ETR:DB1 Deutsche Boerse AG stock

ETR:DB1 – Deutsche Boerse AG data analysis summary on 10-09-2021:

  • Last closing quote is 143.00 EUR
  • Last daily return is -1.00% (-1.45 EUR in absolute)
  • Last year return is -5.24%
  • Last year historical 1% Value at Risk is -3.26%

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 -0.94% 4.65%* -5.24% 5.54%
15 days moving average returns 2.55% 8.66% -5.17% 9.86%
45 days moving average returns 1.19% 7.35% -8.09% 12.07%

Notes :

  • Reading example: ETR:DB1 stock closing price has increased of 4.65%* 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% -3.26% -4.41%
5% -2.09%(a) -2.32%
10% -1.45% -1.71%
Assuming daily returns follows Normal Distribution (mean, volatility)
1 year-data 2 years of data
Mean -0.02%(b) 0.02%
Volatility
(standard deviation)
1.26%(c) 1.74%
Value at Risk 1% -2.94% -4.03%
5% -2.08%(d) -2.84%
10% -1.63% -2.21%

Notes:

  • Reading example: Using historical ETR:DB1 stock data closing price daily returns over last year, the 5% worst returns are less than -2.09%(a). Also, if we assume that historical ETR:DB1 stock returns price over last year follows a normal distribution of mean -0.02%(b) and standard deviation 1.26%(c), the 5% worst returns are less than -2.08%(d).
  • Returns are not annualized

Data sources

Stock data provided by IEX Cloud