ETR:MTX MTU Aero Engines AG stock

ETR:MTX – MTU Aero Engines AG data analysis summary on 21-07-2021:

  • Last closing quote is 204.50 EUR
  • Last daily return is 4.31% (8.45 EUR in absolute)
  • Last year return is 31.09%
  • 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 -7.63% -1.68%* 31.09% -7.17%
15 days moving average returns -3.31% -1.63% 33.09% -4.99%
45 days moving average returns 0.80% 1.22% 34.75% 1.79%

Notes :

  • Reading example: ETR:MTX stock closing price has decreased of 1.68%* 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% -3.62%(a) -4.95%
10% -2.66% -3.02%
Assuming daily returns follows Normal Distribution (mean, volatility)
1 year-data 2 years of data
Mean 0.14%(b) 0.04%
Volatility
(standard deviation)
2.63%(c) 3.31%
Value at Risk 1% -5.97% -7.66%
5% -4.18%(d) -5.41%
10% -3.22% -4.20%

Notes:

  • Reading example: Using historical ETR:MTX stock data closing price daily returns over last year, the 5% worst returns are less than -3.62%(a). Also, if we assume that historical ETR:MTX stock returns price over last year follows a normal distribution of mean 0.14%(b) and standard deviation 2.63%(c), the 5% worst returns are less than -4.18%(d).
  • Returns are not annualized

Data sources

Stock data provided by IEX Cloud