EPA:ACA Credit Agricole S.A. stock

EPA:ACA – Credit Agricole S.A. data analysis summary on 10-09-2021:

  • Last closing quote is 11.97 EUR
  • Last daily return is -1.09% (-0.13 EUR in absolute)
  • Last year return is 37.79%
  • Last year historical 1% Value at Risk is -4.38%

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 -2.27% -3.71%* 37.79% 6.34%
15 days moving average returns 1.91% 1.69% 41.06% 15.92%
45 days moving average returns 0.52% 10.46% 37.07% 13.27%

Notes :

  • Reading example: EPA:ACA stock closing price has decreased of 3.71%* 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% -4.38% -6.31%
5% -2.91%(a) -3.76%
10% -1.97% -2.54%
Assuming daily returns follows Normal Distribution (mean, volatility)
1 year-data 2 years of data
Mean 0.15%(b) 0.05%
Volatility
(standard deviation)
2.07%(c) 2.63%
Value at Risk 1% -4.68% -6.06%
5% -3.26%(d) -4.27%
10% -2.51% -3.32%

Notes:

  • Reading example: Using historical EPA:ACA stock data closing price daily returns over last year, the 5% worst returns are less than -2.91%(a). Also, if we assume that historical EPA:ACA stock returns price over last year follows a normal distribution of mean 0.15%(b) and standard deviation 2.07%(c), the 5% worst returns are less than -3.26%(d).
  • Returns are not annualized

Data sources

Stock data provided by IEX Cloud