EPA:OR L’Oreal SA stock

EPA:OR – L’Oreal SA data analysis summary on 12-02-2021:

  • Last closing quote is 318.30 EUR
  • Last daily return is 3.01% (9.30 EUR in absolute)
  • Last year return is 17.41%
  • Last year historical 1% Value at Risk is -5.71%

EPA:OR – L’Oreal SA informations :

EPA:OR – L’Oreal SA refers to :

EPA:OR last news

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EPA:OR 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 5.92% 12.79%* 17.41% 41.78%
15 days moving average returns -1.37% 7.31% 14.40% 42.34%
45 days moving average returns -1.34% 7.04% 14.66% 48.78%

Notes :

  • Reading example: EPA:OR stock closing price has increased of 12.79%* over the last 6 months
  • Returns are not annualized

EPA:OR stock returns distributions and risk

Daily historical returns values
1-year data 2 years of data
Value at Risk 1% -5.71% -3.89%
5% -2.82%(a) -2.27%
10% -1.85% -1.47%
Assuming daily returns follows Normal Distribution (mean, volatility)
1 year-data 2 years of data
Mean 0.08%(b) 0.08%
Volatility
(standard deviation)
1.88%(c) 1.57%
Value at Risk 1% -4.29% -3.57%
5% -3.01%(d) -2.50%
10% -2.33% -1.93%

Notes:

  • Reading example: Using historical EPA:OR stock data closing price daily returns over last year, the 5% worst returns are less than -2.82%(a). Also, if we assume that historical EPA:OR stock returns price over last year follows a normal distribution of mean 0.08%(b) and standard deviation 1.88%(c), the 5% worst returns are less than -3.01%(d).
  • Returns are not annualized

Data sources

Stock data provided by IEX Cloud