ETR:VNA Vonovia SE stock

ETR:VNA – Vonovia SE data analysis summary on 10-09-2021:

  • Last closing quote is 52.60 EUR
  • Last daily return is -1.31% (-0.70 EUR in absolute)
  • Last year return is -13.34%
  • Last year historical 1% Value at Risk is -4.18%

ETR:VNA – Vonovia SE informations :

ETR:VNA – Vonovia SE refers to :

ETR:VNA 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 -9.15% -3.17%* -13.34% 24.56%
15 days moving average returns -2.76% 4.23% -6.81% 28.66%
45 days moving average returns 2.04% 4.29% -0.44% 30.48%

Notes :

  • Reading example: ETR:VNA stock closing price has decreased of 3.17%* over the last 6 months
  • Returns are not annualized

ETR:VNA stock returns distributions and risk

Daily historical returns values
1-year data 2 years of data
Value at Risk 1% -4.18% -4.74%
5% -2.37%(a) -2.41%
10% -1.49% -1.50%
Assuming daily returns follows Normal Distribution (mean, volatility)
1 year-data 2 years of data
Mean -0.04%(b) 0.06%
Volatility
(standard deviation)
1.38%(c) 1.62%
Value at Risk 1% -3.25% -3.72%
5% -2.31%(d) -2.61%
10% -1.81% -2.02%

Notes:

  • Reading example: Using historical ETR:VNA stock data closing price daily returns over last year, the 5% worst returns are less than -2.37%(a). Also, if we assume that historical ETR:VNA stock returns price over last year follows a normal distribution of mean -0.04%(b) and standard deviation 1.38%(c), the 5% worst returns are less than -2.31%(d).
  • Returns are not annualized

Data sources

Stock data provided by IEX Cloud