EPA:CS Axa stock

EPA:CS – Axa data analysis summary on 10-09-2021:

  • Last closing quote is 23.23 EUR
  • Last daily return is -0.54% (-0.12 EUR in absolute)
  • Last year return is 33.71%
  • Last year historical 1% Value at Risk is -3.82%

EPA:CS – Axa informations :

EPA:CS – Axa refers to :

EPA:CS 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 -2.58% 2.07%* 33.71% 4.15%
15 days moving average returns 4.75% 10.87% 37.31% 11.38%
45 days moving average returns 4.41% 15.14% 31.04% 4.05%

Notes :

  • Reading example: EPA:CS stock closing price has increased of 2.07%* over the last 6 months
  • Returns are not annualized

EPA:CS stock returns distributions and risk

Daily historical returns values
1-year data 2 years of data
Value at Risk 1% -3.82% -5.80%
5% -2.14%(a) -3.03%
10% -1.55% -1.81%
Assuming daily returns follows Normal Distribution (mean, volatility)
1 year-data 2 years of data
Mean 0.12%(b) 0.03%
Volatility
(standard deviation)
1.57%(c) 2.19%
Value at Risk 1% -3.52% -5.07%
5% -2.45%(d) -3.57%
10% -1.88% -2.78%

Notes:

  • Reading example: Using historical EPA:CS stock data closing price daily returns over last year, the 5% worst returns are less than -2.14%(a). Also, if we assume that historical EPA:CS stock returns price over last year follows a normal distribution of mean 0.12%(b) and standard deviation 1.57%(c), the 5% worst returns are less than -2.45%(d).
  • Returns are not annualized

Data sources

Stock data provided by IEX Cloud