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Joby Aviation, Inc.(JOBY)
NASDAQ

Risk Analysis & Market Sentiment

$10.69
0.17 (1.62%)

Risk Analysis & Market Sentiment

Comprehensive risk, liquidity, and regime view for JOBY

Snapshot of your risk profile

  • Volatility Context: With N/A annualized volatility, expect typical daily moves of approximately N/A percentage.
  • Downside Risk: The 95% VaR indicates that on 1 out of every 20 days, losses could exceed N/A. Ensure your stop-losses are wide enough to survive normal noise but tight enough to catch this break.
  • Liquidity: Unknown liquidity suggests you can likely enter and exit easily at current volume.
95% VaR
N/A
30d Vol
N/A
Max DD
N/A
Liquidity
N/A
Time horizon:

Position Risk Calculator

Estimate potential losses for a specific position size and holding period using VaR, CVaR, and historical drawdowns.

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Position-level risk estimates will appear once VaR, CVaR, and drawdown data are available for this stock.

Risk Analysis

Value at Risk, risk-adjusted returns, and volatility measures

Return Distribution (Loss vs Gain)

Most daily moves cluster near 0%, with rarer large moves in the tails. Use this to gauge how often typical days versus shock days occur for JOBY.

Volatility Structure (Trend vs Mean)

Recent 30-day volatility is 86.4%, which is elevated compared with its long-term mean of 78.8%.

Tail & Distribution Risk (Shock Probability)

Fat Tail (<-2%)
Fat Tail (>2%)

Over the sample, fat-tail days show a bias toward loss days, with approximately 158 extreme loss buckets and 140 extreme gain buckets populated.

Drawdown Analytics (Depth of Loss)

The worst historical drawdown reached -53.6%. The current drawdown sits around -48.0%, helping you calibrate pain vs opportunity.

Value at Risk (VaR)

Performance Ratios

Volatility & Drawdown

Market & Distribution

Liquidity Profile

N/A
Liquidity Score
Illiquidity Risk
Unknown
Liquidity Methodology
Sufficient Data: False

Bankruptcy Risk

N/A
Altman Z-Score
Zone
Unknown

Component Ratios

Altman Methodology
Coeffs: A=undefined, B=undefined, C=undefined, D=undefined, E=undefinedImputed: No

Market Regime

Current PhaseN/A
Regime Data CoverageN/A

Analyst & Forecast Scenarios

Price targets from analyst estimates and forecast models - shown for educational reference only.

NOT FINANCIAL ADVICE: These scenarios reflect third-party analyst targets and forecast model outputs. They are provided for educational purposes only and should not be used as the sole basis for investment decisions. Past performance and forecasts do not guarantee future results.
Optimistic Scenario
Source: Analyst High / Forecast Max
Price Target$22.00
Potential Change+105.8%
Base Scenario
Source: Analyst Mean / 1Y Forecast
Price Target$12.63
Potential Change+18.1%
Pessimistic Scenario
Source: Analyst Low / Forecast Min
Price Target$6.00
Potential Change-43.9%
Data Sources & Methodology:
  • Optimistic: Based on analyst high target prices and maximum forecast values from monthly projections
  • Base: Uses analyst consensus (mean) target or 1-year forecast from predictive models
  • Pessimistic: Derived from analyst low targets and minimum forecast values
  • These are third-party estimates and model outputs, not guarantees. Actual prices may differ significantly.
Risk Disclaimer: All risk metrics and sentiment indicators are based on historical data and should not be considered as investment advice. Risk measures may not predict future performance, and sentiment can change rapidly. Please consult with a financial advisor before making investment decisions.
Calculated: N/A
ver: 1 | method: Standard

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