EPA:STM ST Microelectronics stock

EPA:STM – ST Microelectronics data analysis summary on 10-09-2021:

  • Last closing quote is 38.24 EUR
  • Last daily return is 1.66% (0.62 EUR in absolute)
  • Last year return is 51.75%
  • Last year historical 1% Value at Risk is -4.47%

EPA:STM – ST Microelectronics informations :

EPA:STM – ST Microelectronics refers to :

EPA:STM 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 4.98% 31.36%* 51.75% 119.39%
15 days moving average returns 8.10% 20.54% 50.19% 127.46%
45 days moving average returns 9.04% 8.08% 41.38% 117.92%

Notes :

  • Reading example: EPA:STM stock closing price has increased of 31.36%* over the last 6 months
  • Returns are not annualized

EPA:STM stock returns distributions and risk

Daily historical returns values
1-year data 2 years of data
Value at Risk 1% -4.47% -7.57%
5% -2.72%(a) -3.79%
10% -2.27% -2.56%
Assuming daily returns follows Normal Distribution (mean, volatility)
1 year-data 2 years of data
Mean 0.19%(b) 0.19%
Volatility
(standard deviation)
2.01%(c) 2.71%
Value at Risk 1% -4.50% -6.13%
5% -3.12%(d) -4.28%
10% -2.39% -3.29%

Notes:

  • Reading example: Using historical EPA:STM stock data closing price daily returns over last year, the 5% worst returns are less than -2.72%(a). Also, if we assume that historical EPA:STM stock returns price over last year follows a normal distribution of mean 0.19%(b) and standard deviation 2.01%(c), the 5% worst returns are less than -3.12%(d).
  • Returns are not annualized

Data sources

Stock data provided by IEX Cloud