AMS:URW Unibail-Rodamco-Westfield – Stapled (2 Ordinary Shares) stock

AMS:URW – Unibail-Rodamco-Westfield – Stapled (2 Ordinary Shares) data analysis summary on 10-09-2021:

  • Last closing quote is 66.40 EUR
  • Last daily return is -3.80% (-2.62 EUR in absolute)
  • Last year return is 73.19%
  • Last year historical 1% Value at Risk is -9.11%

AMS:URW – Unibail-Rodamco-Westfield – Stapled (2 Ordinary Shares) informations :

AMS:URW – Unibail-Rodamco-Westfield – Stapled (2 Ordinary Shares) refers to :

AMS:URW 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 -11.62% -5.76%* 73.19% -47.30%
15 days moving average returns -2.70% 12.89% 81.94% -41.12%
45 days moving average returns -3.31% 16.83% 66.43% -41.14%

Notes :

  • Reading example: AMS:URW stock closing price has decreased of 5.76%* over the last 6 months
  • Returns are not annualized

AMS:URW stock returns distributions and risk

Daily historical returns values
1-year data 2 years of data
Value at Risk 1% -9.11% -10.46%
5% -4.74%(a) -6.30%
10% -3.60% -4.05%
Assuming daily returns follows Normal Distribution (mean, volatility)
1 year-data 2 years of data
Mean 0.28%(b) -0.02%
Volatility
(standard deviation)
4.01%(c) 4.26%
Value at Risk 1% -9.04% -9.94%
5% -6.31%(d) -7.03%
10% -4.86% -5.49%

Notes:

  • Reading example: Using historical AMS:URW stock data closing price daily returns over last year, the 5% worst returns are less than -4.74%(a). Also, if we assume that historical AMS:URW stock returns price over last year follows a normal distribution of mean 0.28%(b) and standard deviation 4.01%(c), the 5% worst returns are less than -6.31%(d).
  • Returns are not annualized

Data sources

Stock data provided by IEX Cloud