EPA:ACA Credit Agricole S.A. stock

EPA:ACA – Credit Agricole S.A. data analysis summary on 22-07-2021:

  • Last closing quote is 11.55 EUR
  • Last daily return is -0.67% (-0.08 EUR in absolute)
  • Last year return is 28.29%
  • Last year historical 1% Value at Risk is -4.55%

EPA:ACA – Credit Agricole S.A. informations :

EPA:ACA – Credit Agricole S.A. refers to :

EPA:ACA 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 -2.75% 16.37%* 28.29% 6.81%
15 days moving average returns -4.87% 12.54% 29.50% 5.86%
45 days moving average returns -4.18% 16.61% 41.48% 12.83%

Notes :

  • Reading example: EPA:ACA stock closing price has increased of 16.37%* over the last 6 months
  • Returns are not annualized

EPA:ACA stock returns distributions and risk

Daily historical returns values
1-year data 2 years of data
Value at Risk 1% -4.55% -6.31%
5% -3.09%(a) -3.84%
10% -2.30% -2.57%
Assuming daily returns follows Normal Distribution (mean, volatility)
1 year-data 2 years of data
Mean 0.11%(b) 0.05%
Volatility
(standard deviation)
2.17%(c) 2.65%
Value at Risk 1% -4.94% -6.11%
5% -3.46%(d) -4.30%
10% -2.67% -3.34%

Notes:

  • Reading example: Using historical EPA:ACA stock data closing price daily returns over last year, the 5% worst returns are less than -3.09%(a). Also, if we assume that historical EPA:ACA stock returns price over last year follows a normal distribution of mean 0.11%(b) and standard deviation 2.17%(c), the 5% worst returns are less than -3.46%(d).
  • Returns are not annualized

Data sources

Stock data provided by IEX Cloud