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 :
- stock symbol: EPA:ALO
- company name: Alstom SA
- FIGI (Financial Instrument Global Identifier): BBG000DQ77T3
- CIK (Central Index Key): 730469.0
- region code ISO 3166-1 alpha-2 : FR
- trading exchange: Euronext Paris
- region exchange MIC (Market Identifier Code): XPAR
- trading currency ISO 4217 code: EUR
EPA:ALO last news
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