Rivian (RIVN): 20-day volatility 1.944% daily (1st pct)
On 2026-10-12, Rivian (RIVN) closed at 13.54 USD, down 3.01% on the day. At the 2026-10-12 close, Rivian (RIVN) had an RSI(14) of 30.24, in the 4th percentile of its history since 2021. At the 2026-10-12 close, Rivian (RIVN) traded at 11.2% of its 52-week range. Its 20-day return of -14.63% is in the 25th percentile of its history since 2021. The Rivian (RIVN) RSI last entered the overbought zone 98 days ago (2026-07-06) and the oversold zone 258 days ago (2026-01-27). It is trading below its 20-, 50- and 200-day moving averages. At the 2026-10-12 close, the 20/50/200-day moving averages of Rivian (RIVN) were 14.82 / 15.48 / 15.98 USD, with price -8.66% / -12.56% / -15.28% against them. Ranked from highest to lowest, its moving averages are the 200-day, 50-day and 20-day. At the 2026-10-12 close, the 52-week range of Rivian (RIVN) was 12.39–22.69 USD; it closed 40.33% below the high (15.0× its typical daily range) and 9.28% above the low (1.9× its typical daily range). The high was set 294 days ago (2025-12-22) and the low 342 days ago (2025-11-04). It is 92.46% below its all-time high, set 1791 days ago (2021-11-16). Its 20-day volatility is 1.944% daily, in the 1st percentile of its history since 2021. Its daily realised volatility is 1.263% over 5 days, 1.944% over 20 days, 2.779% over 60 days and 3.993% over 120 days. Annualised, these are 20.0%, 30.9%, 44.1% and 63.4% respectively. Its 14-day average true range (ATR) is 0.61 USD, 4.50% of price. It has returned -7.26% (23rd percentile since 2021) over 5 days, -8.45% (29th) over 10 days, -14.63% (25th) over 20 days, -22.41% (31st) over 60 days, -21.05% (31st) over 120 days and +3.44% (65th) over 252 days. Against the S&P 500, its weekly returns show a beta of +0.76 and a correlation of +0.16 over 52 weeks; over 26 weeks, a beta of +1.03 and a correlation of +0.20. Relative to the S&P 500, it has returned -7.69% (5-day), -10.06% (10-day), -17.09% (20-day), -27.09% (60-day) and -12.48% (252-day). Its weekly-return correlation with changes in the US 10-year TIPS real yield is -0.26 over 52 weeks and -0.27 over 26 weeks. Next earnings are scheduled for 2026-10-29.
Figures reflect the official regular-session close for 2026-10-12.
=== RIVIAN (RIVN) (USD) ===
price & change (as of 2026-10-12, prior 2026-10-09)
close 13.54
change -0.42 (-3.009%)
vs market S&P 500 -0.06% · Nasdaq 100 -0.70% (same day)
listing Exchange: NASDAQ, Currency: USD
range (as of 2026-10-12)
range 0.47
close pos 12.8% of range
moving averages (as of 2026-10-12)
20d MA 14.82 price below by -8.66%
50d MA 15.48 price below by -12.56%
200d MA 15.98 price below by -15.28%
200d MA slope -2.07% over 20 sessions (falling)
price < all MAs
stack: 200d > 50d > 20d
20d MA last crossed below 50d MA: 2026-08-07 (66d ago)
20d MA last crossed below 200d MA: 2026-08-14 (59d ago)
50d MA last crossed below 200d MA: 2026-09-15 (27d ago)
volatility (as of 2026-10-12)
20d stdev 1.944% daily ≈ 30.9% annualised (×√252) (1st pct of own history, since 2021 (1214 obs))
5d vol 1.263% daily ≈ 20.0% annualised (×√252) (3rd pct of own history, since 2021 (1229 obs))
60d vol 2.779% daily ≈ 44.1% annualised (×√252) (5th pct of own history, since 2021 (1174 obs))
120d vol 3.993% daily ≈ 63.4% annualised (×√252) (12th pct of own history, since 2021 (1114 obs))
vs easing-2024 avg 0.45× (1.944% vs 4.341% era avg)
ATR (as of 2026-10-12)
ATR(14) 0.61
ATR% 4.50% (5th pct of own history, since 2021 (1220 obs))
range/ATR 77.2%
relative volume (as of 2026-10-12)
RVOL 0.76x (today vs prior 20-day average, excl. today)
pctile 37th pct of own history, since 2021 (1214 obs)
avg vol 63d 23,693,228 (≈3-month average daily share volume)
52-week range (as of 2026-10-12)
high 22.69 (-40.33% from high) [2025-12-22, 294d ago]
low 12.39 (+9.28% from low) [2025-11-04, 342d ago]
drawdown -92.46% from all-time high, 1791d ago (2021-11-16)
max drawdown (4y history, close-basis) -95.12% (2021-11-16 172.01 -> 2024-04-15 8.40, 881d peak-to-trough); not yet recovered (910d and counting)
momentum (as of 2026-10-12)
RSI(14) 30.24 (4th pct of own history, since 2021 (1220 obs))
last overbought 98d ago (2026-07-06)
last oversold 258d ago (2026-01-27)
MACD (as of 2026-10-12)
MACD(12,26,9) -0.47 (below signal) signal -0.37 hist -0.10
returns (as of 2026-10-12)
5d return -7.26% from 14.60 on 2026-10-05 (23rd pct of own history, since 2021 (1229 obs))
10d return -8.45% from 14.79 on 2026-09-28 (29th pct of own history, since 2021 (1224 obs))
20d return -14.63% from 15.86 on 2026-09-14 (25th pct of own history, since 2021 (1214 obs))
60d return -22.41% from 17.45 on 2026-07-17 (31st pct of own history, since 2021 (1174 obs))
120d return -21.05% from 17.15 on 2026-04-21 (31st pct of own history, since 2021 (1114 obs))
252d return +3.44% from 13.09 on 2025-10-09 (65th pct of own history, since 2021 (982 obs))
YTD return -31.30% from 19.71 on 2025-12-31
volatility by rate-era
ZIRP (2019–2021) 8.18% (from 2021-11-10)
tightening (2022–2023) 5.15%
easing (2024– ) 4.34%
real-yield sensitivity (weekly returns vs weekly Δ in 10Y TIPS real yield, DFII10) (as of 2026-10-08)
vs real yield (Δ) -0.27 (26w)
vs real yield (Δ) -0.26 (52w)
S&P 500 market factor (weekly returns) (as of 2026-10-12)
vs S&P 500 beta +1.03 corr +0.20 (26w)
vs S&P 500 beta +0.76 corr +0.16 (52w)
vs S&P 500 -7.69% rel (5d return)
vs S&P 500 -10.06% rel (10d return)
vs S&P 500 -17.09% rel (20d return)
vs S&P 500 -27.09% rel (60d return)
vs S&P 500 -12.48% rel (252d return)
vs Nasdaq 100 beta +0.26 corr +0.09 (26w)
vs Nasdaq 100 beta +0.45 corr +0.14 (52w)
vs Nasdaq 100 -5.92% rel (5d return)
vs Nasdaq 100 -9.74% rel (10d return)
vs Nasdaq 100 -19.83% rel (20d return)
vs Nasdaq 100 -29.70% rel (60d return)
vs Nasdaq 100 -18.72% rel (252d return)
vs XLY (Consumer Discretionary) beta +0.98 corr +0.35 (26w)
vs XLY (Consumer Discretionary) beta +0.99 corr +0.32 (52w)
vs XLY -8.94% rel (5d return)
vs XLY -11.45% rel (10d return)
vs XLY -14.11% rel (20d return)
vs XLY -19.66% rel (60d return)
vs XLY +7.98% rel (252d return)
earnings horizon
next earnings 2026-10-29 (17 days)