EPA:BN Danone stock

EPA:BN – Danone data analysis summary on 22-07-2021:

  • Last closing quote is 57.73 EUR
  • Last daily return is -2.10% (-1.24 EUR in absolute)
  • Last year return is -3.91%
  • Last year historical 1% Value at Risk is -3.46%

EPA:BN – Danone informations :

EPA:BN – Danone refers to :

EPA:BN 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 1.28% 5.81%* -3.91% -23.44%
15 days moving average returns 1.22% 9.55% -2.21% -21.35%
45 days moving average returns 0.66% 10.65% -4.80% -20.05%

Notes :

  • Reading example: EPA:BN stock closing price has increased of 5.81%* over the last 6 months
  • Returns are not annualized

EPA:BN stock returns distributions and risk

Daily historical returns values
1-year data 2 years of data
Value at Risk 1% -3.46% -4.81%
5% -2.27%(a) -2.69%
10% -1.62% -1.73%
Assuming daily returns follows Normal Distribution (mean, volatility)
1 year-data 2 years of data
Mean -0.01%(b) -0.04%
Volatility
(standard deviation)
1.39%(c) 1.55%
Value at Risk 1% -3.23% -3.65%
5% -2.29%(d) -2.60%
10% -1.79% -2.03%

Notes:

  • Reading example: Using historical EPA:BN stock data closing price daily returns over last year, the 5% worst returns are less than -2.27%(a). Also, if we assume that historical EPA:BN stock returns price over last year follows a normal distribution of mean -0.01%(b) and standard deviation 1.39%(c), the 5% worst returns are less than -2.29%(d).
  • Returns are not annualized

Data sources

Stock data provided by IEX Cloud