ETR:LHA Deutsche Lufthansa AG stock

ETR:LHA – Deutsche Lufthansa AG data analysis summary on 11-02-2021:

  • Last closing quote is 10.76 EUR
  • Last daily return is 1.94% (0.21 EUR in absolute)
  • Last year return is -28.54%
  • Last year historical 1% Value at Risk is -8.93%

ETR:LHA – Deutsche Lufthansa AG informations :

ETR:LHA – Deutsche Lufthansa AG refers to :

ETR:LHA last news

  • Coming soon …

ETR:LHA 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 5.86% 19.10%* -28.54% -51.51%
15 days moving average returns 4.56% 31.51% -26.54% -52.05%
45 days moving average returns 4.79% 16.15% -33.58% -50.11%

Notes :

  • Reading example: ETR:LHA stock closing price has increased of 19.10%* over the last 6 months
  • Returns are not annualized

ETR:LHA stock returns distributions and risk

Daily historical returns values
1-year data 2 years of data
Value at Risk 1% -8.93% -8.10%
5% -6.43%(a) -5.10%
10% -4.69% -3.30%
Assuming daily returns follows Normal Distribution (mean, volatility)
1 year-data 2 years of data
Mean -0.03%(b) -0.09%
Volatility
(standard deviation)
4.12%(c) 3.19%
Value at Risk 1% -9.62% -7.51%
5% -6.81%(d) -5.33%
10% -5.31% -4.17%

Notes:

  • Reading example: Using historical ETR:LHA stock data closing price daily returns over last year, the 5% worst returns are less than -6.43%(a). Also, if we assume that historical ETR:LHA stock returns price over last year follows a normal distribution of mean -0.03%(b) and standard deviation 4.12%(c), the 5% worst returns are less than -6.81%(d).
  • Returns are not annualized

Data sources

Stock data provided by IEX Cloud