EPA:CA Carrefour stock

EPA:CA – Carrefour data analysis summary on 22-07-2021:

  • Last closing quote is 15.77 EUR
  • Last daily return is 0.35% (0.05 EUR in absolute)
  • Last year return is 15.24%
  • Last year historical 1% Value at Risk is -3.52%

EPA:CA – Carrefour informations :

EPA:CA – Carrefour refers to :

EPA:CA 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 -7.64% 7.14%* 15.24% -11.13%
15 days moving average returns -4.71% 5.06% 19.25% -7.64%
45 days moving average returns -0.13% 16.77% 20.50% -2.56%

Notes :

  • Reading example: EPA:CA stock closing price has increased of 7.14%* over the last 6 months
  • Returns are not annualized

EPA:CA stock returns distributions and risk

Daily historical returns values
1-year data 2 years of data
Value at Risk 1% -3.52% -4.64%
5% -2.31%(a) -2.76%
10% -1.81% -1.99%
Assuming daily returns follows Normal Distribution (mean, volatility)
1 year-data 2 years of data
Mean 0.07%(b) -0.00%
Volatility
(standard deviation)
1.72%(c) 1.91%
Value at Risk 1% -3.93% -4.44%
5% -2.76%(d) -3.14%
10% -2.13% -2.45%

Notes:

  • Reading example: Using historical EPA:CA stock data closing price daily returns over last year, the 5% worst returns are less than -2.31%(a). Also, if we assume that historical EPA:CA stock returns price over last year follows a normal distribution of mean 0.07%(b) and standard deviation 1.72%(c), the 5% worst returns are less than -2.76%(d).
  • Returns are not annualized

Data sources

Stock data provided by IEX Cloud