NYSE:DAL Delta Air Lines Inc. stock

NYSE:DAL – Delta Air Lines Inc. data analysis summary on 05-03-2021:

  • Last closing quote is 46.21 USD
  • Last daily return is -1.60% (-0.75 USD in absolute)
  • Last year return is 2.67%
  • Last year historical 1% Value at Risk is -15.14%

NYSE:DAL – Delta Air Lines Inc. informations :

NYSE:DAL – Delta Air Lines Inc. refers to :

NYSE:DAL last news

    NYSE:DAL 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 12.30% 42.01%* 2.67% -7.06%
    15 days moving average returns 17.19% 54.23% -9.31% -7.35%
    45 days moving average returns 4.89% 51.34% -24.69% -13.93%

    Notes :

    • Reading example: NYSE:DAL stock closing price has increased of 42.01%* over the last 6 months
    • Returns are not annualized

    NYSE:DAL stock returns distributions and risk

    Daily historical returns values
    1-year data 2 years of data
    Value at Risk 1% -15.14% -9.16%
    5% -6.83%(a) -5.03%
    10% -4.93% -3.03%
    Assuming daily returns follows Normal Distribution (mean, volatility)
    1 year-data 2 years of data
    Mean 0.11%(b) 0.06%
    Volatility
    (standard deviation)
    5.08%(c) 3.75%
    Value at Risk 1% -11.70% -8.66%
    5% -8.24%(d) -6.11%
    10% -6.39% -4.74%

    Notes:

    • Reading example: Using historical NYSE:DAL stock data closing price daily returns over last year, the 5% worst returns are less than -6.83%(a). Also, if we assume that historical NYSE:DAL stock returns price over last year follows a normal distribution of mean 0.11%(b) and standard deviation 5.08%(c), the 5% worst returns are less than -8.24%(d).
    • Returns are not annualized

    Data sources

    Stock data provided by IEX Cloud