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 :
- stock symbol: EPA:SAN
- company name: Sanofi
- FIGI (Financial Instrument Global Identifier): BBG000BWBBF3
- CIK (Central Index Key): 891478.0
- 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:SAN last news
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