EPA:DG Vinci stock

EPA:DG – Vinci data analysis summary on 10-09-2021:

  • Last closing quote is 87.93 EUR
  • Last daily return is -2.30% (-2.07 EUR in absolute)
  • Last year return is 12.82%
  • Last year historical 1% Value at Risk is -4.00%

EPA:DG – Vinci informations :

EPA:DG – Vinci refers to :

EPA:DG 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 -1.78% -1.64%* 12.82% -9.98%
15 days moving average returns 1.36% 3.75% 13.46% -7.54%
45 days moving average returns -1.08% 6.72% 12.58% -4.89%

Notes :

  • Reading example: EPA:DG stock closing price has decreased of 1.64%* over the last 6 months
  • Returns are not annualized

EPA:DG stock returns distributions and risk

Daily historical returns values
1-year data 2 years of data
Value at Risk 1% -4.00% -7.75%
5% -2.67%(a) -3.02%
10% -2.04% -2.16%
Assuming daily returns follows Normal Distribution (mean, volatility)
1 year-data 2 years of data
Mean 0.05%(b) 0.01%
Volatility
(standard deviation)
1.95%(c) 2.56%
Value at Risk 1% -4.48% -5.94%
5% -3.15%(d) -4.20%
10% -2.44% -3.27%

Notes:

  • Reading example: Using historical EPA:DG stock data closing price daily returns over last year, the 5% worst returns are less than -2.67%(a). Also, if we assume that historical EPA:DG stock returns price over last year follows a normal distribution of mean 0.05%(b) and standard deviation 1.95%(c), the 5% worst returns are less than -3.15%(d).
  • Returns are not annualized

Data sources

Stock data provided by IEX Cloud