NYSE:UNP Union Pacific Corp. stock

NYSE:UNP – Union Pacific Corp. data analysis summary on 21-07-2021:

  • Last closing quote is 217.19 USD
  • Last daily return is 0.79% (1.71 USD in absolute)
  • Last year return is 21.57%
  • Last year historical 1% Value at Risk is -3.94%

NYSE:UNP – Union Pacific Corp. informations :

NYSE:UNP – Union Pacific Corp. refers to :

NYSE:UNP 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 -0.15% 4.47%* 21.57% 25.12%
15 days moving average returns -0.44% 3.58% 27.74% 28.33%
45 days moving average returns -0.90% 6.97% 29.50% 29.96%

Notes :

  • Reading example: NYSE:UNP stock closing price has increased of 4.47%* over the last 6 months
  • Returns are not annualized

NYSE:UNP stock returns distributions and risk

Daily historical returns values
1-year data 2 years of data
Value at Risk 1% -3.94% -6.13%
5% -2.49%(a) -2.91%
10% -1.63% -1.99%
Assuming daily returns follows Normal Distribution (mean, volatility)
1 year-data 2 years of data
Mean 0.09%(b) 0.07%
Volatility
(standard deviation)
1.49%(c) 2.14%
Value at Risk 1% -3.38% -4.90%
5% -2.36%(d) -3.45%
10% -1.82% -2.67%

Notes:

  • Reading example: Using historical NYSE:UNP stock data closing price daily returns over last year, the 5% worst returns are less than -2.49%(a). Also, if we assume that historical NYSE:UNP stock returns price over last year follows a normal distribution of mean 0.09%(b) and standard deviation 1.49%(c), the 5% worst returns are less than -2.36%(d).
  • Returns are not annualized

Data sources

Stock data provided by IEX Cloud