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

ETR:FME – Fresenius Medical Care AG & Co. KGaA data analysis summary on 10-09-2021:

  • Last closing quote is 61.78 EUR
  • Last daily return is -4.81% (-3.12 EUR in absolute)
  • Last year return is -14.38%
  • 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 -9.33% 1.55%* -14.38% -1.18%
15 days moving average returns -3.05% 12.27% -8.39% 7.48%
45 days moving average returns -1.73% 7.93% -8.38% 7.25%

Notes :

  • Reading example: ETR:FME stock closing price has increased of 1.55%* 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% -4.77%
5% -2.17%(a) -2.42%
10% -1.38% -1.67%
Assuming daily returns follows Normal Distribution (mean, volatility)
1 year-data 2 years of data
Mean -0.05%(b) 0.01%
Volatility
(standard deviation)
1.50%(c) 1.58%
Value at Risk 1% -3.53% -3.67%
5% -2.51%(d) -2.59%
10% -1.97% -2.02%

Notes:

  • Reading example: Using historical ETR:FME stock data closing price daily returns over last year, the 5% worst returns are less than -2.17%(a). Also, if we assume that historical ETR:FME stock returns price over last year follows a normal distribution of mean -0.05%(b) and standard deviation 1.50%(c), the 5% worst returns are less than -2.51%(d).
  • Returns are not annualized

Data sources

Stock data provided by IEX Cloud