EPA:SGO Compagnie de Saint-Gobain S.A. stock

EPA:SGO – Compagnie de Saint-Gobain S.A. data analysis summary on 21-07-2021:

  • Last closing quote is 57.22 EUR
  • Last daily return is 1.98% (1.11 EUR in absolute)
  • Last year return is 69.29%
  • Last year historical 1% Value at Risk is -3.77%

EPA:SGO – Compagnie de Saint-Gobain S.A. informations :

EPA:SGO – Compagnie de Saint-Gobain S.A. refers to :

EPA:SGO 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 1.62% 32.09%* 69.29% 67.51%
15 days moving average returns 0.66% 35.37% 74.12% 67.68%
45 days moving average returns 2.38% 40.89% 80.32% 67.38%

Notes :

  • Reading example: EPA:SGO stock closing price has increased of 32.09%* over the last 6 months
  • Returns are not annualized

EPA:SGO stock returns distributions and risk

Daily historical returns values
1-year data 2 years of data
Value at Risk 1% -3.77% -4.84%
5% -2.07%(a) -3.35%
10% -1.58% -1.94%
Assuming daily returns follows Normal Distribution (mean, volatility)
1 year-data 2 years of data
Mean 0.23%(b) 0.13%
Volatility
(standard deviation)
1.63%(c) 2.34%
Value at Risk 1% -3.56% -5.31%
5% -2.45%(d) -3.71%
10% -1.86% -2.87%

Notes:

  • Reading example: Using historical EPA:SGO stock data closing price daily returns over last year, the 5% worst returns are less than -2.07%(a). Also, if we assume that historical EPA:SGO stock returns price over last year follows a normal distribution of mean 0.23%(b) and standard deviation 1.63%(c), the 5% worst returns are less than -2.45%(d).
  • Returns are not annualized

Data sources

Stock data provided by IEX Cloud