Rivian (RIVN): 20-day volatility 1.982% daily (1st percentile)
On 2026-10-14, Rivian (RIVN) closed at 12.95 USD, down 3.14% on the day. At the 2026-10-14 close, Rivian (RIVN) had an RSI(14) of 25.74, in the 2nd percentile of its history since 2021. At the 2026-10-14 close, Rivian (RIVN) traded at 5.4% of its 52-week range. Its 20-day return of -14.97% is in the 25th percentile of its history since 2021. RSI below 30 is conventionally termed oversold. The RSI(14) of Rivian (RIVN) last entered the overbought zone 100 days ago (2026-07-06) and the oversold zone 1 day ago (2026-10-13). It is trading below its 20-, 50- and 200-day moving averages. At the 2026-10-14 close, the 20/50/200-day moving averages of Rivian (RIVN) were 14.6 / 15.39 / 15.9 USD, with price -11.31% / -15.85% / -18.57% against them. Ranked from highest to lowest, its moving averages are the 200-day, 50-day and 20-day. At the 2026-10-14 close, the 52-week range of Rivian (RIVN) was 12.39–22.69 USD; it closed 42.93% below the high (16.8× its typical daily range) and 4.52% above the low (1.0× its typical daily range). The high was set 296 days ago (2025-12-22) and the low 344 days ago (2025-11-04). At the 2026-10-14 close, Rivian (RIVN) was 92.78% below its all-time intraday high of 179.47 USD, set 1793 days ago (2021-11-16). Its 20-day volatility is 1.982% daily, in the 1st percentile of its history since 2021. Its daily realised volatility is 1.317% over 5 days, 1.982% over 20 days, 2.765% over 60 days and 3.971% over 120 days. Annualised, these are 20.9%, 31.5%, 43.9% and 63.0% respectively. Its 14-day average true range (ATR) is 0.58 USD, 4.48% of price. It has returned -9.69% (15th percentile since 2021) over 5 days, -13.32% (18th) over 10 days, -14.97% (25th) over 20 days, -27.08% (26th) over 60 days, -23.60% (30th) over 120 days and -0.84% (63rd) over 252 days. Against the S&P 500, its weekly returns show a beta of +0.82 and a correlation of +0.17 over 52 weeks; over 26 weeks, a beta of +1.17 and a correlation of +0.23. Relative to the S&P 500, it has returned -8.63% (5-day), -14.20% (10-day), -17.18% (20-day), -29.88% (60-day) and -16.83% (252-day). Its weekly-return correlation with changes in the US 10-year TIPS real yield is -0.24 over 52 weeks and -0.17 over 26 weeks. Next earnings are scheduled for 2026-10-29.
Figures reflect the official regular-session close for 2026-10-14.
=== RIVIAN (RIVN) (USD) ===
price & change (as of 2026-10-14, prior 2026-10-13)
close 12.95
change -0.42 (-3.141%)
vs market S&P 500 -1.11% · Nasdaq 100 -1.97% (same day)
listing Exchange: NASDAQ, Currency: USD
range (as of 2026-10-14)
range 0.48
close pos 25.0% of range
moving averages (as of 2026-10-14)
20d MA 14.60 price below by -11.31%
50d MA 15.39 price below by -15.85%
200d MA 15.90 price below by -18.57%
200d MA slope -2.52% over 20 sessions (falling)
price < all MAs
stack: 200d > 50d > 20d
20d MA last crossed below 50d MA: 2026-08-07 (68d ago)
20d MA last crossed below 200d MA: 2026-08-14 (61d ago)
50d MA last crossed below 200d MA: 2026-09-15 (29d ago)
volatility (as of 2026-10-14)
20d stdev 1.982% daily ≈ 31.5% annualised (×√252) (1st pct of own history, since 2021 (1216 obs))
5d vol 1.317% daily ≈ 20.9% annualised (×√252) (4th pct of own history, since 2021 (1231 obs))
60d vol 2.765% daily ≈ 43.9% annualised (×√252) (5th pct of own history, since 2021 (1176 obs))
120d vol 3.971% daily ≈ 63.0% annualised (×√252) (11th pct of own history, since 2021 (1116 obs))
vs easing-2024 avg 0.46× (1.982% vs 4.336% era avg)
ATR (as of 2026-10-14)
ATR(14) 0.58
ATR% 4.48% (5th pct of own history, since 2021 (1222 obs))
range/ATR 82.7%
relative volume (as of 2026-10-14)
RVOL 0.91x (today vs prior 20-day average, excl. today)
pctile 54th pct of own history, since 2021 (1216 obs)
avg vol 63d 23,216,288 (≈3-month average daily share volume)
52-week range (as of 2026-10-14)
high 22.69 (-42.93% from high) [2025-12-22, 296d ago]
low 12.39 (+4.52% from low) [2025-11-04, 344d ago]
drawdown -92.78% from all-time intraday high, 1793d 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 (912d and counting)
momentum (as of 2026-10-14)
RSI(14) 25.74 (2nd pct of own history, since 2021 (1222 obs))
last overbought 100d ago (2026-07-06)
last oversold 1d ago (2026-10-13)
MACD (as of 2026-10-14)
MACD(12,26,9) -0.59 (below signal) signal -0.44 hist -0.15
returns (as of 2026-10-14)
5d return -9.69% from 14.34 on 2026-10-07 (15th pct of own history, since 2021 (1231 obs))
10d return -13.32% from 14.94 on 2026-09-30 (18th pct of own history, since 2021 (1226 obs))
20d return -14.97% from 15.23 on 2026-09-16 (25th pct of own history, since 2021 (1216 obs))
60d return -27.08% from 17.76 on 2026-07-21 (26th pct of own history, since 2021 (1176 obs))
120d return -23.60% from 16.95 on 2026-04-23 (30th pct of own history, since 2021 (1116 obs))
252d return -0.84% from 13.06 on 2025-10-13 (63rd pct of own history, since 2021 (984 obs))
YTD return -34.30% 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 2026-10-13)
vs real yield (Δ) -0.17 (26w)
vs real yield (Δ) -0.24 (52w)
S&P 500 market factor (weekly returns) (as of 2026-10-14)
vs S&P 500 beta +1.17 corr +0.23 (26w)
vs S&P 500 beta +0.82 corr +0.17 (52w)
vs S&P 500 -8.63% rel (5d return)
vs S&P 500 -14.20% rel (10d return)
vs S&P 500 -17.18% rel (20d return)
vs S&P 500 -29.88% rel (60d return)
vs S&P 500 -16.83% rel (252d return)
vs Nasdaq 100 beta +0.35 corr +0.13 (26w)
vs Nasdaq 100 beta +0.50 corr +0.16 (52w)
vs Nasdaq 100 -5.89% rel (5d return)
vs Nasdaq 100 -11.86% rel (10d return)
vs Nasdaq 100 -18.41% rel (20d return)
vs Nasdaq 100 -29.90% rel (60d return)
vs Nasdaq 100 -21.93% rel (252d return)
vs XLY (Consumer Discretionary) beta +1.01 corr +0.36 (26w)
vs XLY (Consumer Discretionary) beta +1.01 corr +0.33 (52w)
vs XLY -9.82% rel (5d return)
vs XLY -15.76% rel (10d return)
vs XLY -16.17% rel (20d return)
vs XLY -24.15% rel (60d return)
vs XLY +3.80% rel (252d return)
earnings horizon
next earnings 2026-10-29 (15 days)