SUEZ ENV. CPY Stock Report (sev.pa)
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Contents
Intuitive and Independent Stock Research
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Updated regularly - Last update on 04-May-2012
NEW features added constantly
Return and volatility forecasts, Value at Risk (VaR), Volume
Return on SUEZ ENV. CPY (sev.pa) stock follows ARMA(0,5)-GARCH(1,1) model (Student-t errors)
Given current SUEZ ENV. CPY stock close price of 10.30 the forecast for the next:
'1 week' '2 weeks' '3 weeks' '4 weeks'
'10.31' '10.32' '10.31' '10.30'
Probability of SUEZ ENV. CPY stock close price to increase in the next:
'1 week' '2 weeks' '3 weeks' '4 weeks'
'51.13%' '51.14%' '49.04%' '49.59%'
Value at Risk (VaR) for $1,000 worth of SUEZ ENV. CPY stock at 5 percent probability:
Lose at most $33.65 in 1 day, $184.33 in 30 days and $319.28 in 90 days