ETR:HEI HeidelbergCement AG stock

ETR:HEI – HeidelbergCement AG data analysis summary on 22-07-2021:

  • Last closing quote is 73.70 EUR
  • Last daily return is 0.38% (0.28 EUR in absolute)
  • Last year return is 39.48%
  • Last year historical 1% Value at Risk is -4.66%

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 0.85% 14.05%* 39.48% 7.97%
15 days moving average returns -1.49% 10.35% 43.94% 7.12%
45 days moving average returns -1.81% 18.64% 52.34% 7.42%

Notes :

  • Reading example: ETR:HEI stock closing price has increased of 14.05%* 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% -4.66% -6.88%
5% -2.69%(a) -3.48%
10% -1.81% -2.51%
Assuming daily returns follows Normal Distribution (mean, volatility)
1 year-data 2 years of data
Mean 0.14%(b) 0.04%
Volatility
(standard deviation)
1.79%(c) 2.37%
Value at Risk 1% -4.01% -5.46%
5% -2.80%(d) -3.85%
10% -2.15% -2.99%

Notes:

  • Reading example: Using historical ETR:HEI stock data closing price daily returns over last year, the 5% worst returns are less than -2.69%(a). Also, if we assume that historical ETR:HEI stock returns price over last year follows a normal distribution of mean 0.14%(b) and standard deviation 1.79%(c), the 5% worst returns are less than -2.80%(d).
  • Returns are not annualized

Data sources

Stock data provided by IEX Cloud