EPA:ENGI Engie stock

EPA:ENGI – Engie data analysis summary on 10-09-2021:

  • Last closing quote is 11.76 EUR
  • Last daily return is -2.05% (-0.25 EUR in absolute)
  • Last year return is -0.52%
  • Last year historical 1% Value at Risk is -3.68%

EPA:ENGI – Engie informations :

EPA:ENGI – Engie refers to :

EPA:ENGI 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 0.65% -1.77%* -0.52% -13.16%
15 days moving average returns 4.88% -0.10% 3.87% -11.48%
45 days moving average returns 1.03% -8.24% 2.51% -13.89%

Notes :

  • Reading example: EPA:ENGI stock closing price has decreased of 1.77%* over the last 6 months
  • Returns are not annualized

EPA:ENGI stock returns distributions and risk

Daily historical returns values
1-year data 2 years of data
Value at Risk 1% -3.68% -5.35%
5% -2.03%(a) -3.02%
10% -1.51% -1.83%
Assuming daily returns follows Normal Distribution (mean, volatility)
1 year-data 2 years of data
Mean 0.00%(b) -0.01%
Volatility
(standard deviation)
1.41%(c) 1.96%
Value at Risk 1% -3.27% -4.57%
5% -2.31%(d) -3.23%
10% -1.80% -2.52%

Notes:

  • Reading example: Using historical EPA:ENGI stock data closing price daily returns over last year, the 5% worst returns are less than -2.03%(a). Also, if we assume that historical EPA:ENGI stock returns price over last year follows a normal distribution of mean 0.00%(b) and standard deviation 1.41%(c), the 5% worst returns are less than -2.31%(d).
  • Returns are not annualized

Data sources

Stock data provided by IEX Cloud