EPA:SU Schneider Electric SE stock

EPA:SU – Schneider Electric SE data analysis summary on 22-07-2021:

  • Last closing quote is 137.40 EUR
  • Last daily return is 1.66% (2.24 EUR in absolute)
  • Last year return is 35.84%
  • Last year historical 1% Value at Risk is -2.97%

EPA:SU – Schneider Electric SE informations :

EPA:SU – Schneider Electric SE refers to :

EPA:SU 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 1.40% 9.61%* 35.84% 79.61%
15 days moving average returns 2.66% 8.68% 36.76% 74.65%
45 days moving average returns 0.99% 11.34% 39.60% 75.19%

Notes :

  • Reading example: EPA:SU stock closing price has increased of 9.61%* over the last 6 months
  • Returns are not annualized

EPA:SU stock returns distributions and risk

Daily historical returns values
1-year data 2 years of data
Value at Risk 1% -2.97% -5.42%
5% -2.10%(a) -2.81%
10% -1.51% -1.81%
Assuming daily returns follows Normal Distribution (mean, volatility)
1 year-data 2 years of data
Mean 0.13%(b) 0.13%
Volatility
(standard deviation)
1.39%(c) 1.93%
Value at Risk 1% -3.10% -4.35%
5% -2.16%(d) -3.03%
10% -1.65% -2.34%

Notes:

  • Reading example: Using historical EPA:SU stock data closing price daily returns over last year, the 5% worst returns are less than -2.10%(a). Also, if we assume that historical EPA:SU stock returns price over last year follows a normal distribution of mean 0.13%(b) and standard deviation 1.39%(c), the 5% worst returns are less than -2.16%(d).
  • Returns are not annualized

Data sources

Stock data provided by IEX Cloud