ETR:BAYN Bayer AG – Registered Shares stock

ETR:BAYN – Bayer AG – Registered Shares data analysis summary on 22-07-2021:

  • Last closing quote is 51.13 EUR
  • Last daily return is 0.14% (0.07 EUR in absolute)
  • Last year return is -15.74%
  • Last year historical 1% Value at Risk is -5.44%

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 -0.33% -2.35%* -15.74% -14.21%
15 days moving average returns -3.59% -2.23% -20.05% -14.89%
45 days moving average returns -3.12% 5.69% -19.72% -7.87%

Notes :

  • Reading example: ETR:BAYN stock closing price has decreased of 2.35%* 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% -5.44% -5.17%
5% -2.73%(a) -3.35%
10% -2.05% -2.12%
Assuming daily returns follows Normal Distribution (mean, volatility)
1 year-data 2 years of data
Mean -0.06%(b) -0.00%
Volatility
(standard deviation)
2.02%(c) 2.21%
Value at Risk 1% -4.76% -5.15%
5% -3.38%(d) -3.64%
10% -2.65% -2.84%

Notes:

  • Reading example: Using historical ETR:BAYN stock data closing price daily returns over last year, the 5% worst returns are less than -2.73%(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 2.02%(c), the 5% worst returns are less than -3.38%(d).
  • Returns are not annualized

Data sources

Stock data provided by IEX Cloud