ETR:SIE Siemens AG stock

ETR:SIE – Siemens AG data analysis summary on 11-02-2021:

  • Last closing quote is 132.28 EUR
  • Last daily return is -0.84% (-1.12 EUR in absolute)
  • Last year return is 20.87%
  • Last year historical 1% Value at Risk is -6.71%

ETR:SIE – Siemens AG informations :

ETR:SIE – Siemens AG refers to :

ETR:SIE last news

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ETR:SIE 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 6.69% 12.64%* 20.87% 43.39%
15 days moving average returns 10.68% 16.08% 17.19% 36.84%
45 days moving average returns 6.84% 13.22% 6.25% 25.64%

Notes :

  • Reading example: ETR:SIE stock closing price has increased of 12.64%* over the last 6 months
  • Returns are not annualized

ETR:SIE stock returns distributions and risk

Daily historical returns values
1-year data 2 years of data
Value at Risk 1% -6.71% -5.24%
5% -4.13%(a) -2.94%
10% -2.16% -1.85%
Assuming daily returns follows Normal Distribution (mean, volatility)
1 year-data 2 years of data
Mean 0.11%(b) 0.09%
Volatility
(standard deviation)
2.53%(c) 1.99%
Value at Risk 1% -5.77% -4.54%
5% -4.05%(d) -3.18%
10% -3.13% -2.46%

Notes:

  • Reading example: Using historical ETR:SIE stock data closing price daily returns over last year, the 5% worst returns are less than -4.13%(a). Also, if we assume that historical ETR:SIE stock returns price over last year follows a normal distribution of mean 0.11%(b) and standard deviation 2.53%(c), the 5% worst returns are less than -4.05%(d).
  • Returns are not annualized

Data sources

Stock data provided by IEX Cloud