NYSE:BABA Alibaba Group Holding Ltd. Sponsored ADR stock

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 :

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