NYSE:TMO Thermo Fisher Scientific Inc. stock

NYSE:TMO – Thermo Fisher Scientific Inc. data analysis summary on 09-09-2021:

  • Last closing quote is 568.78 USD
  • Last daily return is -0.66% (-3.80 USD in absolute)
  • Last year return is 35.97%
  • Last year historical 1% Value at Risk is -4.89%

NYSE:TMO – Thermo Fisher Scientific Inc. informations :

NYSE:TMO – Thermo Fisher Scientific Inc. refers to :

NYSE:TMO 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 5.10% 26.93%* 35.97% 94.77%
15 days moving average returns 4.68% 22.53% 32.15% 97.85%
45 days moving average returns 6.22% 11.14% 31.09% 90.92%

Notes :

  • Reading example: NYSE:TMO stock closing price has increased of 26.93%* over the last 6 months
  • Returns are not annualized

NYSE:TMO stock returns distributions and risk

Daily historical returns values
1-year data 2 years of data
Value at Risk 1% -4.89% -5.92%
5% -2.32%(a) -2.93%
10% -1.56% -1.96%
Assuming daily returns follows Normal Distribution (mean, volatility)
1 year-data 2 years of data
Mean 0.15%(b) 0.15%
Volatility
(standard deviation)
1.64%(c) 1.96%
Value at Risk 1% -3.66% -4.42%
5% -2.54%(d) -3.08%
10% -1.95% -2.37%

Notes:

  • Reading example: Using historical NYSE:TMO stock data closing price daily returns over last year, the 5% worst returns are less than -2.32%(a). Also, if we assume that historical NYSE:TMO stock returns price over last year follows a normal distribution of mean 0.15%(b) and standard deviation 1.64%(c), the 5% worst returns are less than -2.54%(d).
  • Returns are not annualized

Data sources

Stock data provided by IEX Cloud