NYSE:MDT Medtronic Plc stock

NYSE:MDT – Medtronic Plc data analysis summary on 21-07-2021:

  • Last closing quote is 127.05 USD
  • Last daily return is 1.23% (1.54 USD in absolute)
  • Last year return is 31.24%
  • 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 1.20% 7.75%* 31.24% 25.49%
15 days moving average returns 1.83% 7.27% 34.38% 26.89%
45 days moving average returns -0.76% 9.33% 32.36% 29.61%

Notes :

  • Reading example: NYSE:MDT stock closing price has increased of 7.75%* 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% -6.69%
5% -1.99%(a) -2.53%
10% -1.55% -1.88%
Assuming daily returns follows Normal Distribution (mean, volatility)
1 year-data 2 years of data
Mean 0.12%(b) 0.07%
Volatility
(standard deviation)
1.42%(c) 1.99%
Value at Risk 1% -3.19% -4.57%
5% -2.22%(d) -3.21%
10% -1.70% -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 -1.99%(a). Also, if we assume that historical NYSE:MDT stock returns price over last year follows a normal distribution of mean 0.12%(b) and standard deviation 1.42%(c), the 5% worst returns are less than -2.22%(d).
  • Returns are not annualized

Data sources

Stock data provided by IEX Cloud