EPA:DSY Dassault Systemes SA stock

EPA:DSY – Dassault Systemes SA data analysis summary on 22-07-2021:

  • Last closing quote is 44.35 EUR
  • Last daily return is 2.56% (1.11 EUR in absolute)
  • Last year return is -72.26%
  • Last year historical 1% Value at Risk is -3.96%

EPA:DSY – Dassault Systemes SA informations :

EPA:DSY – Dassault Systemes SA refers to :

EPA:DSY 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 -77.88% -73.12%* -72.26% -67.10%
15 days moving average returns -60.51% -53.60% -51.28% -45.25%
45 days moving average returns -18.64% -3.43% 1.39% 12.21%

Notes :

  • Reading example: EPA:DSY stock closing price has decreased of 73.12%* over the last 6 months
  • Returns are not annualized

EPA:DSY stock returns distributions and risk

Daily historical returns values
1-year data 2 years of data
Value at Risk 1% -3.96% -5.47%
5% -2.48%(a) -2.78%
10% -1.55% -1.84%
Assuming daily returns follows Normal Distribution (mean, volatility)
1 year-data 2 years of data
Mean -0.18%(b) -0.04%
Volatility
(standard deviation)
5.17%(c) 3.99%
Value at Risk 1% -12.21% -9.32%
5% -8.69%(d) -6.60%
10% -6.81% -5.16%

Notes:

  • Reading example: Using historical EPA:DSY stock data closing price daily returns over last year, the 5% worst returns are less than -2.48%(a). Also, if we assume that historical EPA:DSY stock returns price over last year follows a normal distribution of mean -0.18%(b) and standard deviation 5.17%(c), the 5% worst returns are less than -8.69%(d).
  • Returns are not annualized

Data sources

Stock data provided by IEX Cloud