ETR:BMW Bayerische Motoren Werke AG stock

ETR:BMW – Bayerische Motoren Werke AG data analysis summary on 13-05-2021:

  • Last closing quote is 81.85 EUR
  • Last daily return is -3.11% (-2.63 EUR in absolute)
  • Last year return is 67.97%
  • Last year historical 1% Value at Risk is -4.62%

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 -7.35% 15.71%* 67.97% 20.26%
15 days moving average returns -3.07% 30.20% 64.01% 14.98%
45 days moving average returns 7.38% 33.36% 76.47% 16.06%

Notes :

  • Reading example: ETR:BMW stock closing price has increased of 15.71%* 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% -4.62% -5.54%
5% -2.82%(a) -3.14%
10% -1.69% -1.88%
Assuming daily returns follows Normal Distribution (mean, volatility)
1 year-data 2 years of data
Mean 0.21%(b) 0.06%
Volatility
(standard deviation)
1.97%(c) 2.24%
Value at Risk 1% -4.37% -5.15%
5% -3.03%(d) -3.62%
10% -2.32% -2.81%

Notes:

  • Reading example: Using historical ETR:BMW stock data closing price daily returns over last year, the 5% worst returns are less than -2.82%(a). Also, if we assume that historical ETR:BMW stock returns price over last year follows a normal distribution of mean 0.21%(b) and standard deviation 1.97%(c), the 5% worst returns are less than -3.03%(d).
  • Returns are not annualized

Data sources

Stock data provided by IEX Cloud