ETR:BEI Beiersdorf AG stock

ETR:BEI – Beiersdorf AG data analysis summary on 10-09-2021:

  • Last closing quote is 104.45 EUR
  • Last daily return is -0.52% (-0.55 EUR in absolute)
  • Last year return is 5.59%
  • Last year historical 1% Value at Risk is -3.14%

ETR:BEI – Beiersdorf AG informations :

ETR:BEI – Beiersdorf AG refers to :

ETR:BEI 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 -2.34% 20.25%* 5.59% -4.87%
15 days moving average returns 0.62% 21.83% 5.94% -8.54%
45 days moving average returns 1.05% 15.36% 5.00% -5.44%

Notes :

  • Reading example: ETR:BEI stock closing price has increased of 20.25%* over the last 6 months
  • Returns are not annualized

ETR:BEI stock returns distributions and risk

Daily historical returns values
1-year data 2 years of data
Value at Risk 1% -3.14% -4.19%
5% -1.70%(a) -2.18%
10% -1.17% -1.49%
Assuming daily returns follows Normal Distribution (mean, volatility)
1 year-data 2 years of data
Mean 0.03%(b) -0.00%
Volatility
(standard deviation)
1.23%(c) 1.41%
Value at Risk 1% -2.84% -3.28%
5% -2.00%(d) -2.32%
10% -1.55% -1.81%

Notes:

  • Reading example: Using historical ETR:BEI stock data closing price daily returns over last year, the 5% worst returns are less than -1.70%(a). Also, if we assume that historical ETR:BEI stock returns price over last year follows a normal distribution of mean 0.03%(b) and standard deviation 1.23%(c), the 5% worst returns are less than -2.00%(d).
  • Returns are not annualized

Data sources

Stock data provided by IEX Cloud