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Mesa Air Group Inc
MESAAdd to Watchlist
1.400USD
0.0000.00%
Close 06/24, 16:00（ET）Quotes delayed by 15 min
825.14MMarket Cap
LossP/E TTM
Risk Assessment
Currency: USD Updated:Beta vs S&P 500 index
2.44
VaR
+7.04%
240-Day Maximum Drawdown
+48.36%
240-Day Volatility
+89.88%
Return
Best Daily Return
60 days
+8.97%
120 days
+8.97%
5 years
+54.91%
Worst Daily Return
60 days
-7.95%
120 days
-7.95%
5 years
-27.18%
Sharpe Ratio
60 days
+1.25
120 days
+1.61
5 years
-0.07
Risk Assessment
Maximum Drawdown
240 days
+48.36%
3 years
+88.11%
5 years
+97.35%
Return-to-Drawdown Ratio
240 days
+0.61
3 years
-0.16
5 years
-0.18
Skewness
240 days
+5.52
3 years
+2.68
5 years
+2.28
Volatility
Realised Volatility
240 days
+89.88%
5 years
+92.10%
Standardised True Range
240 days
+4.90%
5 years
+14.94%
Downside Risk-Adjusted Return
120 days
+268.22%
240 days
+268.22%
Maximum Daily Upside Volatility
60 days
+45.84%
Maximum Daily Downside Volatility
60 days
+63.20%
Liquidity
Average Turnover Rate
60 days
+0.27%
120 days
+1.53%
5 years
--
Turnover Deviation
20 days
-83.87%
60 days
-80.54%
120 days
+9.34%
