EPA:CAP Capgemini stock

EPA:CAP – Capgemini data analysis summary on 10-09-2021:

  • Last closing quote is 189.60 EUR
  • Last daily return is 0.05% (0.10 EUR in absolute)
  • Last year return is 62.75%
  • Last year historical 1% Value at Risk is -3.23%

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 -0.16% 32.13%* 62.75% 72.21%
15 days moving average returns 4.43% 37.93% 63.04% 75.13%
45 days moving average returns 8.58% 40.43% 64.15% 66.54%

Notes :

  • Reading example: EPA:CAP stock closing price has increased of 32.13%* 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% -3.23% -5.89%
5% -1.87%(a) -2.88%
10% -1.61% -1.85%
Assuming daily returns follows Normal Distribution (mean, volatility)
1 year-data 2 years of data
Mean 0.20%(b) 0.12%
Volatility
(standard deviation)
1.47%(c) 2.12%
Value at Risk 1% -3.22% -4.81%
5% -2.22%(d) -3.36%
10% -1.68% -2.59%

Notes:

  • Reading example: Using historical EPA:CAP stock data closing price daily returns over last year, the 5% worst returns are less than -1.87%(a). Also, if we assume that historical EPA:CAP stock returns price over last year follows a normal distribution of mean 0.20%(b) and standard deviation 1.47%(c), the 5% worst returns are less than -2.22%(d).
  • Returns are not annualized

Data sources

Stock data provided by IEX Cloud