Cockatiel keep losing his blood feather

I saw it on the bottom of his cage three times and it's always been the one on the right if you look at him from the back. It looks like the blood dried out but I'm just worried somethings happening and it doesn't look right with one of his feathers gone. All his other feathers are perfect and he has no bald spots. Usually when i come back from school I see it on the floor of the cage if he lost it. Can it be because he get's depressed when I leave because I have him out of the cage all day.