ETR:ADS adidas AG stock

ETR:ADS – adidas AG data analysis summary on 05-03-2021:

  • Last closing quote is 271.50 EUR
  • Last daily return is -2.76% (-7.70 EUR in absolute)
  • Last year return is 8.99%
  • Last year historical 1% Value at Risk is -6.49%

ETR:ADS – adidas AG informations :

ETR:ADS – adidas AG refers to :

ETR:ADS last news

  • Coming soon …

ETR:ADS 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 -2.55% 3.19%* 8.99% 25.29%
15 days moving average returns 5.14% 11.76% 9.29% 39.21%
45 days moving average returns 0.35% 13.97% -1.08% 40.83%

Notes :

  • Reading example: ETR:ADS stock closing price has increased of 3.19%* over the last 6 months
  • Returns are not annualized

ETR:ADS stock returns distributions and risk

Daily historical returns values
1-year data 2 years of data
Value at Risk 1% -6.49% -5.78%
5% -3.44%(a) -2.98%
10% -2.76% -2.28%
Assuming daily returns follows Normal Distribution (mean, volatility)
1 year-data 2 years of data
Mean 0.06%(b) 0.07%
Volatility
(standard deviation)
2.64%(c) 2.19%
Value at Risk 1% -6.08% -5.02%
5% -4.28%(d) -3.53%
10% -3.32% -2.73%

Notes:

  • Reading example: Using historical ETR:ADS stock data closing price daily returns over last year, the 5% worst returns are less than -3.44%(a). Also, if we assume that historical ETR:ADS stock returns price over last year follows a normal distribution of mean 0.06%(b) and standard deviation 2.64%(c), the 5% worst returns are less than -4.28%(d).
  • Returns are not annualized

Data sources

Stock data provided by IEX Cloud