ETR:HEI HeidelbergCement AG stock

ETR:HEI – HeidelbergCement AG data analysis summary on 10-09-2021:

  • Last closing quote is 68.70 EUR
  • Last daily return is -1.07% (-0.74 EUR in absolute)
  • Last year return is 25.82%
  • Last year historical 1% Value at Risk is -4.27%

ETR:HEI – HeidelbergCement AG informations :

ETR:HEI – HeidelbergCement AG refers to :

ETR:HEI 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 -7.09% -5.24%* 25.82% 1.27%
15 days moving average returns -3.18% 5.09% 35.41% 14.52%
45 days moving average returns -0.16% 11.90% 41.53% 15.37%

Notes :

  • Reading example: ETR:HEI stock closing price has decreased of 5.24%* over the last 6 months
  • Returns are not annualized

ETR:HEI stock returns distributions and risk

Daily historical returns values
1-year data 2 years of data
Value at Risk 1% -4.27% -6.88%
5% -2.65%(a) -3.45%
10% -1.72% -2.50%
Assuming daily returns follows Normal Distribution (mean, volatility)
1 year-data 2 years of data
Mean 0.11%(b) 0.03%
Volatility
(standard deviation)
1.68%(c) 2.35%
Value at Risk 1% -3.79% -5.42%
5% -2.65%(d) -3.82%
10% -2.04% -2.97%

Notes:

  • Reading example: Using historical ETR:HEI stock data closing price daily returns over last year, the 5% worst returns are less than -2.65%(a). Also, if we assume that historical ETR:HEI stock returns price over last year follows a normal distribution of mean 0.11%(b) and standard deviation 1.68%(c), the 5% worst returns are less than -2.65%(d).
  • Returns are not annualized

Data sources

Stock data provided by IEX Cloud