EPA:BN Danone stock

EPA:BN – Danone data analysis summary on 10-09-2021:

  • Last closing quote is 59.52 EUR
  • Last daily return is -0.98% (-0.59 EUR in absolute)
  • Last year return is 4.42%
  • Last year historical 1% Value at Risk is -3.34%

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 -5.97% 3.12%* 4.42% -25.13%
15 days moving average returns 0.70% 7.92% 9.39% -23.80%
45 days moving average returns 2.75% 11.06% 6.93% -21.81%

Notes :

  • Reading example: EPA:BN stock closing price has increased of 3.12%* 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% -3.34% -4.81%
5% -2.26%(a) -2.69%
10% -1.59% -1.69%
Assuming daily returns follows Normal Distribution (mean, volatility)
1 year-data 2 years of data
Mean 0.02%(b) -0.04%
Volatility
(standard deviation)
1.39%(c) 1.57%
Value at Risk 1% -3.22% -3.70%
5% -2.27%(d) -2.63%
10% -1.76% -2.06%

Notes:

  • Reading example: Using historical EPA:BN stock data closing price daily returns over last year, the 5% worst returns are less than -2.26%(a). Also, if we assume that historical EPA:BN stock returns price over last year follows a normal distribution of mean 0.02%(b) and standard deviation 1.39%(c), the 5% worst returns are less than -2.27%(d).
  • Returns are not annualized

Data sources

Stock data provided by IEX Cloud