ETR:SAP SAP SE stock

ETR:SAP – SAP SE data analysis summary on 11-02-2021:

  • Last closing quote is 109.50 EUR
  • Last daily return is 2.07% (2.22 EUR in absolute)
  • Last year return is -12.65%
  • Last year historical 1% Value at Risk is -7.16%

ETR:SAP – SAP SE informations :

ETR:SAP – SAP SE refers to :

ETR:SAP last news

  • Coming soon …

ETR:SAP 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 3.26% -20.13%* -12.65% 18.42%
15 days moving average returns 2.84% -21.04% -11.98% 18.01%
45 days moving average returns 3.38% -19.47% -13.96% 17.69%

Notes :

  • Reading example: ETR:SAP stock closing price has decreased of 20.13%* over the last 6 months
  • Returns are not annualized

ETR:SAP stock returns distributions and risk

Daily historical returns values
1-year data 2 years of data
Value at Risk 1% -7.16% -4.80%
5% -3.39%(a) -3.11%
10% -2.61% -1.75%
Assuming daily returns follows Normal Distribution (mean, volatility)
1 year-data 2 years of data
Mean -0.01%(b) 0.06%
Volatility
(standard deviation)
2.49%(c) 2.08%
Value at Risk 1% -5.80% -4.79%
5% -4.10%(d) -3.37%
10% -3.20% -2.61%

Notes:

  • Reading example: Using historical ETR:SAP stock data closing price daily returns over last year, the 5% worst returns are less than -3.39%(a). Also, if we assume that historical ETR:SAP stock returns price over last year follows a normal distribution of mean -0.01%(b) and standard deviation 2.49%(c), the 5% worst returns are less than -4.10%(d).
  • Returns are not annualized

Data sources

Stock data provided by IEX Cloud