EPA:AI Air Liquide S.A stock

EPA:AI – Air Liquide S.A data analysis summary on 21-07-2021:

  • Last closing quote is 149.28 EUR
  • Last daily return is 1.04% (1.54 EUR in absolute)
  • Last year return is 6.67%
  • Last year historical 1% Value at Risk is -2.02%

EPA:AI – Air Liquide S.A informations :

EPA:AI – Air Liquide S.A refers to :

EPA:AI 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 0.73% 13.82%* 6.67% 33.50%
15 days moving average returns 3.54% 10.60% 9.37% 32.86%
45 days moving average returns 2.48% 7.38% 13.28% 33.85%

Notes :

  • Reading example: EPA:AI stock closing price has increased of 13.82%* over the last 6 months
  • Returns are not annualized

EPA:AI stock returns distributions and risk

Daily historical returns values
1-year data 2 years of data
Value at Risk 1% -2.02% -3.94%
5% -1.66%(a) -2.00%
10% -1.22% -1.46%
Assuming daily returns follows Normal Distribution (mean, volatility)
1 year-data 2 years of data
Mean 0.03%(b) 0.07%
Volatility
(standard deviation)
1.07%(c) 1.51%
Value at Risk 1% -2.45% -3.45%
5% -1.72%(d) -2.42%
10% -1.34% -1.87%

Notes:

  • Reading example: Using historical EPA:AI stock data closing price daily returns over last year, the 5% worst returns are less than -1.66%(a). Also, if we assume that historical EPA:AI stock returns price over last year follows a normal distribution of mean 0.03%(b) and standard deviation 1.07%(c), the 5% worst returns are less than -1.72%(d).
  • Returns are not annualized

Data sources

Stock data provided by IEX Cloud