EPA:ORA Orange SA stock

EPA:ORA – Orange SA data analysis summary on 05-03-2021:

  • Last closing quote is 9.87 EUR
  • Last daily return is 0.82% (0.08 EUR in absolute)
  • Last year return is -20.00%
  • Last year historical 1% Value at Risk is -4.67%

EPA:ORA – Orange SA informations :

EPA:ORA – Orange SA refers to :

EPA:ORA last news

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EPA:ORA 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 0.28% 6.61%* -20.00% -26.11%
15 days moving average returns 0.51% 2.16% -23.84% -27.35%
45 days moving average returns -0.66% -2.70% -24.13% -27.44%

Notes :

  • Reading example: EPA:ORA stock closing price has increased of 6.61%* over the last 6 months
  • Returns are not annualized

EPA:ORA stock returns distributions and risk

Daily historical returns values
1-year data 2 years of data
Value at Risk 1% -4.67% -4.47%
5% -3.15%(a) -2.40%
10% -2.22% -1.63%
Assuming daily returns follows Normal Distribution (mean, volatility)
1 year-data 2 years of data
Mean -0.07%(b) -0.04%
Volatility
(standard deviation)
2.02%(c) 1.59%
Value at Risk 1% -4.77% -3.75%
5% -3.39%(d) -2.66%
10% -2.66% -2.08%

Notes:

  • Reading example: Using historical EPA:ORA stock data closing price daily returns over last year, the 5% worst returns are less than -3.15%(a). Also, if we assume that historical EPA:ORA stock returns price over last year follows a normal distribution of mean -0.07%(b) and standard deviation 2.02%(c), the 5% worst returns are less than -3.39%(d).
  • Returns are not annualized

Data sources

Stock data provided by IEX Cloud