EPA:STM ST Microelectronics stock

EPA:STM – ST Microelectronics data analysis summary on 22-07-2021:

  • Last closing quote is 32.28 EUR
  • Last daily return is -0.15% (-0.05 EUR in absolute)
  • Last year return is 20.85%
  • Last year historical 1% Value at Risk is -5.59%

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 5.71% -0.98%* 20.85% 93.76%
15 days moving average returns 3.88% -2.99% 25.82% 100.17%
45 days moving average returns 1.76% -2.37% 28.96% 107.58%

Notes :

  • Reading example: EPA:STM stock closing price has decreased of 0.98%* 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% -5.59% -7.57%
5% -2.91%(a) -4.30%
10% -2.43% -2.66%
Assuming daily returns follows Normal Distribution (mean, volatility)
1 year-data 2 years of data
Mean 0.10%(b) 0.17%
Volatility
(standard deviation)
2.17%(c) 2.78%
Value at Risk 1% -4.95% -6.29%
5% -3.47%(d) -4.39%
10% -2.68% -3.39%

Notes:

  • Reading example: Using historical EPA:STM stock data closing price daily returns over last year, the 5% worst returns are less than -2.91%(a). Also, if we assume that historical EPA:STM stock returns price over last year follows a normal distribution of mean 0.10%(b) and standard deviation 2.17%(c), the 5% worst returns are less than -3.47%(d).
  • Returns are not annualized

Data sources

Stock data provided by IEX Cloud