NASDAQ:AMZN – Amazon.com Inc. data analysis summary on 09-09-2021:
- Last closing quote is 3484.16 USD
- Last daily return is -1.17% (-41.34 USD in absolute)
- Last year return is 6.59%
- Last year historical 1% Value at Risk is -4.58%
NASDAQ:AMZN – Amazon.com Inc. informations :
NASDAQ:AMZN – Amazon.com Inc. refers to :
- stock symbol: NASDAQ:AMZN
- company name: Amazon.com Inc.
- FIGI (Financial Instrument Global Identifier): BBG000BVPV84
- CIK (Central Index Key): 1018724.0
- region code ISO 3166-1 alpha-2 : US
- trading exchange: Nasdaq Nms Global Market
- region exchange MIC (Market Identifier Code): XNAS
- trading currency ISO 4217 code: USD
NASDAQ:AMZN 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 | 4.26% | 13.76%* | 6.59% | 90.25% |
| 15 days moving average returns | -2.77% | 9.01% | 0.82% | 88.30% |
| 45 days moving average returns | -1.25% | 8.00% | 8.00% | 85.19% |
Notes :
- Reading example: NASDAQ:AMZN stock closing price has increased of 13.76%* over the last 6 months
- Returns are not annualized
NASDAQ:AMZN stock returns distributions and risk
| Daily historical returns values | |||
| 1-year data | 2 years of data | ||
| Value at Risk | 1% | -4.58% | -5.27% |
| 5% | -2.83%(a) | -2.83% | |
| 10% | -2.10% | -2.15% | |
| Assuming daily returns follows Normal Distribution (mean, volatility) | |||
| 1 year-data | 2 years of data | ||
| Mean | 0.06%(b) | 0.15% | |
| Volatility (standard deviation) |
1.76%(c) | 1.99% | |
| Value at Risk | 1% | -4.05% | -4.48% |
| 5% | -2.85%(d) | -3.13% | |
| 10% | -2.21% | -2.40% | |
Notes:
- Reading example: Using historical NASDAQ:AMZN stock data closing price daily returns over last year, the 5% worst returns are less than -2.83%(a). Also, if we assume that historical NASDAQ:AMZN stock returns price over last year follows a normal distribution of mean 0.06%(b) and standard deviation 1.76%(c), the 5% worst returns are less than -2.85%(d).
- Returns are not annualized
Data sources
Stock data provided by IEX Cloud