Rivian Automotive Stock Market Value
| RIVN Stock | USD 13.70 0.80 6.20% |
| Symbol | Rivian |
Rivian Automotive Price To Book Ratio
Is Automobile Manufacturers space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Rivian Automotive. If investors know Rivian will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Rivian Automotive listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Earnings Share (3.69) | Revenue Per Share | Quarterly Revenue Growth 0.03 | Return On Assets | Return On Equity |
The market value of Rivian Automotive is measured differently than its book value, which is the value of Rivian that is recorded on the company's balance sheet. Investors also form their own opinion of Rivian Automotive's value that differs from its market value or its book value, called intrinsic value, which is Rivian Automotive's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Rivian Automotive's market value can be influenced by many factors that don't directly affect Rivian Automotive's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Rivian Automotive's value and its price as these two are different measures arrived at by different means. Investors typically determine if Rivian Automotive is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Rivian Automotive's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Rivian Automotive 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Rivian Automotive's stock what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Rivian Automotive.
| 04/22/2025 |
| 07/21/2025 |
If you would invest 0.00 in Rivian Automotive on April 22, 2025 and sell it all today you would earn a total of 0.00 from holding Rivian Automotive or generate 0.0% return on investment in Rivian Automotive over 90 days. Rivian Automotive is related to or competes with Lucid, Nio, Xpeng, Ford, Tesla, Coinbase Global, and Roblox Corp. Rivian Automotive, Inc. designs, develops, manufactures, and sells electric vehicles and accessories More
Rivian Automotive Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Rivian Automotive's stock current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Rivian Automotive upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.66 | |||
| Information Ratio | 0.0339 | |||
| Maximum Drawdown | 12.0 | |||
| Value At Risk | (3.53) | |||
| Potential Upside | 4.38 |
Rivian Automotive Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Rivian Automotive's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Rivian Automotive's standard deviation. In reality, there are many statistical measures that can use Rivian Automotive historical prices to predict the future Rivian Automotive's volatility.| Risk Adjusted Performance | 0.0854 | |||
| Jensen Alpha | 0.0877 | |||
| Total Risk Alpha | (0.17) | |||
| Sortino Ratio | 0.0356 | |||
| Treynor Ratio | 0.2141 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Rivian Automotive's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Rivian Automotive Backtested Returns
Rivian Automotive appears to be not too volatile, given 3 months investment horizon. Rivian Automotive maintains Sharpe Ratio (i.e., Efficiency) of 0.12, which implies the firm had a 0.12 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Rivian Automotive, which you can use to evaluate the volatility of the company. Please evaluate Rivian Automotive's Coefficient Of Variation of 1186.04, semi deviation of 2.52, and Risk Adjusted Performance of 0.0854 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Rivian Automotive holds a performance score of 9. The company holds a Beta of 1.05, which implies a somewhat significant risk relative to the market. Rivian Automotive returns are very sensitive to returns on the market. As the market goes up or down, Rivian Automotive is expected to follow. Please check Rivian Automotive's semi variance, as well as the relationship between the daily balance of power and period momentum indicator , to make a quick decision on whether Rivian Automotive's historical price patterns will revert.
Auto-correlation | -0.78 |
Almost perfect reverse predictability
Rivian Automotive has almost perfect reverse predictability. Overlapping area represents the amount of predictability between Rivian Automotive time series from 22nd of April 2025 to 6th of June 2025 and 6th of June 2025 to 21st of July 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Rivian Automotive price movement. The serial correlation of -0.78 indicates that around 78.0% of current Rivian Automotive price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.78 | |
| Spearman Rank Test | -0.5 | |
| Residual Average | 0.0 | |
| Price Variance | 0.25 |
Rivian Automotive lagged returns against current returns
Autocorrelation, which is Rivian Automotive stock's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Rivian Automotive's stock expected returns. We can calculate the autocorrelation of Rivian Automotive returns to help us make a trade decision. For example, suppose you find that Rivian Automotive has exhibited high autocorrelation historically, and you observe that the stock is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Rivian Automotive regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Rivian Automotive stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Rivian Automotive stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Rivian Automotive stock over time.
Current vs Lagged Prices |
| Timeline |
Rivian Automotive Lagged Returns
When evaluating Rivian Automotive's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Rivian Automotive stock have on its future price. Rivian Automotive autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Rivian Automotive autocorrelation shows the relationship between Rivian Automotive stock current value and its past values and can show if there is a momentum factor associated with investing in Rivian Automotive.
Regressed Prices |
| Timeline |
Pair Trading with Rivian Automotive
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Rivian Automotive position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Rivian Automotive will appreciate offsetting losses from the drop in the long position's value.Moving against Rivian Stock
| 0.48 | MULN | Mullen Automotive | PairCorr |
| 0.42 | ECDA | ECD Automotive Design | PairCorr |
| 0.37 | WKHS | Workhorse Group | PairCorr |
| 0.31 | VLCN | Volcon Inc Trending | PairCorr |
The ability to find closely correlated positions to Rivian Automotive could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Rivian Automotive when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Rivian Automotive - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Rivian Automotive to buy it.
The correlation of Rivian Automotive is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Rivian Automotive moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Rivian Automotive moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Rivian Automotive can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Check out Rivian Automotive Correlation, Rivian Automotive Volatility and Rivian Automotive Alpha and Beta module to complement your research on Rivian Automotive. To learn how to invest in Rivian Stock, please use our How to Invest in Rivian Automotive guide.You can also try the Price Ceiling Movement module to calculate and plot Price Ceiling Movement for different equity instruments.
Rivian Automotive technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.