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Archer Aviation Inc

ACHR_t
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0.120USD
+0.001+0.85%
Close 07/02, 13:00ETQuotes delayed by 15 min
0.00Market Cap
--P/E TTM

Risk Assessment

Currency: USD Updated:
Previous score
0.00
Change
0
Beta vs S&P 500 index
3.20
VaR
+13.45%
240-Day Maximum Drawdown
+97.56%
240-Day Volatility
+197.90%

Return

Best Daily Return
60 days
+24.45%
120 days
+24.45%
5 years
+52.38%
Worst Daily Return
60 days
-25.62%
120 days
-25.62%
5 years
-30.63%
Sharpe Ratio
60 days
-1.97
120 days
-2.74
5 years
+0.37

Risk Assessment

Maximum Drawdown
240 days
+97.56%
3 years
+97.56%
5 years
+100.00%
Return-to-Drawdown Ratio
240 days
-1.00
3 years
-0.32
5 years
-0.19
Skewness
240 days
+0.50
3 years
+1.00
5 years
+1.02

Volatility

Realised Volatility
240 days
+197.90%
5 years
--
Standardised True Range
240 days
+181.12%
5 years
+143.09%
Downside Risk-Adjusted Return
120 days
-418.08%
240 days
-418.08%
Maximum Daily Upside Volatility
60 days
+143.57%
Maximum Daily Downside Volatility
60 days
+135.10%

Liquidity

Average Turnover Rate
60 days
+0.00%
120 days
+0.00%
5 years
--
Turnover Deviation
20 days
--
60 days
--
120 days
--