consensus underestimated both the depth and the duration of the e-commerce normalization post-COVID.

Regime-conditional models on AMZN achieve approximately 64% directional accuracy. AWS revenue cycles match the AI-capex regime that drives MSFT's Azure; retail margin cycles match the broader consumer regime; advertising tracks GOOGL-and-META.

Regime Sensitivity for AMZN

AMZN has triple regime sensitivity: AWS to AI-capex, retail to consumer macro, and advertising to ad-budget cycles. Goldilocks maps to forward 252-day returns averaging +15%; stagflation near -8%; reflation near +10%; deflation near -10%.

The April 2026 setup has AMZN in a $190-$220 range with AWS growth in the high-teens (lagging Azure's mid-30s) and retail margins improving. The Project Kuiper satellite-internet rollout and the advertising business approaching $50B annual run-rate are two structural growth optionalities that the regime classifier doesn't fully capture.

What Drives AMZN Forecast Errors

Three structural issues drive AMZN forecast errors. First, AWS revenue growth has decelerated relative to Azure for multiple quarters; the model treats both as similar AI-capex proxies but the customer mix and pricing strategies have diverged. AWS lost share to Azure in late-2023 to mid-2024.

Second, retail margins are highly leverage-sensitive. The 2022 inventory-glut episode took AMZN's retail operating margin from positive to deeply negative within two quarters; the regime model under-weighted the operating leverage.

Third, AMZN's capital intensity is misunderstood. Capex on AWS infrastructure plus retail logistics infrastructure totals $80-100B annually in 2026, comparable to MSFT or GOOG but with different return profiles. Free cash flow generation lags reported earnings as a result.

How to Use This Forecast in Practice

For AMZN, decompose the regime read by segment. AWS deserves an AI-capex regime read; retail deserves a consumer-and-credit regime read; advertising deserves a GOOGL-and-META cross-check. When all three segments point in the same direction, the aggregate regime conditional is high-conviction.

The cleanest single signal is AWS revenue growth per Q. Acceleration above 20% supports the multiple; deceleration below 15% compresses it. The 68% band on AMZN should be treated as roughly 105% of QQQ's band because of the consumer-leg risk that QQQ doesn't carry.

Frequently Asked Questions

What factors could push Amazon (AMZN) higher?

The primary drivers that tend to lift Amazon (AMZN) depend on the current macro regime. Amazon.com Inc., e-commerce and AWS cloud leader. Convex tracks these drivers live across the Equity Stock category and flags when multiple forces align in the same direction. See the "Key Drivers & Risks" section on this page for the current list, and check the regime dashboard for how the macro backdrop is currently tilted.

What factors could push Amazon (AMZN) lower?

The same transmission channels that drive Amazon (AMZN) higher operate in reverse when conditions flip. The risk drivers listed above map directly to scenarios that, if triggered, would pull this metric in the opposite direction. Convex aggregates these into a scenario-weighted probability distribution rather than a point forecast, so the magnitude depends on which scenarios activate.

Where does consensus see Amazon (AMZN) heading?

Rather than publish a point target that goes stale the day after release, Convex assembles consensus from the macro regime classification, active scenario probabilities, and historical base rates. Point forecasts from banks and strategists are worth reading for context, but they typically cluster around the consensus and miss the tail events that actually move markets. The scenario-weighted approach here captures that tail risk explicitly.

What is the historical range for Amazon (AMZN)?

Historical ranges for Amazon (AMZN) vary dramatically by regime. A level that is extreme in Goldilocks can be routine in Stagflation, and vice versa. The Historical Volatility section on this page describes the typical range and regime-specific behavior. For the full multi-decade history, visit the Amazon (AMZN) chart page, which includes selectable time ranges up to five years and downloadable data.

How often is the Amazon (AMZN) forecast updated?

This forecast page recalculates whenever the underlying data or regime classification changes, typically within hours of new data releases. The scenario probabilities refresh daily as the macro state is regenerated. Specific drivers listed on this page reflect the current state of the Convex regime engine, not static historical assumptions.

Is this forecast actionable for trading?

Convex forecasts are informational and educational. They describe probability distributions and regime-conditional paths rather than specific entry and exit levels. Traders and portfolio managers use them alongside other inputs including position sizing rules, risk management, and their own conviction calibration. They are not investment advice.

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Forecasts are model-based projections derived from current regime classification, scenario probabilities, and historical patterns. They are not investment advice. All investments involve risk.