NYSE:MDT Medtronic Plc stock

NYSE:MDT – Medtronic Plc data analysis summary on 09-09-2021:

  • Last closing quote is 133.43 USD
  • Last daily return is -1.29% (-1.74 USD in absolute)
  • Last year return is 25.10%
  • Last year historical 1% Value at Risk is -3.06%

NYSE:MDT – Medtronic Plc informations :

NYSE:MDT – Medtronic Plc refers to :

NYSE:MDT 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 5.13% 13.99%* 25.10% 23.63%
15 days moving average returns 3.21% 13.67% 26.93% 23.67%
45 days moving average returns 2.51% 10.90% 29.86% 25.42%

Notes :

  • Reading example: NYSE:MDT stock closing price has increased of 13.99%* over the last 6 months
  • Returns are not annualized

NYSE:MDT stock returns distributions and risk

Daily historical returns values
1-year data 2 years of data
Value at Risk 1% -3.06% -6.68%
5% -1.94%(a) -2.51%
10% -1.48% -1.88%
Assuming daily returns follows Normal Distribution (mean, volatility)
1 year-data 2 years of data
Mean 0.11%(b) 0.06%
Volatility
(standard deviation)
1.39%(c) 1.99%
Value at Risk 1% -3.12% -4.57%
5% -2.17%(d) -3.21%
10% -1.67% -2.49%

Notes:

  • Reading example: Using historical NYSE:MDT stock data closing price daily returns over last year, the 5% worst returns are less than -1.94%(a). Also, if we assume that historical NYSE:MDT stock returns price over last year follows a normal distribution of mean 0.11%(b) and standard deviation 1.39%(c), the 5% worst returns are less than -2.17%(d).
  • Returns are not annualized

Data sources

Stock data provided by IEX Cloud