ETR:1COV Covestro AG – Bearer Shares stock

ETR:1COV – Covestro AG – Bearer Shares data analysis summary on 22-07-2021:

  • Last closing quote is 55.54 EUR
  • Last daily return is -0.79% (-0.44 EUR in absolute)
  • Last year return is 49.54%
  • Last year historical 1% Value at Risk is -5.80%

ETR:1COV – Covestro AG – Bearer Shares informations :

ETR:1COV – Covestro AG – Bearer Shares refers to :

ETR:1COV 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 -0.14% -0.39%* 49.54% 31.67%
15 days moving average returns 1.40% 1.93% 55.05% 31.46%
45 days moving average returns -0.81% 9.81% 60.17% 31.62%

Notes :

  • Reading example: ETR:1COV stock closing price has decreased of 0.39%* over the last 6 months
  • Returns are not annualized

ETR:1COV stock returns distributions and risk

Daily historical returns values
1-year data 2 years of data
Value at Risk 1% -5.80% -6.56%
5% -3.01%(a) -3.57%
10% -2.01% -2.30%
Assuming daily returns follows Normal Distribution (mean, volatility)
1 year-data 2 years of data
Mean 0.18%(b) 0.08%
Volatility
(standard deviation)
2.00%(c) 2.26%
Value at Risk 1% -4.49% -5.19%
5% -3.12%(d) -3.65%
10% -2.39% -2.82%

Notes:

  • Reading example: Using historical ETR:1COV stock data closing price daily returns over last year, the 5% worst returns are less than -3.01%(a). Also, if we assume that historical ETR:1COV stock returns price over last year follows a normal distribution of mean 0.18%(b) and standard deviation 2.00%(c), the 5% worst returns are less than -3.12%(d).
  • Returns are not annualized

Data sources

Stock data provided by IEX Cloud