NYSE:BMY Bristol-Myers Squibb Co. stock

NYSE:BMY – Bristol-Myers Squibb Co. data analysis summary on 10-09-2021:

  • Last closing quote is 63.13 USD
  • Last daily return is -0.71% (-0.45 USD in absolute)
  • Last year return is 8.30%
  • Last year historical 1% Value at Risk is -3.35%

NYSE:BMY – Bristol-Myers Squibb Co. informations :

NYSE:BMY – Bristol-Myers Squibb Co. refers to :

NYSE:BMY 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 -6.31% 3.61%* 8.30% 30.00%
15 days moving average returns -2.35% 9.00% 8.99% 37.97%
45 days moving average returns 0.19% 8.38% 11.20% 45.62%

Notes :

  • Reading example: NYSE:BMY stock closing price has increased of 3.61%* over the last 6 months
  • Returns are not annualized

NYSE:BMY stock returns distributions and risk

Daily historical returns values
1-year data 2 years of data
Value at Risk 1% -3.35% -4.38%
5% -1.73%(a) -2.06%
10% -1.25% -1.40%
Assuming daily returns follows Normal Distribution (mean, volatility)
1 year-data 2 years of data
Mean 0.03%(b) 0.07%
Volatility
(standard deviation)
1.29%(c) 1.53%
Value at Risk 1% -2.97% -3.50%
5% -2.09%(d) -2.45%
10% -1.62% -1.90%

Notes:

  • Reading example: Using historical NYSE:BMY stock data closing price daily returns over last year, the 5% worst returns are less than -1.73%(a). Also, if we assume that historical NYSE:BMY stock returns price over last year follows a normal distribution of mean 0.03%(b) and standard deviation 1.29%(c), the 5% worst returns are less than -2.09%(d).
  • Returns are not annualized

Data sources

Stock data provided by IEX Cloud