NASDAQ:ASML ASML Holding NV ADR stock

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 :

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