NASDAQ:NVDA NVIDIA Corp stock

NASDAQ:NVDA – NVIDIA Corp data analysis summary on 20-07-2021:

  • Last closing quote is 186.12 USD
  • Last daily return is -0.89% (-1.68 USD in absolute)
  • Last year return is -55.73%
  • Last year historical 1% Value at Risk is -7.57%

NASDAQ:NVDA – NVIDIA Corp informations :

NASDAQ:NVDA – NVIDIA Corp refers to :

NASDAQ:NVDA 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 -74.75% -65.19%* -55.73% 8.64%
15 days moving average returns 0.60% 35.15% 77.58% 333.01%
45 days moving average returns 9.21% 30.78% 85.15% 348.84%

Notes :

  • Reading example: NASDAQ:NVDA stock closing price has decreased of 65.19%* over the last 6 months
  • Returns are not annualized

NASDAQ:NVDA stock returns distributions and risk

Daily historical returns values
1-year data 2 years of data
Value at Risk 1% -7.57% -7.79%
5% -4.14%(a) -4.39%
10% -3.27% -3.37%
Assuming daily returns follows Normal Distribution (mean, volatility)
1 year-data 2 years of data
Mean -0.03%(b) 0.19%
Volatility
(standard deviation)
5.40%(c) 4.56%
Value at Risk 1% -12.60% -10.43%
5% -8.92%(d) -7.32%
10% -6.96% -5.66%

Notes:

  • Reading example: Using historical NASDAQ:NVDA stock data closing price daily returns over last year, the 5% worst returns are less than -4.14%(a). Also, if we assume that historical NASDAQ:NVDA stock returns price over last year follows a normal distribution of mean -0.03%(b) and standard deviation 5.40%(c), the 5% worst returns are less than -8.92%(d).
  • Returns are not annualized

Data sources

Stock data provided by IEX Cloud