EPA:ALO Alstom SA stock

EPA:ALO – Alstom SA data analysis summary on 12-02-2021:

  • Last closing quote is 42.04 EUR
  • Last daily return is -2.84% (-1.23 EUR in absolute)
  • Last year return is -12.42%
  • Last year historical 1% Value at Risk is -6.27%

EPA:ALO – Alstom SA informations :

EPA:ALO – Alstom SA refers to :

EPA:ALO last news

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EPA:ALO 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 -11.21% -12.67%* -12.42% 15.65%
15 days moving average returns -5.45% -7.19% -6.18% 23.38%
45 days moving average returns 1.88% 1.52% 3.18% 29.18%

Notes :

  • Reading example: EPA:ALO stock closing price has decreased of 12.67%* over the last 6 months
  • Returns are not annualized

EPA:ALO stock returns distributions and risk

Daily historical returns values
1-year data 2 years of data
Value at Risk 1% -6.27% -6.00%
5% -3.56%(a) -2.94%
10% -2.84% -2.08%
Assuming daily returns follows Normal Distribution (mean, volatility)
1 year-data 2 years of data
Mean -0.01%(b) 0.05%
Volatility
(standard deviation)
2.65%(c) 2.09%
Value at Risk 1% -6.16% -4.82%
5% -4.36%(d) -3.39%
10% -3.40% -2.63%

Notes:

  • Reading example: Using historical EPA:ALO stock data closing price daily returns over last year, the 5% worst returns are less than -3.56%(a). Also, if we assume that historical EPA:ALO stock returns price over last year follows a normal distribution of mean -0.01%(b) and standard deviation 2.65%(c), the 5% worst returns are less than -4.36%(d).
  • Returns are not annualized

Data sources

Stock data provided by IEX Cloud