EPA:RI Pernod Ricard SA stock

EPA:RI – Pernod Ricard SA data analysis summary on 12-02-2021:

  • Last closing quote is 159.30 EUR
  • Last daily return is -0.06% (-0.10 EUR in absolute)
  • Last year return is -0.84%
  • Last year historical 1% Value at Risk is -3.77%

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 2.02% 9.79%* -0.84% 7.71%
15 days moving average returns 0.78% 8.67% -0.78% 8.66%
45 days moving average returns -0.39% 10.11% -2.58% 10.30%

Notes :

  • Reading example: EPA:RI stock closing price has increased of 9.79%* 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% -3.77% -3.68%
5% -2.60%(a) -2.26%
10% -1.89% -1.47%
Assuming daily returns follows Normal Distribution (mean, volatility)
1 year-data 2 years of data
Mean 0.01%(b) 0.02%
Volatility
(standard deviation)
1.76%(c) 1.47%
Value at Risk 1% -4.07% -3.41%
5% -2.88%(d) -2.40%
10% -2.24% -1.87%

Notes:

  • Reading example: Using historical EPA:RI stock data closing price daily returns over last year, the 5% worst returns are less than -2.60%(a). Also, if we assume that historical EPA:RI stock returns price over last year follows a normal distribution of mean 0.01%(b) and standard deviation 1.76%(c), the 5% worst returns are less than -2.88%(d).
  • Returns are not annualized

Data sources

Stock data provided by IEX Cloud