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Blade Air Mobility Inc

BLDE
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4.730USD
0.0000.00%
Close 06/18, 16:00ETQuotes delayed by 15 min
386.42MMarket Cap
LossP/E TTM

Risk Assessment

Currency: USD Updated:
Previous score
0.00
Change
0
Beta vs S&P 500 index
1.77
VaR
+6.47%
240-Day Maximum Drawdown
+48.88%
240-Day Volatility
+81.40%

Return

Best Daily Return
60 days
+17.20%
120 days
+18.49%
5 years
+29.52%
Worst Daily Return
60 days
-9.74%
120 days
-9.74%
5 years
-30.33%
Sharpe Ratio
60 days
+2.02
120 days
+1.56
5 years
+0.12

Risk Assessment

Maximum Drawdown
240 days
+48.88%
3 years
+58.40%
5 years
+100.00%
Return-to-Drawdown Ratio
240 days
+1.07
3 years
+0.17
5 years
-0.10
Skewness
240 days
+0.76
3 years
+0.39
5 years
+0.41

Volatility

Realised Volatility
240 days
+81.40%
5 years
--
Standardised True Range
240 days
+5.14%
5 years
+7.91%
Downside Risk-Adjusted Return
120 days
+340.83%
240 days
+340.83%
Maximum Daily Upside Volatility
60 days
+77.42%
Maximum Daily Downside Volatility
60 days
+59.01%

Liquidity

Average Turnover Rate
60 days
+1.44%
120 days
+1.14%
5 years
--
Turnover Deviation
20 days
+136.99%
60 days
+46.05%
120 days
+15.12%
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