NYSE:MA Mastercard Incorporated – Class A stock

NYSE:MA – Mastercard Incorporated – Class A data analysis summary on 09-09-2021:

  • Last closing quote is 351.41 USD
  • Last daily return is 0.11% (0.37 USD in absolute)
  • Last year return is 3.47%
  • Last year historical 1% Value at Risk is -4.62%

NYSE:MA – Mastercard Incorporated – Class A informations :

NYSE:MA – Mastercard Incorporated – Class A refers to :

NYSE:MA 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 -5.20% -6.67%* 3.47% 24.02%
15 days moving average returns -7.24% -1.57% 1.62% 25.39%
45 days moving average returns -1.85% 7.37% 13.31% 32.95%

Notes :

  • Reading example: NYSE:MA stock closing price has decreased of 6.67%* over the last 6 months
  • Returns are not annualized

NYSE:MA stock returns distributions and risk

Daily historical returns values
1-year data 2 years of data
Value at Risk 1% -4.62% -6.91%
5% -2.85%(a) -3.67%
10% -1.76% -2.40%
Assuming daily returns follows Normal Distribution (mean, volatility)
1 year-data 2 years of data
Mean 0.04%(b) 0.07%
Volatility
(standard deviation)
1.80%(c) 2.42%
Value at Risk 1% -4.14% -5.57%
5% -2.92%(d) -3.92%
10% -2.26% -3.04%

Notes:

  • Reading example: Using historical NYSE:MA stock data closing price daily returns over last year, the 5% worst returns are less than -2.85%(a). Also, if we assume that historical NYSE:MA stock returns price over last year follows a normal distribution of mean 0.04%(b) and standard deviation 1.80%(c), the 5% worst returns are less than -2.92%(d).
  • Returns are not annualized

Data sources

Stock data provided by IEX Cloud