ETR:1COV Covestro AG – Bearer Shares stock

ETR:1COV – Covestro AG – Bearer Shares data analysis summary on 10-09-2021:

  • Last closing quote is 58.74 EUR
  • Last daily return is 0.10% (0.06 EUR in absolute)
  • Last year return is 38.21%
  • 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 5.31% -1.44%* 38.21% 36.83%
15 days moving average returns 2.40% -6.92% 35.25% 38.38%
45 days moving average returns 1.36% -4.06% 45.63% 36.52%

Notes :

  • Reading example: ETR:1COV stock closing price has decreased of 1.44%* 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% -3.02%(a) -3.41%
10% -1.97% -2.28%
Assuming daily returns follows Normal Distribution (mean, volatility)
1 year-data 2 years of data
Mean 0.14%(b) 0.09%
Volatility
(standard deviation)
1.91%(c) 2.23%
Value at Risk 1% -4.31% -5.10%
5% -3.00%(d) -3.58%
10% -2.31% -2.77%

Notes:

  • Reading example: Using historical ETR:1COV stock data closing price daily returns over last year, the 5% worst returns are less than -3.02%(a). Also, if we assume that historical ETR:1COV stock returns price over last year follows a normal distribution of mean 0.14%(b) and standard deviation 1.91%(c), the 5% worst returns are less than -3.00%(d).
  • Returns are not annualized

Data sources

Stock data provided by IEX Cloud