ETR:MTX MTU Aero Engines AG stock

ETR:MTX – MTU Aero Engines AG data analysis summary on 10-09-2021:

  • Last closing quote is 188.70 EUR
  • Last daily return is -0.55% (-1.05 EUR in absolute)
  • Last year return is 20.00%
  • Last year historical 1% Value at Risk is -5.84%

ETR:MTX – MTU Aero Engines AG informations :

ETR:MTX – MTU Aero Engines AG refers to :

ETR:MTX 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 -7.77% -6.77%* 20.00% -20.28%
15 days moving average returns -6.62% -3.84% 23.19% -21.19%
45 days moving average returns -3.66% -0.19% 31.84% -13.75%

Notes :

  • Reading example: ETR:MTX stock closing price has decreased of 6.77%* over the last 6 months
  • Returns are not annualized

ETR:MTX stock returns distributions and risk

Daily historical returns values
1-year data 2 years of data
Value at Risk 1% -5.84% -9.20%
5% -3.30%(a) -4.94%
10% -2.36% -2.99%
Assuming daily returns follows Normal Distribution (mean, volatility)
1 year-data 2 years of data
Mean 0.10%(b) 0.00%
Volatility
(standard deviation)
2.48%(c) 3.30%
Value at Risk 1% -5.66% -7.68%
5% -3.97%(d) -5.43%
10% -3.07% -4.23%

Notes:

  • Reading example: Using historical ETR:MTX stock data closing price daily returns over last year, the 5% worst returns are less than -3.30%(a). Also, if we assume that historical ETR:MTX stock returns price over last year follows a normal distribution of mean 0.10%(b) and standard deviation 2.48%(c), the 5% worst returns are less than -3.97%(d).
  • Returns are not annualized

Data sources

Stock data provided by IEX Cloud