EPA:SAF Safran S.A. stock

EPA:SAF – Safran S.A. data analysis summary on 12-02-2021:

  • Last closing quote is 108.90 EUR
  • Last daily return is -0.50% (-0.55 EUR in absolute)
  • Last year return is -26.09%
  • Last year historical 1% Value at Risk is -14.88%

EPA:SAF – Safran S.A. informations :

EPA:SAF – Safran S.A. refers to :

EPA:SAF last news

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EPA:SAF 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 -6.36% 5.22%* -26.09% -4.14%
15 days moving average returns -7.31% 13.89% -26.32% -4.31%
45 days moving average returns -4.52% 22.42% -19.99% 5.06%

Notes :

  • Reading example: EPA:SAF stock closing price has increased of 5.22%* over the last 6 months
  • Returns are not annualized

EPA:SAF stock returns distributions and risk

Daily historical returns values
1-year data 2 years of data
Value at Risk 1% -14.88% -8.53%
5% -5.63%(a) -3.40%
10% -3.40% -2.36%
Assuming daily returns follows Normal Distribution (mean, volatility)
1 year-data 2 years of data
Mean -0.02%(b) 0.05%
Volatility
(standard deviation)
4.42%(c) 3.26%
Value at Risk 1% -10.32% -7.53%
5% -7.30%(d) -5.31%
10% -5.69% -4.13%

Notes:

  • Reading example: Using historical EPA:SAF stock data closing price daily returns over last year, the 5% worst returns are less than -5.63%(a). Also, if we assume that historical EPA:SAF stock returns price over last year follows a normal distribution of mean -0.02%(b) and standard deviation 4.42%(c), the 5% worst returns are less than -7.30%(d).
  • Returns are not annualized

Data sources

Stock data provided by IEX Cloud