ETR:DB1 Deutsche Boerse AG stock

ETR:DB1 – Deutsche Boerse AG data analysis summary on 22-07-2021:

  • Last closing quote is 145.95 EUR
  • Last daily return is 1.42% (2.05 EUR in absolute)
  • Last year return is -13.64%
  • Last year historical 1% Value at Risk is -3.83%

ETR:DB1 – Deutsche Boerse AG informations :

ETR:DB1 – Deutsche Boerse AG refers to :

ETR:DB1 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 -1.58% 9.82%* -13.64% 13.80%
15 days moving average returns 4.39% 6.94% -12.47% 13.35%
45 days moving average returns 1.40% 3.29% -10.74% 11.91%

Notes :

  • Reading example: ETR:DB1 stock closing price has increased of 9.82%* over the last 6 months
  • Returns are not annualized

ETR:DB1 stock returns distributions and risk

Daily historical returns values
1-year data 2 years of data
Value at Risk 1% -3.83% -4.41%
5% -2.15%(a) -2.35%
10% -1.68% -1.73%
Assuming daily returns follows Normal Distribution (mean, volatility)
1 year-data 2 years of data
Mean -0.05%(b) 0.04%
Volatility
(standard deviation)
1.36%(c) 1.78%
Value at Risk 1% -3.21% -4.09%
5% -2.28%(d) -2.88%
10% -1.79% -2.24%

Notes:

  • Reading example: Using historical ETR:DB1 stock data closing price daily returns over last year, the 5% worst returns are less than -2.15%(a). Also, if we assume that historical ETR:DB1 stock returns price over last year follows a normal distribution of mean -0.05%(b) and standard deviation 1.36%(c), the 5% worst returns are less than -2.28%(d).
  • Returns are not annualized

Data sources

Stock data provided by IEX Cloud