ETR:VNA Vonovia SE stock

ETR:VNA – Vonovia SE data analysis summary on 21-07-2021:

  • Last closing quote is 58.38 EUR
  • Last daily return is 1.25% (0.72 EUR in absolute)
  • Last year return is 6.38%
  • Last year historical 1% Value at Risk is -4.55%

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 8.31% 5.80%* 6.38% 31.90%
15 days moving average returns 6.73% 0.54% 4.07% 29.33%
45 days moving average returns 2.41% -4.79% 1.31% 20.96%

Notes :

  • Reading example: ETR:VNA stock closing price has increased of 5.80%* 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% -4.55% -4.75%
5% -2.24%(a) -2.41%
10% -1.30% -1.49%
Assuming daily returns follows Normal Distribution (mean, volatility)
1 year-data 2 years of data
Mean 0.04%(b) 0.07%
Volatility
(standard deviation)
1.45%(c) 1.64%
Value at Risk 1% -3.34% -3.75%
5% -2.35%(d) -2.63%
10% -1.82% -2.04%

Notes:

  • Reading example: Using historical ETR:VNA stock data closing price daily returns over last year, the 5% worst returns are less than -2.24%(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 1.45%(c), the 5% worst returns are less than -2.35%(d).
  • Returns are not annualized

Data sources

Stock data provided by IEX Cloud