EPA:CAP Capgemini stock

EPA:CAP – Capgemini data analysis summary on 22-07-2021:

  • Last closing quote is 170.60 EUR
  • Last daily return is 2.09% (3.50 EUR in absolute)
  • Last year return is 58.70%
  • Last year historical 1% Value at Risk is -3.83%

EPA:CAP – Capgemini informations :

EPA:CAP – Capgemini refers to :

EPA:CAP 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 8.42% 38.25%* 58.70% 52.05%
15 days moving average returns 7.49% 33.86% 58.14% 46.98%
45 days moving average returns 3.97% 31.82% 60.29% 50.11%

Notes :

  • Reading example: EPA:CAP stock closing price has increased of 38.25%* over the last 6 months
  • Returns are not annualized

EPA:CAP stock returns distributions and risk

Daily historical returns values
1-year data 2 years of data
Value at Risk 1% -3.83% -5.89%
5% -2.12%(a) -3.06%
10% -1.69% -2.09%
Assuming daily returns follows Normal Distribution (mean, volatility)
1 year-data 2 years of data
Mean 0.19%(b) 0.10%
Volatility
(standard deviation)
1.58%(c) 2.17%
Value at Risk 1% -3.48% -4.94%
5% -2.40%(d) -3.46%
10% -1.83% -2.67%

Notes:

  • Reading example: Using historical EPA:CAP stock data closing price daily returns over last year, the 5% worst returns are less than -2.12%(a). Also, if we assume that historical EPA:CAP stock returns price over last year follows a normal distribution of mean 0.19%(b) and standard deviation 1.58%(c), the 5% worst returns are less than -2.40%(d).
  • Returns are not annualized

Data sources

Stock data provided by IEX Cloud