ETR:HEN3 Henkel AG & Co. KGAA – PRF PERPETUAL EUR stock

ETR:HEN3 – Henkel AG & Co. KGAA – PRF PERPETUAL EUR data analysis summary on 10-09-2021:

  • Last closing quote is 79.18 EUR
  • Last daily return is -0.28% (-0.22 EUR in absolute)
  • Last year return is -12.68%
  • Last year historical 1% Value at Risk is -2.80%

ETR:HEN3 – Henkel AG & Co. KGAA – PRF PERPETUAL EUR informations :

ETR:HEN3 – Henkel AG & Co. KGAA – PRF PERPETUAL EUR refers to :

ETR:HEN3 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 -10.71% -11.47%* -12.68% -16.65%
15 days moving average returns -5.47% -3.41% -6.02% -9.90%
45 days moving average returns -4.33% -2.76% -1.75% -5.88%

Notes :

  • Reading example: ETR:HEN3 stock closing price has decreased of 11.47%* over the last 6 months
  • Returns are not annualized

ETR:HEN3 stock returns distributions and risk

Daily historical returns values
1-year data 2 years of data
Value at Risk 1% -2.80% -4.29%
5% -1.68%(a) -2.10%
10% -1.36% -1.56%
Assuming daily returns follows Normal Distribution (mean, volatility)
1 year-data 2 years of data
Mean -0.03%(b) -0.02%
Volatility
(standard deviation)
1.12%(c) 1.42%
Value at Risk 1% -2.65% -3.33%
5% -1.88%(d) -2.36%
10% -1.48% -1.84%

Notes:

  • Reading example: Using historical ETR:HEN3 stock data closing price daily returns over last year, the 5% worst returns are less than -1.68%(a). Also, if we assume that historical ETR:HEN3 stock returns price over last year follows a normal distribution of mean -0.03%(b) and standard deviation 1.12%(c), the 5% worst returns are less than -1.88%(d).
  • Returns are not annualized

Data sources

Stock data provided by IEX Cloud