EPA:LR Legrand SA stock

EPA:LR – Legrand SA data analysis summary on 21-07-2021:

  • Last closing quote is 92.38 EUR
  • Last daily return is 1.25% (1.14 EUR in absolute)
  • Last year return is 31.07%
  • Last year historical 1% Value at Risk is -4.15%

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 5.05% 15.07%* 31.07% 44.30%
15 days moving average returns 3.95% 15.44% 31.18% 43.44%
45 days moving average returns 3.80% 20.30% 35.75% 41.70%

Notes :

  • Reading example: EPA:LR stock closing price has increased of 15.07%* 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% -4.15% -5.50%
5% -1.78%(a) -2.47%
10% -1.30% -1.57%
Assuming daily returns follows Normal Distribution (mean, volatility)
1 year-data 2 years of data
Mean 0.11%(b) 0.09%
Volatility
(standard deviation)
1.31%(c) 1.85%
Value at Risk 1% -2.94% -4.21%
5% -2.05%(d) -2.95%
10% -1.57% -2.28%

Notes:

  • Reading example: Using historical EPA:LR stock data closing price daily returns over last year, the 5% worst returns are less than -1.78%(a). Also, if we assume that historical EPA:LR stock returns price over last year follows a normal distribution of mean 0.11%(b) and standard deviation 1.31%(c), the 5% worst returns are less than -2.05%(d).
  • Returns are not annualized

Data sources

Stock data provided by IEX Cloud