NYSE:TMO Thermo Fisher Scientific Inc. stock

NYSE:TMO – Thermo Fisher Scientific Inc. data analysis summary on 21-07-2021:

  • Last closing quote is 514.26 USD
  • Last daily return is -1.59% (-8.32 USD in absolute)
  • Last year return is 27.58%
  • Last year historical 1% Value at Risk is -4.92%

NYSE:TMO – Thermo Fisher Scientific Inc. informations :

NYSE:TMO – Thermo Fisher Scientific Inc. refers to :

NYSE:TMO 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 6.35% 0.37%* 27.58% 76.28%
15 days moving average returns 11.14% 3.45% 33.17% 75.18%
45 days moving average returns 3.81% 2.02% 34.46% 69.82%

Notes :

  • Reading example: NYSE:TMO stock closing price has increased of 0.37%* over the last 6 months
  • Returns are not annualized

NYSE:TMO stock returns distributions and risk

Daily historical returns values
1-year data 2 years of data
Value at Risk 1% -4.92% -5.92%
5% -2.48%(a) -2.99%
10% -1.57% -2.05%
Assuming daily returns follows Normal Distribution (mean, volatility)
1 year-data 2 years of data
Mean 0.11%(b) 0.13%
Volatility
(standard deviation)
1.68%(c) 1.99%
Value at Risk 1% -3.80% -4.50%
5% -2.66%(d) -3.14%
10% -2.05% -2.42%

Notes:

  • Reading example: Using historical NYSE:TMO stock data closing price daily returns over last year, the 5% worst returns are less than -2.48%(a). Also, if we assume that historical NYSE:TMO stock returns price over last year follows a normal distribution of mean 0.11%(b) and standard deviation 1.68%(c), the 5% worst returns are less than -2.66%(d).
  • Returns are not annualized

Data sources

Stock data provided by IEX Cloud