EPA:ENGI Engie stock

EPA:ENGI – Engie data analysis summary on 22-07-2021:

  • Last closing quote is 11.32 EUR
  • Last daily return is 1.20% (0.13 EUR in absolute)
  • Last year return is 0.86%
  • 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 -3.53% -13.72%* 0.86% -18.12%
15 days moving average returns -5.25% -13.60% 2.84% -16.82%
45 days moving average returns -3.37% -6.81% 7.65% -10.31%

Notes :

  • Reading example: EPA:ENGI stock closing price has decreased of 13.72%* 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% -2.09%(a) -3.02%
10% -1.72% -1.88%
Assuming daily returns follows Normal Distribution (mean, volatility)
1 year-data 2 years of data
Mean 0.01%(b) -0.02%
Volatility
(standard deviation)
1.57%(c) 1.96%
Value at Risk 1% -3.64% -4.58%
5% -2.57%(d) -3.24%
10% -2.00% -2.53%

Notes:

  • Reading example: Using historical EPA:ENGI stock data closing price daily returns over last year, the 5% worst returns are less than -2.09%(a). Also, if we assume that historical EPA:ENGI stock returns price over last year follows a normal distribution of mean 0.01%(b) and standard deviation 1.57%(c), the 5% worst returns are less than -2.57%(d).
  • Returns are not annualized

Data sources

Stock data provided by IEX Cloud