EPA:RI Pernod Ricard SA stock

EPA:RI – Pernod Ricard SA data analysis summary on 05-03-2021:

  • Last closing quote is 158.40 EUR
  • Last daily return is -0.31% (-0.50 EUR in absolute)
  • Last year return is 4.01%
  • Last year historical 1% Value at Risk is -3.74%

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 -2.94% 11.00%* 4.01% 2.96%
15 days moving average returns 2.37% 10.89% 2.23% 5.86%
45 days moving average returns 0.69% 9.75% -1.40% 8.79%

Notes :

  • Reading example: EPA:RI stock closing price has increased of 11.00%* 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% -3.74% -3.68%
5% -2.28%(a) -2.26%
10% -1.76% -1.48%
Assuming daily returns follows Normal Distribution (mean, volatility)
1 year-data 2 years of data
Mean 0.04%(b) 0.02%
Volatility
(standard deviation)
1.71%(c) 1.48%
Value at Risk 1% -3.93% -3.42%
5% -2.77%(d) -2.41%
10% -2.15% -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 -2.28%(a). Also, if we assume that historical EPA:RI stock returns price over last year follows a normal distribution of mean 0.04%(b) and standard deviation 1.71%(c), the 5% worst returns are less than -2.77%(d).
  • Returns are not annualized

Data sources

Stock data provided by IEX Cloud