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 :
- stock symbol: NASDAQ:AMGN
- company name: Amgen Inc.
- FIGI (Financial Instrument Global Identifier): BBG000BBS2Y0
- CIK (Central Index Key): 318154.0
- region code ISO 3166-1 alpha-2 : US
- trading exchange: NASDAQ
- region exchange MIC (Market Identifier Code): XNAS
- trading currency ISO 4217 code: USD
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