EPA:SAN Sanofi stock

EPA:SAN – Sanofi data analysis summary on 05-03-2021:

  • Last closing quote is 77.38 EUR
  • Last daily return is 0.82% (0.63 EUR in absolute)
  • Last year return is -13.51%
  • Last year historical 1% Value at Risk is -4.38%

EPA:SAN – Sanofi informations :

EPA:SAN – Sanofi refers to :

EPA:SAN last news

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EPA:SAN 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 -3.29% -9.53%* -13.51% 1.24%
15 days moving average returns -3.89% -10.41% -14.40% 3.73%
45 days moving average returns -1.05% -10.74% -12.94% 6.01%

Notes :

  • Reading example: EPA:SAN stock closing price has decreased of 9.53%* over the last 6 months
  • Returns are not annualized

EPA:SAN stock returns distributions and risk

Daily historical returns values
1-year data 2 years of data
Value at Risk 1% -4.38% -3.78%
5% -2.42%(a) -2.35%
10% -1.68% -1.61%
Assuming daily returns follows Normal Distribution (mean, volatility)
1 year-data 2 years of data
Mean -0.04%(b) 0.02%
Volatility
(standard deviation)
1.65%(c) 1.49%
Value at Risk 1% -3.88% -3.44%
5% -2.76%(d) -2.43%
10% -2.16% -1.89%

Notes:

  • Reading example: Using historical EPA:SAN stock data closing price daily returns over last year, the 5% worst returns are less than -2.42%(a). Also, if we assume that historical EPA:SAN stock returns price over last year follows a normal distribution of mean -0.04%(b) and standard deviation 1.65%(c), the 5% worst returns are less than -2.76%(d).
  • Returns are not annualized

Data sources

Stock data provided by IEX Cloud