AMS:MT ArcelorMittal stock

AMS:MT – ArcelorMittal data analysis summary on 22-07-2021:

  • Last closing quote is 26.43 EUR
  • Last daily return is 0.25% (0.07 EUR in absolute)
  • Last year return is 168.32%
  • Last year historical 1% Value at Risk is -5.05%

AMS:MT – ArcelorMittal informations :

AMS:MT – ArcelorMittal refers to :

AMS:MT 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 8.30% 41.78%* 168.32% 73.77%
15 days moving average returns 0.38% 31.55% 157.50% 71.82%
45 days moving average returns 0.04% 42.60% 170.15% 76.23%

Notes :

  • Reading example: AMS:MT stock closing price has increased of 41.78%* over the last 6 months
  • Returns are not annualized

AMS:MT stock returns distributions and risk

Daily historical returns values
1-year data 2 years of data
Value at Risk 1% -5.05% -8.54%
5% -3.51%(a) -4.99%
10% -2.45% -3.45%
Assuming daily returns follows Normal Distribution (mean, volatility)
1 year-data 2 years of data
Mean 0.41%(b) 0.18%
Volatility
(standard deviation)
2.60%(c) 3.57%
Value at Risk 1% -5.64% -8.13%
5% -3.87%(d) -5.70%
10% -2.93% -4.40%

Notes:

  • Reading example: Using historical AMS:MT stock data closing price daily returns over last year, the 5% worst returns are less than -3.51%(a). Also, if we assume that historical AMS:MT stock returns price over last year follows a normal distribution of mean 0.41%(b) and standard deviation 2.60%(c), the 5% worst returns are less than -3.87%(d).
  • Returns are not annualized

Data sources

Stock data provided by IEX Cloud