EPA:CS Axa stock

EPA:CS – Axa data analysis summary on 18-01-2022:

  • Last closing quote is 28.60 EUR
  • Last daily return is 0.21% (0.06 EUR in absolute)
  • Last year return is 44.93%
  • Last year historical 1% Value at Risk is -3.35%

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 14.95% 36.19%* 44.93% 16.83%
15 days moving average returns 7.70% 26.47% 37.21% 9.52%
45 days moving average returns 3.32% 17.58% 31.94% 4.30%

Notes :

  • Reading example: EPA:CS stock closing price has increased of 36.19%* 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% -3.35% -5.82%
5% -1.91%(a) -3.11%
10% -1.18% -1.93%
Assuming daily returns follows Normal Distribution (mean, volatility)
1 year-data 2 years of data
Mean 0.15%(b) 0.06%
Volatility
(standard deviation)
1.24%(c) 2.22%
Value at Risk 1% -2.74% -5.11%
5% -1.90%(d) -3.60%
10% -1.44% -2.79%

Notes:

  • Reading example: Using historical EPA:CS stock data closing price daily returns over last year, the 5% worst returns are less than -1.91%(a). Also, if we assume that historical EPA:CS stock returns price over last year follows a normal distribution of mean 0.15%(b) and standard deviation 1.24%(c), the 5% worst returns are less than -1.90%(d).
  • Returns are not annualized

Data sources

Stock data provided by IEX Cloud