NYSE:BMY Bristol-Myers Squibb Co. stock

NYSE:BMY – Bristol-Myers Squibb Co. data analysis summary on 20-07-2021:

  • Last closing quote is 66.72 USD
  • Last daily return is 0.54% (0.36 USD in absolute)
  • Last year return is 12.21%
  • Last year historical 1% Value at Risk is -3.48%

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 -0.16% 0.71%* 12.21% 56.00%
15 days moving average returns 1.43% 4.86% 13.31% 49.61%
45 days moving average returns 1.25% 6.01% 12.11% 44.08%

Notes :

  • Reading example: NYSE:BMY stock closing price has increased of 0.71%* 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% -3.48% -4.39%
5% -1.85%(a) -2.28%
10% -1.34% -1.43%
Assuming daily returns follows Normal Distribution (mean, volatility)
1 year-data 2 years of data
Mean 0.05%(b) 0.10%
Volatility
(standard deviation)
1.32%(c) 1.56%
Value at Risk 1% -3.03% -3.54%
5% -2.13%(d) -2.48%
10% -1.65% -1.91%

Notes:

  • Reading example: Using historical NYSE:BMY stock data closing price daily returns over last year, the 5% worst returns are less than -1.85%(a). Also, if we assume that historical NYSE:BMY stock returns price over last year follows a normal distribution of mean 0.05%(b) and standard deviation 1.32%(c), the 5% worst returns are less than -2.13%(d).
  • Returns are not annualized

Data sources

Stock data provided by IEX Cloud