NYSE:NKE Nike, Inc. – Class B stock

NYSE:NKE – Nike, Inc. – Class B data analysis summary on 21-07-2021:

  • Last closing quote is 161.08 USD
  • Last daily return is 0.84% (1.34 USD in absolute)
  • Last year return is 63.77%
  • Last year historical 1% Value at Risk is -3.86%

NYSE:NKE – Nike, Inc. – Class B informations :

NYSE:NKE – Nike, Inc. – Class B refers to :

NYSE:NKE 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 23.83% 13.75%* 63.77% 87.37%
15 days moving average returns 21.42% 12.29% 63.79% 82.93%
45 days moving average returns 7.88% 3.02% 45.95% 70.24%

Notes :

  • Reading example: NYSE:NKE stock closing price has increased of 13.75%* over the last 6 months
  • Returns are not annualized

NYSE:NKE stock returns distributions and risk

Daily historical returns values
1-year data 2 years of data
Value at Risk 1% -3.86% -4.87%
5% -2.10%(a) -2.93%
10% -1.29% -1.89%
Assuming daily returns follows Normal Distribution (mean, volatility)
1 year-data 2 years of data
Mean 0.22%(b) 0.15%
Volatility
(standard deviation)
1.81%(c) 2.21%
Value at Risk 1% -3.99% -4.99%
5% -2.76%(d) -3.48%
10% -2.10% -2.68%

Notes:

  • Reading example: Using historical NYSE:NKE stock data closing price daily returns over last year, the 5% worst returns are less than -2.10%(a). Also, if we assume that historical NYSE:NKE stock returns price over last year follows a normal distribution of mean 0.22%(b) and standard deviation 1.81%(c), the 5% worst returns are less than -2.76%(d).
  • Returns are not annualized

Data sources

Stock data provided by IEX Cloud