NYSE:VZ Verizon Communications Inc stock

NYSE:VZ – Verizon Communications Inc data analysis summary on 21-07-2021:

  • Last closing quote is 55.95 USD
  • Last daily return is 0.67% (0.37 USD in absolute)
  • Last year return is 0.20%
  • Last year historical 1% Value at Risk is -2.46%

NYSE:VZ – Verizon Communications Inc informations :

NYSE:VZ – Verizon Communications Inc refers to :

NYSE:VZ 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 -0.78% -2.30%* 0.20% 0.81%
15 days moving average returns -1.27% -2.84% 1.73% -1.70%
45 days moving average returns -1.46% -4.89% 1.62% -1.56%

Notes :

  • Reading example: NYSE:VZ stock closing price has decreased of 2.30%* over the last 6 months
  • Returns are not annualized

NYSE:VZ stock returns distributions and risk

Daily historical returns values
1-year data 2 years of data
Value at Risk 1% -2.46% -2.99%
5% -1.38%(a) -1.89%
10% -1.08% -1.29%
Assuming daily returns follows Normal Distribution (mean, volatility)
1 year-data 2 years of data
Mean 0.00%(b) 0.01%
Volatility
(standard deviation)
0.89%(c) 1.27%
Value at Risk 1% -2.07% -2.95%
5% -1.46%(d) -2.08%
10% -1.14% -1.62%

Notes:

  • Reading example: Using historical NYSE:VZ stock data closing price daily returns over last year, the 5% worst returns are less than -1.38%(a). Also, if we assume that historical NYSE:VZ stock returns price over last year follows a normal distribution of mean 0.00%(b) and standard deviation 0.89%(c), the 5% worst returns are less than -1.46%(d).
  • Returns are not annualized

Data sources

Stock data provided by IEX Cloud