ETR:BMW Bayerische Motoren Werke AG stock

ETR:BMW – Bayerische Motoren Werke AG data analysis summary on 05-03-2021:

  • Last closing quote is 75.67 EUR
  • Last daily return is -0.81% (-0.62 EUR in absolute)
  • Last year return is 30.31%
  • Last year historical 1% Value at Risk is -8.02%

ETR:BMW – Bayerische Motoren Werke AG informations :

ETR:BMW – Bayerische Motoren Werke AG refers to :

ETR:BMW last news

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ETR:BMW 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 8.02% 20.92%* 30.31% 0.81%
15 days moving average returns 2.17% 20.86% 17.74% -1.19%
45 days moving average returns -0.75% 21.16% 6.95% -1.99%

Notes :

  • Reading example: ETR:BMW stock closing price has increased of 20.92%* over the last 6 months
  • Returns are not annualized

ETR:BMW stock returns distributions and risk

Daily historical returns values
1-year data 2 years of data
Value at Risk 1% -8.02% -5.53%
5% -3.80%(a) -3.04%
10% -2.60% -1.90%
Assuming daily returns follows Normal Distribution (mean, volatility)
1 year-data 2 years of data
Mean 0.14%(b) 0.03%
Volatility
(standard deviation)
2.81%(c) 2.19%
Value at Risk 1% -6.39% -5.07%
5% -4.48%(d) -3.58%
10% -3.46% -2.78%

Notes:

  • Reading example: Using historical ETR:BMW stock data closing price daily returns over last year, the 5% worst returns are less than -3.80%(a). Also, if we assume that historical ETR:BMW stock returns price over last year follows a normal distribution of mean 0.14%(b) and standard deviation 2.81%(c), the 5% worst returns are less than -4.48%(d).
  • Returns are not annualized

Data sources

Stock data provided by IEX Cloud