NASDAQ:AMZN Amazon.com Inc. stock

NASDAQ:AMZN – Amazon.com Inc. data analysis summary on 09-09-2021:

  • Last closing quote is 3484.16 USD
  • Last daily return is -1.17% (-41.34 USD in absolute)
  • Last year return is 6.59%
  • Last year historical 1% Value at Risk is -4.58%

NASDAQ:AMZN – Amazon.com Inc. informations :

NASDAQ:AMZN – Amazon.com Inc. refers to :

NASDAQ:AMZN 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 4.26% 13.76%* 6.59% 90.25%
15 days moving average returns -2.77% 9.01% 0.82% 88.30%
45 days moving average returns -1.25% 8.00% 8.00% 85.19%

Notes :

  • Reading example: NASDAQ:AMZN stock closing price has increased of 13.76%* over the last 6 months
  • Returns are not annualized

NASDAQ:AMZN stock returns distributions and risk

Daily historical returns values
1-year data 2 years of data
Value at Risk 1% -4.58% -5.27%
5% -2.83%(a) -2.83%
10% -2.10% -2.15%
Assuming daily returns follows Normal Distribution (mean, volatility)
1 year-data 2 years of data
Mean 0.06%(b) 0.15%
Volatility
(standard deviation)
1.76%(c) 1.99%
Value at Risk 1% -4.05% -4.48%
5% -2.85%(d) -3.13%
10% -2.21% -2.40%

Notes:

  • Reading example: Using historical NASDAQ:AMZN stock data closing price daily returns over last year, the 5% worst returns are less than -2.83%(a). Also, if we assume that historical NASDAQ:AMZN stock returns price over last year follows a normal distribution of mean 0.06%(b) and standard deviation 1.76%(c), the 5% worst returns are less than -2.85%(d).
  • Returns are not annualized

Data sources

Stock data provided by IEX Cloud