ETR:VOW3 Volkswagen AG Pref stock

ETR:VOW3 – Volkswagen AG Pref data analysis summary on 11-02-2021:

  • Last closing quote is 164.36 EUR
  • Last daily return is 1.65% (2.66 EUR in absolute)
  • Last year return is -1.84%
  • Last year historical 1% Value at Risk is -11.14%

ETR:VOW3 – Volkswagen AG Pref informations :

ETR:VOW3 – Volkswagen AG Pref refers to :

ETR:VOW3 last news

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ETR:VOW3 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 13.43% 17.40%* -1.84% 16.68%
15 days moving average returns 8.18% 18.82% -4.32% 10.53%
45 days moving average returns 3.62% 12.47% -12.73% 6.39%

Notes :

  • Reading example: ETR:VOW3 stock closing price has increased of 17.40%* over the last 6 months
  • Returns are not annualized

ETR:VOW3 stock returns distributions and risk

Daily historical returns values
1-year data 2 years of data
Value at Risk 1% -11.14% -7.33%
5% -5.45%(a) -3.06%
10% -2.87% -2.12%
Assuming daily returns follows Normal Distribution (mean, volatility)
1 year-data 2 years of data
Mean 0.06%(b) 0.06%
Volatility
(standard deviation)
3.34%(c) 2.55%
Value at Risk 1% -7.72% -5.87%
5% -5.44%(d) -4.13%
10% -4.23% -3.21%

Notes:

  • Reading example: Using historical ETR:VOW3 stock data closing price daily returns over last year, the 5% worst returns are less than -5.45%(a). Also, if we assume that historical ETR:VOW3 stock returns price over last year follows a normal distribution of mean 0.06%(b) and standard deviation 3.34%(c), the 5% worst returns are less than -5.44%(d).
  • Returns are not annualized

Data sources

Stock data provided by IEX Cloud