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

ETR:HEN3 – Henkel AG & Co. KGAA – PRF PERPETUAL EUR data analysis summary on 21-07-2021:

  • Last closing quote is 86.60 EUR
  • Last daily return is 0.98% (0.84 EUR in absolute)
  • Last year return is -0.55%
  • 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 -2.96% -3.15%* -0.55% -5.23%
15 days moving average returns -5.90% -2.81% 2.80% -2.65%
45 days moving average returns -3.62% 1.65% 9.83% 5.65%

Notes :

  • Reading example: ETR:HEN3 stock closing price has decreased of 3.15%* 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% -4.53%
5% -1.74%(a) -2.14%
10% -1.45% -1.56%
Assuming daily returns follows Normal Distribution (mean, volatility)
1 year-data 2 years of data
Mean 0.01%(b) 0.00%
Volatility
(standard deviation)
1.17%(c) 1.47%
Value at Risk 1% -2.72% -3.42%
5% -1.92%(d) -2.42%
10% -1.49% -1.89%

Notes:

  • Reading example: Using historical ETR:HEN3 stock data closing price daily returns over last year, the 5% worst returns are less than -1.74%(a). Also, if we assume that historical ETR:HEN3 stock returns price over last year follows a normal distribution of mean 0.01%(b) and standard deviation 1.17%(c), the 5% worst returns are less than -1.92%(d).
  • Returns are not annualized

Data sources

Stock data provided by IEX Cloud