ETR:FRE Fresenius SE & Co. KGaA stock

ETR:FRE – Fresenius SE & Co. KGaA data analysis summary on 10-09-2021:

  • Last closing quote is 41.76 EUR
  • Last daily return is -1.54% (-0.65 EUR in absolute)
  • Last year return is 8.48%
  • Last year historical 1% Value at Risk is -3.90%

ETR:FRE – Fresenius SE & Co. KGaA informations :

ETR:FRE – Fresenius SE & Co. KGaA refers to :

ETR:FRE 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 -7.42% 13.99%* 8.48% -7.11%
15 days moving average returns -2.05% 23.12% 13.78% -0.40%
45 days moving average returns 0.36% 22.36% 9.79% 1.28%

Notes :

  • Reading example: ETR:FRE stock closing price has increased of 13.99%* over the last 6 months
  • Returns are not annualized

ETR:FRE stock returns distributions and risk

Daily historical returns values
1-year data 2 years of data
Value at Risk 1% -3.90% -5.58%
5% -2.44%(a) -3.06%
10% -1.54% -2.11%
Assuming daily returns follows Normal Distribution (mean, volatility)
1 year-data 2 years of data
Mean 0.04%(b) 0.01%
Volatility
(standard deviation)
1.56%(c) 2.00%
Value at Risk 1% -3.58% -4.64%
5% -2.52%(d) -3.28%
10% -1.95% -2.55%

Notes:

  • Reading example: Using historical ETR:FRE stock data closing price daily returns over last year, the 5% worst returns are less than -2.44%(a). Also, if we assume that historical ETR:FRE stock returns price over last year follows a normal distribution of mean 0.04%(b) and standard deviation 1.56%(c), the 5% worst returns are less than -2.52%(d).
  • Returns are not annualized

Data sources

Stock data provided by IEX Cloud