EPA:CS Axa stock

EPA:CS – Axa data analysis summary on 21-07-2021:

  • Last closing quote is 21.64 EUR
  • Last daily return is 2.03% (0.43 EUR in absolute)
  • Last year return is 16.97%
  • Last year historical 1% Value at Risk is -3.82%

EPA:CS – Axa informations :

EPA:CS – Axa refers to :

EPA:CS stock price evolution and returns

Note : Because prices are observed at a certain point and may be subject to noise, we also consider 15 days and 45 days closing price moving average which is smoother and thus robust to insignificant fluctuations.

1 month 6 months 12 months 24 months
Closing price returns -0.85% 10.87%* 16.97% -7.99%
15 days moving average returns -4.05% 8.75% 16.57% -8.78%
45 days moving average returns -3.12% 11.94% 21.42% -3.92%

Notes :

  • Reading example: EPA:CS stock closing price has increased of 10.87%* over the last 6 months
  • Returns are not annualized

EPA:CS stock returns distributions and risk

Daily historical returns values
1-year data 2 years of data
Value at Risk 1% -3.82% -5.81%
5% -2.29%(a) -3.07%
10% -1.62% -1.98%
Assuming daily returns follows Normal Distribution (mean, volatility)
1 year-data 2 years of data
Mean 0.07%(b) 0.01%
Volatility
(standard deviation)
1.63%(c) 2.20%
Value at Risk 1% -3.73% -5.12%
5% -2.62%(d) -3.62%
10% -2.02% -2.82%

Notes:

  • Reading example: Using historical EPA:CS stock data closing price daily returns over last year, the 5% worst returns are less than -2.29%(a). Also, if we assume that historical EPA:CS stock returns price over last year follows a normal distribution of mean 0.07%(b) and standard deviation 1.63%(c), the 5% worst returns are less than -2.62%(d).
  • Returns are not annualized

Data sources

Stock data provided by IEX Cloud