ETR:ALV Allianz SE stock

ETR:ALV – Allianz SE data analysis summary on 11-02-2021:

  • Last closing quote is 196.54 EUR
  • Last daily return is 0.12% (0.24 EUR in absolute)
  • Last year return is -14.17%
  • Last year historical 1% Value at Risk is -8.70%

ETR:ALV – Allianz SE informations :

ETR:ALV – Allianz SE refers to :

ETR:ALV last news

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ETR:ALV 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 -3.33% 6.41%* -14.17% 6.79%
15 days moving average returns -3.93% 6.25% -13.14% 4.23%
45 days moving average returns 0.59% 8.08% -10.53% 9.76%

Notes :

  • Reading example: ETR:ALV stock closing price has increased of 6.41%* over the last 6 months
  • Returns are not annualized

ETR:ALV stock returns distributions and risk

Daily historical returns values
1-year data 2 years of data
Value at Risk 1% -8.70% -4.85%
5% -3.23%(a) -2.71%
10% -2.48% -1.68%
Assuming daily returns follows Normal Distribution (mean, volatility)
1 year-data 2 years of data
Mean -0.02%(b) 0.03%
Volatility
(standard deviation)
2.72%(c) 2.03%
Value at Risk 1% -6.35% -4.69%
5% -4.50%(d) -3.31%
10% -3.51% -2.57%

Notes:

  • Reading example: Using historical ETR:ALV stock data closing price daily returns over last year, the 5% worst returns are less than -3.23%(a). Also, if we assume that historical ETR:ALV stock returns price over last year follows a normal distribution of mean -0.02%(b) and standard deviation 2.72%(c), the 5% worst returns are less than -4.50%(d).
  • Returns are not annualized

Data sources

Stock data provided by IEX Cloud