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 :
- stock symbol: EPA:SAF
- company name: Safran S.A.
- FIGI (Financial Instrument Global Identifier): BBG000BP01L5
- CIK (Central Index Key): 86104.0
- region code ISO 3166-1 alpha-2 : FR
- trading exchange: Euronext Paris
- region exchange MIC (Market Identifier Code): XPAR
- trading currency ISO 4217 code: EUR
EPA:SAF last news
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