NYSE:VZ Verizon Communications Inc stock

NYSE:VZ – Verizon Communications Inc data analysis summary on 09-09-2021:

  • Last closing quote is 54.44 USD
  • Last daily return is -0.86% (-0.47 USD in absolute)
  • Last year return is -9.33%
  • 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 -1.23% -3.13%* -9.33% -7.19%
15 days moving average returns -1.20% -2.04% -7.76% -4.68%
45 days moving average returns -1.10% -1.23% -4.08% -2.14%

Notes :

  • Reading example: NYSE:VZ stock closing price has decreased of 3.13%* 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% -2.98%
5% -1.38%(a) -1.84%
10% -1.10% -1.27%
Assuming daily returns follows Normal Distribution (mean, volatility)
1 year-data 2 years of data
Mean -0.03%(b) -0.01%
Volatility
(standard deviation)
0.87%(c) 1.25%
Value at Risk 1% -2.06% -2.92%
5% -1.47%(d) -2.06%
10% -1.15% -1.61%

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 -0.03%(b) and standard deviation 0.87%(c), the 5% worst returns are less than -1.47%(d).
  • Returns are not annualized

Data sources

Stock data provided by IEX Cloud