NYSE:MA Mastercard Incorporated – Class A stock

NYSE:MA – Mastercard Incorporated – Class A data analysis summary on 20-07-2021:

  • Last closing quote is 374.39 USD
  • Last daily return is 2.45% (8.94 USD in absolute)
  • Last year return is 20.01%
  • Last year historical 1% Value at Risk is -5.12%

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 0.35% 11.79%* 20.01% 34.38%
15 days moving average returns 2.50% 9.59% 24.96% 36.38%
45 days moving average returns -0.16% 9.26% 23.03% 40.01%

Notes :

  • Reading example: NYSE:MA stock closing price has increased of 11.79%* 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% -5.12% -6.92%
5% -2.91%(a) -3.82%
10% -1.74% -2.46%
Assuming daily returns follows Normal Distribution (mean, volatility)
1 year-data 2 years of data
Mean 0.10%(b) 0.09%
Volatility
(standard deviation)
1.84%(c) 2.45%
Value at Risk 1% -4.19% -5.60%
5% -2.93%(d) -3.93%
10% -2.26% -3.05%

Notes:

  • Reading example: Using historical NYSE:MA stock data closing price daily returns over last year, the 5% worst returns are less than -2.91%(a). Also, if we assume that historical NYSE:MA stock returns price over last year follows a normal distribution of mean 0.10%(b) and standard deviation 1.84%(c), the 5% worst returns are less than -2.93%(d).
  • Returns are not annualized

Data sources

Stock data provided by IEX Cloud