Rivian (RIVN): 20-day volatility 1.957% daily (1st percentile)
On 2026-10-15, Rivian (RIVN) closed at 13.02 USD, up 0.54% on the day. At the 2026-10-15 close, Rivian (RIVN) had an RSI(14) of 27.15, in the 2nd percentile of its history since 2021. At the 2026-10-15 close, Rivian (RIVN) traded at 6.1% of its 52-week range. Its 20-day return of -15.45% is in the 24th percentile of its history since 2021. RSI below 30 is conventionally termed oversold. The RSI(14) of Rivian (RIVN) last entered the overbought zone 101 days ago (2026-07-06) and the oversold zone 2 days ago (2026-10-13). It is trading below its 20-, 50- and 200-day moving averages. At the 2026-10-15 close, the 20/50/200-day moving averages of Rivian (RIVN) were 14.48 / 15.34 / 15.86 USD, with price -10.10% / -15.12% / -17.93% against them. Ranked from highest to lowest, its moving averages are the 200-day, 50-day and 20-day. At the 2026-10-15 close, the 52-week range of Rivian (RIVN) was 12.39–22.69 USD; it closed 42.62% below the high (16.7× its typical daily range) and 5.08% above the low (1.1× its typical daily range). The high was set 297 days ago (2025-12-22) and the low 345 days ago (2025-11-04). At the 2026-10-15 close, Rivian (RIVN) was 92.75% below its all-time intraday high of 179.47 USD, set 1794 days ago (2021-11-16). Its 20-day volatility is 1.957% daily, in the 1st percentile of its history since 2021. Its daily realised volatility is 1.550% over 5 days, 1.957% over 20 days, 2.744% over 60 days and 3.965% over 120 days. Annualised, these are 24.6%, 31.1%, 43.6% and 62.9% respectively. Its 14-day average true range (ATR) is 0.58 USD, 4.48% of price. It has returned -9.14% (17th percentile since 2021) over 5 days, -11.79% (22nd) over 10 days, -15.45% (24th) over 20 days, -24.21% (29th) over 60 days, -21.19% (31st) over 120 days and -0.76% (63rd) over 252 days. Against the S&P 500, its weekly returns show a beta of +0.81 and a correlation of +0.17 over 52 weeks; over 26 weeks, a beta of +1.14 and a correlation of +0.22. Relative to the S&P 500, it has returned -8.87% (5-day), -12.80% (10-day), -16.85% (20-day), -27.48% (60-day) and -17.31% (252-day). Its weekly-return correlation with changes in the US 10-year TIPS real yield is -0.22 over 52 weeks and -0.13 over 26 weeks. Next earnings are scheduled for 2026-10-29.
Figures reflect the official regular-session close for 2026-10-15.
=== RIVIAN (RIVN) (USD) ===
price & change (as of 2026-10-15, prior 2026-10-14)
close 13.02
change +0.07 (+0.541%)
vs market S&P 500 +0.33% · Nasdaq 100 -0.13% (same day)
listing Exchange: NASDAQ, Currency: USD
range (as of 2026-10-15)
range 0.62
close pos 79.0% of range
moving averages (as of 2026-10-15)
20d MA 14.48 price below by -10.10%
50d MA 15.34 price below by -15.12%
200d MA 15.86 price below by -17.93%
200d MA slope -2.71% over 20 sessions (falling)
price < all MAs
stack: 200d > 50d > 20d
20d MA last crossed below 50d MA: 2026-08-07 (69d ago)
20d MA last crossed below 200d MA: 2026-08-14 (62d ago)
50d MA last crossed below 200d MA: 2026-09-15 (30d ago)
volatility (as of 2026-10-15)
20d stdev 1.957% daily ≈ 31.1% annualised (×√252) (1st pct of own history, since 2021 (1217 obs))
5d vol 1.550% daily ≈ 24.6% annualised (×√252) (7th pct of own history, since 2021 (1232 obs))
60d vol 2.744% daily ≈ 43.6% annualised (×√252) (4th pct of own history, since 2021 (1177 obs))
120d vol 3.965% daily ≈ 62.9% annualised (×√252) (11th pct of own history, since 2021 (1117 obs))
vs easing-2024 avg 0.45× (1.957% vs 4.333% era avg)
ATR (as of 2026-10-15)
ATR(14) 0.58
ATR% 4.48% (4th pct of own history, since 2021 (1223 obs))
range/ATR 106.3%
relative volume (as of 2026-10-15)
RVOL 0.93x (today vs prior 20-day average, excl. today)
pctile 55th pct of own history, since 2021 (1217 obs)
avg vol 63d 23,136,138 (≈3-month average daily share volume)
52-week range (as of 2026-10-15)
high 22.69 (-42.62% from high) [2025-12-22, 297d ago]
low 12.39 (+5.08% from low) [2025-11-04, 345d ago]
drawdown -92.75% from all-time intraday high, 1794d 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 (913d and counting)
momentum (as of 2026-10-15)
RSI(14) 27.15 (2nd pct of own history, since 2021 (1223 obs))
last overbought 101d ago (2026-07-06)
last oversold 2d ago (2026-10-13)
MACD (as of 2026-10-15)
MACD(12,26,9) -0.63 (below signal) signal -0.48 hist -0.15
returns (as of 2026-10-15)
5d return -9.14% from 14.33 on 2026-10-08 (17th pct of own history, since 2021 (1232 obs))
10d return -11.79% from 14.76 on 2026-10-01 (22nd pct of own history, since 2021 (1227 obs))
20d return -15.45% from 15.40 on 2026-09-17 (24th pct of own history, since 2021 (1217 obs))
60d return -24.21% from 17.18 on 2026-07-22 (29th pct of own history, since 2021 (1177 obs))
120d return -21.19% from 16.52 on 2026-04-24 (31st pct of own history, since 2021 (1117 obs))
252d return -0.76% from 13.12 on 2025-10-14 (63rd pct of own history, since 2021 (985 obs))
YTD return -33.94% 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– ) 4.33%
real-yield sensitivity (weekly returns vs weekly Δ in 10Y TIPS real yield, DFII10) (as of 2026-10-14)
vs real yield (Δ) -0.13 (26w)
vs real yield (Δ) -0.22 (52w)
S&P 500 market factor (weekly returns) (as of 2026-10-15)
vs S&P 500 beta +1.14 corr +0.22 (26w)
vs S&P 500 beta +0.81 corr +0.17 (52w)
vs S&P 500 -8.87% rel (5d return)
vs S&P 500 -12.80% rel (10d return)
vs S&P 500 -16.85% rel (20d return)
vs S&P 500 -27.48% rel (60d return)
vs S&P 500 -17.31% 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 -6.52% rel (5d return)
vs Nasdaq 100 -9.90% rel (10d return)
vs Nasdaq 100 -17.00% rel (20d return)
vs Nasdaq 100 -27.43% rel (60d return)
vs Nasdaq 100 -22.50% rel (252d return)
vs XLY (Consumer Discretionary) beta +0.94 corr +0.33 (26w)
vs XLY (Consumer Discretionary) beta +0.97 corr +0.32 (52w)
vs XLY -10.66% rel (5d return)
vs XLY -16.02% rel (10d return)
vs XLY -17.27% rel (20d return)
vs XLY -23.68% rel (60d return)
vs XLY +2.45% rel (252d return)
earnings horizon
next earnings 2026-10-29 (14 days)