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

EPA:SGO – Compagnie de Saint-Gobain S.A. data analysis summary on 10-09-2021:

  • Last closing quote is 61.17 EUR
  • Last daily return is -0.26% (-0.16 EUR in absolute)
  • Last year return is 71.54%
  • 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 -4.81% 24.73%* 71.54% 73.09%
15 days moving average returns 0.79% 35.72% 78.69% 87.74%
45 days moving average returns 4.94% 40.43% 81.00% 82.94%

Notes :

  • Reading example: EPA:SGO stock closing price has increased of 24.73%* 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% -1.95%(a) -3.24%
10% -1.50% -1.86%
Assuming daily returns follows Normal Distribution (mean, volatility)
1 year-data 2 years of data
Mean 0.22%(b) 0.14%
Volatility
(standard deviation)
1.56%(c) 2.31%
Value at Risk 1% -3.41% -5.23%
5% -2.35%(d) -3.66%
10% -1.78% -2.82%

Notes:

  • Reading example: Using historical EPA:SGO stock data closing price daily returns over last year, the 5% worst returns are less than -1.95%(a). Also, if we assume that historical EPA:SGO stock returns price over last year follows a normal distribution of mean 0.22%(b) and standard deviation 1.56%(c), the 5% worst returns are less than -2.35%(d).
  • Returns are not annualized

Data sources

Stock data provided by IEX Cloud