EPA:RNO Renault S.A. stock

EPA:RNO – Renault S.A. data analysis summary on 21-07-2021:

  • Last closing quote is 31.41 EUR
  • Last daily return is 4.46% (1.34 EUR in absolute)
  • Last year return is 28.31%
  • Last year historical 1% Value at Risk is -7.83%

EPA:RNO – Renault S.A. informations :

EPA:RNO – Renault S.A. refers to :

EPA:RNO 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 -12.53% -10.89%* 28.31% -38.76%
15 days moving average returns -7.58% -8.30% 41.68% -37.72%
45 days moving average returns -0.63% -3.49% 52.94% -36.92%

Notes :

  • Reading example: EPA:RNO stock closing price has decreased of 10.89%* over the last 6 months
  • Returns are not annualized

EPA:RNO stock returns distributions and risk

Daily historical returns values
1-year data 2 years of data
Value at Risk 1% -7.83% -10.55%
5% -4.23%(a) -5.08%
10% -3.29% -3.39%
Assuming daily returns follows Normal Distribution (mean, volatility)
1 year-data 2 years of data
Mean 0.14%(b) -0.03%
Volatility
(standard deviation)
2.93%(c) 3.59%
Value at Risk 1% -6.68% -8.37%
5% -4.68%(d) -5.93%
10% -3.62% -4.63%

Notes:

  • Reading example: Using historical EPA:RNO stock data closing price daily returns over last year, the 5% worst returns are less than -4.23%(a). Also, if we assume that historical EPA:RNO stock returns price over last year follows a normal distribution of mean 0.14%(b) and standard deviation 2.93%(c), the 5% worst returns are less than -4.68%(d).
  • Returns are not annualized

Data sources

Stock data provided by IEX Cloud