EPA:SU Schneider Electric SE stock

EPA:SU – Schneider Electric SE data analysis summary on 10-09-2021:

  • Last closing quote is 153.00 EUR
  • Last daily return is 0.86% (1.30 EUR in absolute)
  • Last year return is 43.80%
  • 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 2.82% 20.95%* 43.80% 93.28%
15 days moving average returns 6.45% 22.07% 44.93% 101.96%
45 days moving average returns 6.75% 17.23% 42.63% 94.11%

Notes :

  • Reading example: EPA:SU stock closing price has increased of 20.95%* 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% -4.97%
5% -2.01%(a) -2.69%
10% -1.44% -1.67%
Assuming daily returns follows Normal Distribution (mean, volatility)
1 year-data 2 years of data
Mean 0.15%(b) 0.15%
Volatility
(standard deviation)
1.32%(c) 1.90%
Value at Risk 1% -2.93% -4.26%
5% -2.03%(d) -2.97%
10% -1.55% -2.28%

Notes:

  • Reading example: Using historical EPA:SU stock data closing price daily returns over last year, the 5% worst returns are less than -2.01%(a). Also, if we assume that historical EPA:SU stock returns price over last year follows a normal distribution of mean 0.15%(b) and standard deviation 1.32%(c), the 5% worst returns are less than -2.03%(d).
  • Returns are not annualized

Data sources

Stock data provided by IEX Cloud