NASDAQ:NVDA NVIDIA Corp stock

NASDAQ:NVDA – NVIDIA Corp data analysis summary on 09-09-2021:

  • Last closing quote is 221.77 USD
  • Last daily return is -0.73% (-1.62 USD in absolute)
  • Last year return is -56.40%
  • Last year historical 1% Value at Risk is -6.67%

NASDAQ:NVDA – NVIDIA Corp informations :

NASDAQ:NVDA – NVIDIA Corp refers to :

NASDAQ:NVDA 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 9.27% -55.72%* -56.40% 22.86%
15 days moving average returns 11.59% -58.85% -57.09% 29.84%
45 days moving average returns -46.07% -45.50% -35.62% 78.63%

Notes :

  • Reading example: NASDAQ:NVDA stock closing price has decreased of 55.72%* over the last 6 months
  • Returns are not annualized

NASDAQ:NVDA stock returns distributions and risk

Daily historical returns values
1-year data 2 years of data
Value at Risk 1% -6.67% -7.79%
5% -3.93%(a) -4.11%
10% -3.17% -3.27%
Assuming daily returns follows Normal Distribution (mean, volatility)
1 year-data 2 years of data
Mean -0.03%(b) 0.21%
Volatility
(standard deviation)
5.33%(c) 4.51%
Value at Risk 1% -12.44% -10.29%
5% -8.80%(d) -7.21%
10% -6.86% -5.57%

Notes:

  • Reading example: Using historical NASDAQ:NVDA stock data closing price daily returns over last year, the 5% worst returns are less than -3.93%(a). Also, if we assume that historical NASDAQ:NVDA stock returns price over last year follows a normal distribution of mean -0.03%(b) and standard deviation 5.33%(c), the 5% worst returns are less than -8.80%(d).
  • Returns are not annualized

Data sources

Stock data provided by IEX Cloud