EPA:LR Legrand SA stock

EPA:LR – Legrand SA data analysis summary on 10-09-2021:

  • Last closing quote is 97.24 EUR
  • Last daily return is 0.33% (0.32 EUR in absolute)
  • Last year return is 37.54%
  • Last year historical 1% Value at Risk is -3.54%

EPA:LR – Legrand SA informations :

EPA:LR – Legrand SA refers to :

EPA:LR 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 1.48% 27.61%* 37.54% 48.10%
15 days moving average returns 2.74% 31.97% 37.78% 51.72%
45 days moving average returns 4.14% 24.54% 36.30% 50.43%

Notes :

  • Reading example: EPA:LR stock closing price has increased of 27.61%* over the last 6 months
  • Returns are not annualized

EPA:LR stock returns distributions and risk

Daily historical returns values
1-year data 2 years of data
Value at Risk 1% -3.54% -5.50%
5% -1.59%(a) -2.35%
10% -1.18% -1.53%
Assuming daily returns follows Normal Distribution (mean, volatility)
1 year-data 2 years of data
Mean 0.13%(b) 0.09%
Volatility
(standard deviation)
1.20%(c) 1.82%
Value at Risk 1% -2.67% -4.14%
5% -1.85%(d) -2.90%
10% -1.42% -2.24%

Notes:

  • Reading example: Using historical EPA:LR stock data closing price daily returns over last year, the 5% worst returns are less than -1.59%(a). Also, if we assume that historical EPA:LR stock returns price over last year follows a normal distribution of mean 0.13%(b) and standard deviation 1.20%(c), the 5% worst returns are less than -1.85%(d).
  • Returns are not annualized

Data sources

Stock data provided by IEX Cloud