NYSE:BABA – Alibaba Group Holding Ltd. Sponsored ADR data analysis summary on 05-03-2021:
- Last closing quote is 233.89 USD
- Last daily return is 1.47% (3.39 USD in absolute)
- Last year return is 10.61%
- Last year historical 1% Value at Risk is -7.96%
NYSE:BABA – Alibaba Group Holding Ltd. Sponsored ADR informations :
NYSE:BABA – Alibaba Group Holding Ltd. Sponsored ADR refers to :
- stock symbol: NYSE:BABA
- company name: Alibaba Group Holding Ltd. Sponsored ADR
- FIGI (Financial Instrument Global Identifier): BBG006G2JVL2
- CIK (Central Index Key): 1577552.0
- region code ISO 3166-1 alpha-2 : US
- trading exchange: New York Stock Exchange
- region exchange MIC (Market Identifier Code): XNYS
- trading currency ISO 4217 code: USD
NYSE:BABA last news
- 06/03/2021-21:00 Coupang’s $3.6 Billion IPO Shows U.S. Remains King for Tech IPOs Yahoo Finance
- 03/03/2021-18:40 Strategy Analytics: Global Smart Speaker Sales Cross 150 Million Units for 2020 Following Robust Q4 Demand Business Wire
- 03/03/2021-06:48 China fines group-buying platforms owned by Meituan, Pinduoduo over improper pricing Reuters
- 02/03/2021-21:09 Jack Ma loses title as China’s richest man after coming under scrutiny New York Post
NYSE:BABA 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 | -11.96% | -13.38%* | 10.61% | 26.43% |
| 15 days moving average returns | -4.25% | -10.72% | 18.17% | 40.52% |
| 45 days moving average returns | -0.49% | -4.62% | 15.83% | 53.50% |
Notes :
- Reading example: NYSE:BABA stock closing price has decreased of 13.38%* over the last 6 months
- Returns are not annualized
NYSE:BABA stock returns distributions and risk
| Daily historical returns values | |||
| 1-year data | 2 years of data | ||
| Value at Risk | 1% | -7.96% | -5.84% |
| 5% | -3.92%(a) | -3.70% | |
| 10% | -2.98% | -2.69% | |
| Assuming daily returns follows Normal Distribution (mean, volatility) | |||
| 1 year-data | 2 years of data | ||
| Mean | 0.08%(b) | 0.07% | |
| Volatility (standard deviation) |
2.69%(c) | 2.30% | |
| Value at Risk | 1% | -6.18% | -5.29% |
| 5% | -4.35%(d) | -3.72% | |
| 10% | -3.37% | -2.88% | |
Notes:
- Reading example: Using historical NYSE:BABA stock data closing price daily returns over last year, the 5% worst returns are less than -3.92%(a). Also, if we assume that historical NYSE:BABA stock returns price over last year follows a normal distribution of mean 0.08%(b) and standard deviation 2.69%(c), the 5% worst returns are less than -4.35%(d).
- Returns are not annualized
Data sources
Stock data provided by IEX Cloud