EPA:DSY Dassault Systemes SA stock

EPA:DSY – Dassault Systemes SA data analysis summary on 10-09-2021:

  • Last closing quote is 48.49 EUR
  • Last daily return is -1.25% (-0.62 EUR in absolute)
  • Last year return is -69.08%
  • Last year historical 1% Value at Risk is -3.03%

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 0.67% -71.94%* -69.08% -61.39%
15 days moving average returns 4.60% -72.02% -68.93% -61.81%
45 days moving average returns -57.63% -72.98% -69.58% -64.37%

Notes :

  • Reading example: EPA:DSY stock closing price has decreased of 71.94%* 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% -3.03% -5.47%
5% -1.95%(a) -2.55%
10% -1.31% -1.70%
Assuming daily returns follows Normal Distribution (mean, volatility)
1 year-data 2 years of data
Mean -0.14%(b) -0.01%
Volatility
(standard deviation)
5.14%(c) 3.96%
Value at Risk 1% -12.09% -9.24%
5% -8.59%(d) -6.53%
10% -6.72% -5.09%

Notes:

  • Reading example: Using historical EPA:DSY stock data closing price daily returns over last year, the 5% worst returns are less than -1.95%(a). Also, if we assume that historical EPA:DSY stock returns price over last year follows a normal distribution of mean -0.14%(b) and standard deviation 5.14%(c), the 5% worst returns are less than -8.59%(d).
  • Returns are not annualized

Data sources

Stock data provided by IEX Cloud