NASDAQ:AMGN Amgen Inc. stock

NASDAQ:AMGN – Amgen Inc. data analysis summary on 05-03-2021:

  • Last closing quote is 227.73 USD
  • Last daily return is 2.62% (5.82 USD in absolute)
  • Last year return is 7.36%
  • Last year historical 1% Value at Risk is -6.22%

NASDAQ:AMGN – Amgen Inc. informations :

NASDAQ:AMGN – Amgen Inc. refers to :

NASDAQ:AMGN last news

  • 05/03/2021-13:20 Five Prime Therapeutics (FPRX) Stock Jumps 78.7%: Will It Continue to Soar? | Investing.com Investing.com
  • 04/03/2021-15:46 Five Prime Merger Investigation: Halper Sadeh LLP Announces Investigation Into Whether the Sale of Five Prime Therapeutics, Inc. Is Fair to Shareholders; Investors Are Encouraged to Contact the Firm – FPRX Business Wire

NASDAQ:AMGN 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 -3.63% -5.58%* 7.36% 20.61%
15 days moving average returns -6.74% -7.01% 7.12% 21.85%
45 days moving average returns 0.59% -4.33% 4.75% 23.16%

Notes :

  • Reading example: NASDAQ:AMGN stock closing price has decreased of 5.58%* over the last 6 months
  • Returns are not annualized

NASDAQ:AMGN stock returns distributions and risk

Daily historical returns values
1-year data 2 years of data
Value at Risk 1% -6.22% -5.12%
5% -2.95%(a) -2.77%
10% -2.10% -1.85%
Assuming daily returns follows Normal Distribution (mean, volatility)
1 year-data 2 years of data
Mean 0.05%(b) 0.05%
Volatility
(standard deviation)
2.29%(c) 1.94%
Value at Risk 1% -5.28% -4.45%
5% -3.72%(d) -3.13%
10% -2.89% -2.43%

Notes:

  • Reading example: Using historical NASDAQ:AMGN stock data closing price daily returns over last year, the 5% worst returns are less than -2.95%(a). Also, if we assume that historical NASDAQ:AMGN stock returns price over last year follows a normal distribution of mean 0.05%(b) and standard deviation 2.29%(c), the 5% worst returns are less than -3.72%(d).
  • Returns are not annualized

Data sources

Stock data provided by IEX Cloud