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

ETR:MUV2 – Muenchener Rueckversicherungs-Gesellschaft AG – Registered Shares data analysis summary on 10-09-2021:

  • Last closing quote is 241.55 EUR
  • Last daily return is -1.37% (-3.35 EUR in absolute)
  • Last year return is -2.44%
  • 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 0.62% -8.64%* -2.44% 5.99%
15 days moving average returns 6.98% -1.30% 1.04% 11.95%
45 days moving average returns 3.16% 0.20% 0.57% 8.98%

Notes :

  • Reading example: ETR:MUV2 stock closing price has decreased of 8.64%* 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% -2.30%(a) -2.88%
10% -1.92% -1.94%
Assuming daily returns follows Normal Distribution (mean, volatility)
1 year-data 2 years of data
Mean -0.00%(b) 0.04%
Volatility
(standard deviation)
1.77%(c) 2.28%
Value at Risk 1% -4.13% -5.26%
5% -2.92%(d) -3.71%
10% -2.28% -2.88%

Notes:

  • Reading example: Using historical ETR:MUV2 stock data closing price daily returns over last year, the 5% worst returns are less than -2.30%(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 1.77%(c), the 5% worst returns are less than -2.92%(d).
  • Returns are not annualized

Data sources

Stock data provided by IEX Cloud