ETR:BAYN Bayer AG – Registered Shares stock

ETR:BAYN – Bayer AG – Registered Shares data analysis summary on 10-09-2021:

  • Last closing quote is 45.77 EUR
  • Last daily return is 0.53% (0.24 EUR in absolute)
  • Last year return is -16.92%
  • Last year historical 1% Value at Risk is -6.12%

ETR:BAYN – Bayer AG – Registered Shares informations :

ETR:BAYN – Bayer AG – Registered Shares refers to :

ETR:BAYN 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 -3.20% -15.95%* -16.92% -33.73%
15 days moving average returns -4.52% -10.41% -15.55% -29.84%
45 days moving average returns -4.46% -7.72% -16.16% -22.77%

Notes :

  • Reading example: ETR:BAYN stock closing price has decreased of 15.95%* over the last 6 months
  • Returns are not annualized

ETR:BAYN stock returns distributions and risk

Daily historical returns values
1-year data 2 years of data
Value at Risk 1% -6.12% -5.78%
5% -2.54%(a) -3.09%
10% -1.78% -2.07%
Assuming daily returns follows Normal Distribution (mean, volatility)
1 year-data 2 years of data
Mean -0.06%(b) -0.05%
Volatility
(standard deviation)
2.00%(c) 2.16%
Value at Risk 1% -4.72% -5.08%
5% -3.35%(d) -3.61%
10% -2.62% -2.82%

Notes:

  • Reading example: Using historical ETR:BAYN stock data closing price daily returns over last year, the 5% worst returns are less than -2.54%(a). Also, if we assume that historical ETR:BAYN stock returns price over last year follows a normal distribution of mean -0.06%(b) and standard deviation 2.00%(c), the 5% worst returns are less than -3.35%(d).
  • Returns are not annualized

Data sources

Stock data provided by IEX Cloud