NASDAQ:AMZN Amazon.com Inc. stock

NASDAQ:AMZN – Amazon.com Inc. data analysis summary on 21-07-2021:

  • Last closing quote is 3585.20 USD
  • Last daily return is 0.34% (12.01 USD in absolute)
  • Last year return is 14.24%
  • Last year historical 1% Value at Risk is -4.51%

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 3.80% 8.41%* 14.24% 80.56%
15 days moving average returns 8.00% 13.48% 18.12% 82.29%
45 days moving average returns 3.42% 7.62% 25.30% 80.80%

Notes :

  • Reading example: NASDAQ:AMZN stock closing price has increased of 8.41%* 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% -4.51% -5.05%
5% -2.93%(a) -2.89%
10% -2.20% -2.16%
Assuming daily returns follows Normal Distribution (mean, volatility)
1 year-data 2 years of data
Mean 0.06%(b) 0.14%
Volatility
(standard deviation)
1.86%(c) 1.99%
Value at Risk 1% -4.26% -4.48%
5% -2.99%(d) -3.13%
10% -2.32% -2.41%

Notes:

  • Reading example: Using historical NASDAQ:AMZN stock data closing price daily returns over last year, the 5% worst returns are less than -2.93%(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 1.86%(c), the 5% worst returns are less than -2.99%(d).
  • Returns are not annualized

Data sources

Stock data provided by IEX Cloud