ETR:FME Fresenius Medical Care AG & Co. KGaA stock

ETR:FME – Fresenius Medical Care AG & Co. KGaA data analysis summary on 22-07-2021:

  • Last closing quote is 69.24 EUR
  • Last daily return is 1.44% (0.98 EUR in absolute)
  • Last year return is -11.84%
  • Last year historical 1% Value at Risk is -4.67%

ETR:FME – Fresenius Medical Care AG & Co. KGaA informations :

ETR:FME – Fresenius Medical Care AG & Co. KGaA refers to :

ETR:FME 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 -0.23% 0.03%* -11.84% 2.37%
15 days moving average returns 0.56% 0.11% -9.35% -0.03%
45 days moving average returns 2.39% -1.02% -10.25% 0.38%

Notes :

  • Reading example: ETR:FME stock closing price has increased of 0.03%* over the last 6 months
  • Returns are not annualized

ETR:FME stock returns distributions and risk

Daily historical returns values
1-year data 2 years of data
Value at Risk 1% -4.67% -5.14%
5% -2.40%(a) -2.42%
10% -1.34% -1.66%
Assuming daily returns follows Normal Distribution (mean, volatility)
1 year-data 2 years of data
Mean -0.04%(b) 0.02%
Volatility
(standard deviation)
1.52%(c) 1.57%
Value at Risk 1% -3.58% -3.64%
5% -2.54%(d) -2.57%
10% -1.99% -2.00%

Notes:

  • Reading example: Using historical ETR:FME stock data closing price daily returns over last year, the 5% worst returns are less than -2.40%(a). Also, if we assume that historical ETR:FME stock returns price over last year follows a normal distribution of mean -0.04%(b) and standard deviation 1.52%(c), the 5% worst returns are less than -2.54%(d).
  • Returns are not annualized

Data sources

Stock data provided by IEX Cloud