EPA:RI Pernod Ricard SA stock

EPA:RI – Pernod Ricard SA data analysis summary on 12-05-2021:

  • Last closing quote is 172.90 EUR
  • Last daily return is 1.17% (2.00 EUR in absolute)
  • Last year return is 29.27%
  • Last year historical 1% Value at Risk is -3.06%

EPA:RI – Pernod Ricard SA informations :

EPA:RI – Pernod Ricard SA refers to :

EPA:RI last news

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EPA:RI 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 2.76% 8.91%* 29.27% 13.04%
15 days moving average returns 6.09% 16.31% 27.45% 11.33%
45 days moving average returns 3.42% 17.47% 25.69% 6.07%

Notes :

  • Reading example: EPA:RI stock closing price has increased of 8.91%* over the last 6 months
  • Returns are not annualized

EPA:RI stock returns distributions and risk

Daily historical returns values
1-year data 2 years of data
Value at Risk 1% -3.06% -3.68%
5% -2.06%(a) -2.26%
10% -1.46% -1.47%
Assuming daily returns follows Normal Distribution (mean, volatility)
1 year-data 2 years of data
Mean 0.11%(b) 0.03%
Volatility
(standard deviation)
1.38%(c) 1.49%
Value at Risk 1% -3.11% -3.44%
5% -2.17%(d) -2.42%
10% -1.67% -1.88%

Notes:

  • Reading example: Using historical EPA:RI stock data closing price daily returns over last year, the 5% worst returns are less than -2.06%(a). Also, if we assume that historical EPA:RI stock returns price over last year follows a normal distribution of mean 0.11%(b) and standard deviation 1.38%(c), the 5% worst returns are less than -2.17%(d).
  • Returns are not annualized

Data sources

Stock data provided by IEX Cloud