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NextNav Inc

NNAVW
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5.550USD
-0.220-3.81%
Close 06/24, 16:00ETQuotes 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
0.97
VaR
+9.57%
240-Day Maximum Drawdown
+59.57%
240-Day Volatility
+136.47%

Return

Best Daily Return
60 days
+52.64%
120 days
+52.64%
5 years
+80.00%
Worst Daily Return
60 days
-30.17%
120 days
-30.17%
5 years
-36.84%
Sharpe Ratio
60 days
+0.15
120 days
+0.40
5 years
+0.90

Risk Assessment

Maximum Drawdown
240 days
+59.57%
3 years
+100.00%
5 years
+100.00%
Return-to-Drawdown Ratio
240 days
-0.26
3 years
+2.24
5 years
+0.57
Skewness
240 days
+0.78
3 years
+0.88
5 years
+1.79

Volatility

Realised Volatility
240 days
+136.47%
5 years
--
Standardised True Range
240 days
+13.67%
5 years
+7.09%
Downside Risk-Adjusted Return
120 days
+54.20%
240 days
+54.20%
Maximum Daily Upside Volatility
60 days
+154.45%
Maximum Daily Downside Volatility
60 days
+157.45%

Liquidity

Average Turnover Rate
60 days
+0.03%
120 days
+0.03%
5 years
--
Turnover Deviation
20 days
--
60 days
--
120 days
--
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