AMS:MT ArcelorMittal stock

AMS:MT – ArcelorMittal data analysis summary on 10-09-2021:

  • Last closing quote is 27.95 EUR
  • Last daily return is 0.04% (0.01 EUR in absolute)
  • Last year return is 158.51%
  • Last year historical 1% Value at Risk is -5.24%

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 -8.26% 34.90%* 158.51% 89.33%
15 days moving average returns -1.24% 41.12% 171.87% 115.90%
45 days moving average returns 5.86% 45.86% 178.77% 109.27%

Notes :

  • Reading example: AMS:MT stock closing price has increased of 34.90%* 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% -5.24% -8.54%
5% -3.46%(a) -4.89%
10% -2.30% -3.39%
Assuming daily returns follows Normal Distribution (mean, volatility)
1 year-data 2 years of data
Mean 0.40%(b) 0.19%
Volatility
(standard deviation)
2.53%(c) 3.51%
Value at Risk 1% -5.48% -7.96%
5% -3.76%(d) -5.57%
10% -2.84% -4.30%

Notes:

  • Reading example: Using historical AMS:MT stock data closing price daily returns over last year, the 5% worst returns are less than -3.46%(a). Also, if we assume that historical AMS:MT stock returns price over last year follows a normal distribution of mean 0.40%(b) and standard deviation 2.53%(c), the 5% worst returns are less than -3.76%(d).
  • Returns are not annualized

Data sources

Stock data provided by IEX Cloud