EPA:ML Compagnie Generale des Etablissements Michelin SCA stock

EPA:ML – Compagnie Generale des Etablissements Michelin SCA data analysis summary on 12-02-2021:

  • Last closing quote is 116.70 EUR
  • Last daily return is -0.47% (-0.55 EUR in absolute)
  • Last year return is 6.14%
  • Last year historical 1% Value at Risk is -5.83%

EPA:ML – Compagnie Generale des Etablissements Michelin SCA informations :

EPA:ML – Compagnie Generale des Etablissements Michelin SCA refers to :

EPA:ML last news

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EPA:ML 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 5.37% 19.99%* 6.14% 13.74%
15 days moving average returns 7.65% 23.97% 7.62% 20.59%
45 days moving average returns 3.26% 18.93% 1.07% 21.99%

Notes :

  • Reading example: EPA:ML stock closing price has increased of 19.99%* over the last 6 months
  • Returns are not annualized

EPA:ML stock returns distributions and risk

Daily historical returns values
1-year data 2 years of data
Value at Risk 1% -5.83% -5.13%
5% -3.69%(a) -3.00%
10% -2.49% -2.18%
Assuming daily returns follows Normal Distribution (mean, volatility)
1 year-data 2 years of data
Mean 0.08%(b) 0.07%
Volatility
(standard deviation)
2.47%(c) 2.11%
Value at Risk 1% -5.67% -4.83%
5% -3.99%(d) -3.39%
10% -3.09% -2.63%

Notes:

  • Reading example: Using historical EPA:ML stock data closing price daily returns over last year, the 5% worst returns are less than -3.69%(a). Also, if we assume that historical EPA:ML stock returns price over last year follows a normal distribution of mean 0.08%(b) and standard deviation 2.47%(c), the 5% worst returns are less than -3.99%(d).
  • Returns are not annualized

Data sources

Stock data provided by IEX Cloud