NASDAQ:ASML – ASML Holding NV ADR data analysis summary on 05-03-2021:
- Last closing quote is 527.04 USD
- Last daily return is 3.24% (16.54 USD in absolute)
- Last year return is 82.84%
- Last year historical 1% Value at Risk is -8.63%
NASDAQ:ASML – ASML Holding NV ADR informations :
NASDAQ:ASML – ASML Holding NV ADR refers to :
- stock symbol: NASDAQ:ASML
- company name: ASML Holding NV ADR
- FIGI (Financial Instrument Global Identifier): BBG000K6MRN4
- CIK (Central Index Key): 937966.0
- region code ISO 3166-1 alpha-2 : US
- trading exchange: NASDAQ
- region exchange MIC (Market Identifier Code): XNAS
- trading currency ISO 4217 code: USD
NASDAQ:ASML last news
- 03/03/2021-14:33 ASML extends sales deal with Chinese chipmaker SMIC to end of 2021 Reuters
NASDAQ:ASML 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 | -4.66% | 51.73%* | 82.84% | 185.61% |
| 15 days moving average returns | 3.44% | 52.23% | 93.57% | 210.44% |
| 45 days moving average returns | 8.14% | 45.59% | 83.74% | 216.72% |
Notes :
- Reading example: NASDAQ:ASML stock closing price has increased of 51.73%* over the last 6 months
- Returns are not annualized
NASDAQ:ASML stock returns distributions and risk
| Daily historical returns values | |||
| 1-year data | 2 years of data | ||
| Value at Risk | 1% | -8.63% | -6.08% |
| 5% | -4.57%(a) | -3.53% | |
| 10% | -3.14% | -2.38% | |
| Assuming daily returns follows Normal Distribution (mean, volatility) | |||
| 1 year-data | 2 years of data | ||
| Mean | 0.27%(b) | 0.24% | |
| Volatility (standard deviation) |
3.14%(c) | 2.54% | |
| Value at Risk | 1% | -7.03% | -5.68% |
| 5% | -4.89%(d) | -3.95% | |
| 10% | -3.75% | -3.02% | |
Notes:
- Reading example: Using historical NASDAQ:ASML stock data closing price daily returns over last year, the 5% worst returns are less than -4.57%(a). Also, if we assume that historical NASDAQ:ASML stock returns price over last year follows a normal distribution of mean 0.27%(b) and standard deviation 3.14%(c), the 5% worst returns are less than -4.89%(d).
- Returns are not annualized
Data sources
Stock data provided by IEX Cloud