NYSE:NKE Nike, Inc. – Class B stock

NYSE:NKE – Nike, Inc. – Class B data analysis summary on 09-09-2021:

  • Last closing quote is 163.34 USD
  • Last daily return is 1.64% (2.63 USD in absolute)
  • Last year return is 42.16%
  • 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 -4.91% 20.15%* 42.16% 84.21%
15 days moving average returns -1.38% 21.49% 47.51% 96.20%
45 days moving average returns 7.96% 19.27% 59.54% 96.22%

Notes :

  • Reading example: NYSE:NKE stock closing price has increased of 20.15%* 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% -2.05%(a) -2.86%
10% -1.38% -1.86%
Assuming daily returns follows Normal Distribution (mean, volatility)
1 year-data 2 years of data
Mean 0.16%(b) 0.14%
Volatility
(standard deviation)
1.77%(c) 2.17%
Value at Risk 1% -3.96% -4.91%
5% -2.75%(d) -3.43%
10% -2.11% -2.64%

Notes:

  • Reading example: Using historical NYSE:NKE stock data closing price daily returns over last year, the 5% worst returns are less than -2.05%(a). Also, if we assume that historical NYSE:NKE stock returns price over last year follows a normal distribution of mean 0.16%(b) and standard deviation 1.77%(c), the 5% worst returns are less than -2.75%(d).
  • Returns are not annualized

Data sources

Stock data provided by IEX Cloud