ETR:MUV2 Muenchener Rueckversicherungs-Gesellschaft AG – Registered Shares stock

ETR:MUV2 – Muenchener Rueckversicherungs-Gesellschaft AG – Registered Shares data analysis summary on 21-07-2021:

  • Last closing quote is 228.05 EUR
  • Last daily return is 3.45% (7.60 EUR in absolute)
  • Last year return is -5.49%
  • Last year historical 1% Value at Risk is -4.54%

ETR:MUV2 – Muenchener Rueckversicherungs-Gesellschaft AG – Registered Shares informations :

ETR:MUV2 – Muenchener Rueckversicherungs-Gesellschaft AG – Registered Shares refers to :

ETR:MUV2 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 -4.50% -2.08%* -5.49% 2.08%
15 days moving average returns -3.05% -3.86% -2.40% 1.87%
45 days moving average returns -2.98% -2.43% 3.28% 5.25%

Notes :

  • Reading example: ETR:MUV2 stock closing price has decreased of 2.08%* over the last 6 months
  • Returns are not annualized

ETR:MUV2 stock returns distributions and risk

Daily historical returns values
1-year data 2 years of data
Value at Risk 1% -4.54% -6.58%
5% -2.34%(a) -2.88%
10% -1.94% -1.94%
Assuming daily returns follows Normal Distribution (mean, volatility)
1 year-data 2 years of data
Mean -0.00%(b) 0.03%
Volatility
(standard deviation)
1.84%(c) 2.28%
Value at Risk 1% -4.29% -5.27%
5% -3.04%(d) -3.72%
10% -2.37% -2.89%

Notes:

  • Reading example: Using historical ETR:MUV2 stock data closing price daily returns over last year, the 5% worst returns are less than -2.34%(a). Also, if we assume that historical ETR:MUV2 stock returns price over last year follows a normal distribution of mean -0.00%(b) and standard deviation 1.84%(c), the 5% worst returns are less than -3.04%(d).
  • Returns are not annualized

Data sources

Stock data provided by IEX Cloud