ETR:RWE RWE AG – Class A stock

ETR:RWE – RWE AG – Class A data analysis summary on 21-07-2021:

  • Last closing quote is 29.06 EUR
  • Last daily return is 1.47% (0.42 EUR in absolute)
  • Last year return is -14.25%
  • Last year historical 1% Value at Risk is -4.08%

ETR:RWE – RWE AG – Class A informations :

ETR:RWE – RWE AG – Class A refers to :

ETR:RWE 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 -4.00% -22.36%* -14.25% 19.79%
15 days moving average returns -0.45% -17.71% -5.57% 31.52%
45 days moving average returns -2.18% -11.97% -0.70% 35.33%

Notes :

  • Reading example: ETR:RWE stock closing price has decreased of 22.36%* over the last 6 months
  • Returns are not annualized

ETR:RWE stock returns distributions and risk

Daily historical returns values
1-year data 2 years of data
Value at Risk 1% -4.08% -5.41%
5% -2.78%(a) -2.86%
10% -2.02% -2.04%
Assuming daily returns follows Normal Distribution (mean, volatility)
1 year-data 2 years of data
Mean -0.04%(b) 0.06%
Volatility
(standard deviation)
1.69%(c) 2.02%
Value at Risk 1% -3.98% -4.64%
5% -2.82%(d) -3.27%
10% -2.21% -2.53%

Notes:

  • Reading example: Using historical ETR:RWE stock data closing price daily returns over last year, the 5% worst returns are less than -2.78%(a). Also, if we assume that historical ETR:RWE stock returns price over last year follows a normal distribution of mean -0.04%(b) and standard deviation 1.69%(c), the 5% worst returns are less than -2.82%(d).
  • Returns are not annualized

Data sources

Stock data provided by IEX Cloud