Rivian Automotive Stock Alpha and Beta Analysis
| RIVN Stock | USD 11.60 1.36 13.28% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Rivian Automotive. It also helps investors analyze the systematic and unsystematic risks associated with investing in Rivian Automotive over a specified time horizon. Remember, high Rivian Automotive's alpha is almost always a sign of good performance; however, a high beta will depend on investors' risk tolerance level and may signal increased volatility and potential future overvaluation. Key technical indicators related to Rivian Automotive's market risk premium analysis include:
Beta 1.01 | Alpha (0.38) | Risk 4.07 | Sharpe Ratio (0.11) | Expected Return (0.46) |
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Alpha is a measure of relative performance on a risk-adjusted basis, while beta measures volatility against the benchmark. The goal is to know if an investor is being compensated for the volatility risk taken. The return on investment might be better than its reference but still not compensate for the assumption of the risk.
Rivian |
Rivian Automotive Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Rivian Automotive market risk premium is the additional return an investor will receive from holding Rivian Automotive long position in a well-diversified portfolio. The market premium is part of the Capital Asset Pricing Model (CAPM), which most analysts and investors use to calculate the acceptable rate of return on investment in Rivian Automotive. At the center of the CAPM is the concept of risk and reward, which is usually communicated by investors using alpha and beta measures. Alpha and beta are two of the key measurements used to evaluate Rivian Automotive's performance over market.| α | -0.38 | β | 1.01 |
Rivian Automotive expected buy-and-hold returns
Although buy-and-hold investment strategy may not appeal to all investors, it may be used as a good measure of Rivian Automotive's Buy-and-hold return. Our buy-and-hold chart shows how Rivian Automotive performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Rivian Automotive Market Price Analysis
Market price analysis indicators help investors to evaluate how Rivian Automotive stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Rivian Automotive shares will generate the highest return on investment. By understating and applying Rivian Automotive stock market price indicators, traders can identify Rivian Automotive position entry and exit signals to maximize returns.
Rivian Automotive Return and Market Media
The median price of Rivian Automotive for the period between Tue, Aug 27, 2024 and Mon, Nov 25, 2024 is 10.59 with a coefficient of variation of 12.97. The daily time series for the period is distributed with a sample standard deviation of 1.49, arithmetic mean of 11.46, and mean deviation of 1.32. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Why Lucid and Rivian Stocks Rose Briefly and Tesla Topped 1 Trillion Again on Friday | 11/08/2024 |
2 | Rivian Soars Over 17 percent On Volkswagens Team Up A 5.8B EV Power Move | 11/13/2024 |
3 | Why Rivian Stock is Moving Today | 11/15/2024 |
4 | Why Tesla stock is surging today | 11/18/2024 |
5 | Rivian R2 Road Tour Heads To Detroit, Chicago, Los Angeles, And More | 11/19/2024 |
6 | Rivian Automotive Expands Collaboration With XPEL Details | 11/21/2024 |
7 | Three Big Reasons to Love Rivian | 11/22/2024 |
About Rivian Automotive Beta and Alpha
For many years both, Alpha and Beta indicators are used by professional money managers as critical performance measurement tools across virtually all financial instruments including Rivian or other stocks. Alpha measures the amount that position in Rivian Automotive has returned in comparison to a selected market index or another relevant benchmark. In other words, Alpha is the excess return on an investment relative to the performance of your selected benchmark. Beta, on the other hand, measures the relative risk of your investment.
| 2021 | 2022 | 2023 | 2024 (projected) | Current Ratio | 14.13 | 5.42 | 4.95 | 9.21 | Net Debt To EBITDA | 3.72 | 1.63 | 0.69 | 0.65 |
Rivian Automotive Upcoming Company Events
As portrayed in its financial statements, the presentation of Rivian Automotive's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Rivian Automotive's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Rivian Automotive's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Rivian Automotive. Please utilize our Beneish M Score to check the likelihood of Rivian Automotive's management manipulating its earnings.
| 21st of February 2024 Upcoming Quarterly Report | View | |
| 14th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 21st of February 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
Build Portfolio with Rivian Automotive
Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.Build Diversified Portfolios
Align your risk with return expectations
Check out Rivian Automotive Backtesting, Rivian Automotive Valuation, Rivian Automotive Correlation, Rivian Automotive Hype Analysis, Rivian Automotive Volatility, Rivian Automotive History and analyze Rivian Automotive Performance. To learn how to invest in Rivian Stock, please use our How to Invest in Rivian Automotive guide.You can also try the Crypto Correlations module to use cryptocurrency correlation module to diversify your cryptocurrency portfolio across multiple coins.
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.