NYSE:UNP Union Pacific Corp. stock

NYSE:UNP – Union Pacific Corp. data analysis summary on 09-09-2021:

  • Last closing quote is 210.05 USD
  • Last daily return is -2.42% (-5.20 USD in absolute)
  • Last year return is 8.91%
  • 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 -4.50% -0.78%* 8.91% 26.44%
15 days moving average returns -0.14% 4.89% 13.34% 34.16%
45 days moving average returns 0.01% 5.44% 19.57% 30.50%

Notes :

  • Reading example: NYSE:UNP stock closing price has decreased of 0.78%* 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% -6.11%
5% -2.43%(a) -2.86%
10% -1.51% -1.94%
Assuming daily returns follows Normal Distribution (mean, volatility)
1 year-data 2 years of data
Mean 0.05%(b) 0.07%
Volatility
(standard deviation)
1.44%(c) 2.10%
Value at Risk 1% -3.30% -4.82%
5% -2.32%(d) -3.38%
10% -1.79% -2.62%

Notes:

  • Reading example: Using historical NYSE:UNP stock data closing price daily returns over last year, the 5% worst returns are less than -2.43%(a). Also, if we assume that historical NYSE:UNP stock returns price over last year follows a normal distribution of mean 0.05%(b) and standard deviation 1.44%(c), the 5% worst returns are less than -2.32%(d).
  • Returns are not annualized

Data sources

Stock data provided by IEX Cloud