NASDAQ:NVDA NVIDIA Corp stock

NASDAQ:NVDA – NVIDIA Corp data analysis summary on 14-01-2022:

  • Last closing quote is 269.42 USD
  • Last daily return is 1.38% (3.67 USD in absolute)
  • Last year return is -48.97%
  • Last year historical 1% Value at Risk is -6.88%

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 -4.92% -66.05%* -48.97% 8.95%
15 days moving average returns -7.93% -64.16% -45.64% 19.03%
45 days moving average returns 5.71% -57.62% -43.56% 33.20%

Notes :

  • Reading example: NASDAQ:NVDA stock closing price has decreased of 66.05%* 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% -6.88% -7.79%
5% -4.30%(a) -4.60%
10% -3.32% -3.55%
Assuming daily returns follows Normal Distribution (mean, volatility)
1 year-data 2 years of data
Mean 0.01%(b) 0.19%
Volatility
(standard deviation)
5.46%(c) 4.66%
Value at Risk 1% -12.70% -10.64%
5% -8.98%(d) -7.47%
10% -6.99% -5.78%

Notes:

  • Reading example: Using historical NASDAQ:NVDA stock data closing price daily returns over last year, the 5% worst returns are less than -4.30%(a). Also, if we assume that historical NASDAQ:NVDA stock returns price over last year follows a normal distribution of mean 0.01%(b) and standard deviation 5.46%(c), the 5% worst returns are less than -8.98%(d).
  • Returns are not annualized

Data sources

Stock data provided by IEX Cloud