NASDAQ:AMZN Amazon.com Inc. stock

NASDAQ:AMZN – Amazon.com Inc. data analysis summary on 19-01-2022:

  • Last closing quote is 3125.98 USD
  • Last daily return is -1.65% (-52.37 USD in absolute)
  • Last year return is 0.17%
  • Last year historical 1% Value at Risk is -3.16%

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 -6.45% -11.93%* 0.17% 65.22%
15 days moving average returns -4.23% -8.87% 3.13% 74.38%
45 days moving average returns -1.40% -0.00% 7.66% 88.40%

Notes :

  • Reading example: NASDAQ:AMZN stock closing price has decreased of 11.93%* 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% -3.16% -5.28%
5% -2.47%(a) -2.89%
10% -1.86% -2.24%
Assuming daily returns follows Normal Distribution (mean, volatility)
1 year-data 2 years of data
Mean 0.01%(b) 0.12%
Volatility
(standard deviation)
1.52%(c) 2.05%
Value at Risk 1% -3.53% -4.64%
5% -2.49%(d) -3.25%
10% -1.94% -2.50%

Notes:

  • Reading example: Using historical NASDAQ:AMZN stock data closing price daily returns over last year, the 5% worst returns are less than -2.47%(a). Also, if we assume that historical NASDAQ:AMZN stock returns price over last year follows a normal distribution of mean 0.01%(b) and standard deviation 1.52%(c), the 5% worst returns are less than -2.49%(d).
  • Returns are not annualized

Data sources

Stock data provided by IEX Cloud