ETR:BAS Basf SE stock

ETR:BAS – Basf SE data analysis summary on 21-07-2021:

  • Last closing quote is 66.49 EUR
  • Last daily return is 1.67% (1.09 EUR in absolute)
  • Last year return is 25.38%
  • Last year historical 1% Value at Risk is -4.89%

ETR:BAS – Basf SE informations :

ETR:BAS – Basf SE refers to :

ETR:BAS 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 1.22% -1.25%* 25.38% 8.54%
15 days moving average returns -0.43% -0.47% 30.21% 8.95%
45 days moving average returns -2.01% 5.06% 30.66% 9.02%

Notes :

  • Reading example: ETR:BAS stock closing price has decreased of 1.25%* over the last 6 months
  • Returns are not annualized

ETR:BAS stock returns distributions and risk

Daily historical returns values
1-year data 2 years of data
Value at Risk 1% -4.89% -5.66%
5% -2.24%(a) -3.17%
10% -1.57% -1.97%
Assuming daily returns follows Normal Distribution (mean, volatility)
1 year-data 2 years of data
Mean 0.11%(b) 0.04%
Volatility
(standard deviation)
1.76%(c) 2.12%
Value at Risk 1% -3.99% -4.89%
5% -2.79%(d) -3.45%
10% -2.15% -2.68%

Notes:

  • Reading example: Using historical ETR:BAS stock data closing price daily returns over last year, the 5% worst returns are less than -2.24%(a). Also, if we assume that historical ETR:BAS stock returns price over last year follows a normal distribution of mean 0.11%(b) and standard deviation 1.76%(c), the 5% worst returns are less than -2.79%(d).
  • Returns are not annualized

Data sources

Stock data provided by IEX Cloud