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ISIN
IL0011745804
CUSIP
19424L101
Industry
Auto Parts
IPO Date
Apr 5, 2021

Highlights

Market Cap
$168.62M
Enterprise Value
$204.72M
EPS (TTM)
-$0.39
Total Revenue (TTM)
$44.83M
Gross Profit (TTM)
$4.34M
EBITDA (TTM)
-$73.94M
Year Range
$0.58 - $2.54
Target Price
$2.00
ROA (TTM)
-66.59%
ROE (TTM)
-136.35%

Share Price Chart


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Performance

INVZ Performance Chart

Innoviz Technologies Ltd. (INVZ) is down 8.3% since the beginning of the year. At $1 per share, INVZ is trading 69.2% below its 52-week high of $3. Investors who bought $1,000 worth of INVZ shares 5 years ago would now be looking at an investment worth $75.


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S&P 500 Index

Returns By Period

Innoviz Technologies Ltd. (INVZ) has returned -8.29% so far this year and -11.13% over the past 12 months.


Innoviz Technologies Ltd.

1D
-3.85%
1M
16.58%
YTD
-8.29%
6M
-36.90%
1Y
-11.13%
3Y*
-36.39%
5Y*
-40.42%
10Y*

Benchmark (S&P 500 Index)

1D
0.13%
1M
5.25%
YTD
11.16%
6M
11.43%
1Y
28.20%
3Y*
21.12%
5Y*
12.66%
10Y*
13.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

INVZ Monthly Returns History

Based on dividend-adjusted daily data since Apr 5, 2021, INVZ's average daily return is -0.04%, while the average monthly return is -0.39%.

Historically, 40% of months were positive and 60% were negative. The best month was Dec 2024 with a return of +121.1%, while the worst month was Feb 2025 at -52.3%. The longest winning streak lasted 3 consecutive months, and the longest losing streak was 8 months.

On a daily basis, INVZ closed higher 42% of trading days. The best single day was Dec 23, 2024 with a return of +33.0%, while the worst single day was Aug 10, 2023 at -28.0%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
202612.73%-11.31%-25.84%5.94%13.88%2.53%-8.29%
2025-7.74%-52.32%-11.80%6.47%31.11%80.22%-6.10%8.44%22.16%-8.82%-31.18%-33.35%-49.22%
2024-32.41%-7.02%-15.09%-14.81%-8.70%-11.67%-13.89%-17.49%25.63%-27.53%26.67%121.05%-33.60%
202341.98%-14.87%-26.32%-28.57%17.60%-3.40%44.37%-44.15%-14.85%-23.08%14.00%47.95%-35.62%
2022-36.28%-0.99%-9.50%11.60%20.79%-19.67%2.55%24.88%3.78%-3.84%7.19%-26.82%-38.01%
202116.00%-6.19%-0.38%-12.49%-18.49%-23.61%-8.85%36.76%-11.70%-34.97%

Benchmark Metrics

Innoviz Technologies Ltd. has an annualized alpha of -30.75%, beta of 1.94, and R2 of 0.13 versus S&P 500 Index. Calculated based on daily prices since April 06, 2021.

  • This stock participated in 216.44% of S&P 500 Index downside but only 31.44% of its upside - more exposed to losses than it benefited from rallies.
  • R2 of 0.13 means this stock moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
-30.75%
Beta
1.94
0.13
Upside Capture
31.44%
Downside Capture
216.44%

Return for Risk

Risk / Return Rank

INVZ ranks 38 for risk / return — below 38% of stocks on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.


INVZ Risk / Return Rank: 3838
Overall Rank
INVZ Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
INVZ Sortino Ratio Rank: 4343
Sortino Ratio Rank
INVZ Omega Ratio Rank: 4040
Omega Ratio Rank
INVZ Calmar Ratio Rank: 3535
Calmar Ratio Rank
INVZ Martin Ratio Rank: 3636
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Innoviz Technologies Ltd. (INVZ) and compare them to S&P 500 Index.


INVZBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

-0.12

2.39

-2.51

Sortino ratio

Return per unit of downside risk

0.54

3.25

-2.72

Omega ratio

Gain probability vs. loss probability

1.06

1.43

-0.38

Calmar ratio

Return relative to maximum drawdown

-0.15

3.11

-3.26

Martin ratio

Return relative to average drawdown

-0.24

14.38

-14.62

Dividends

Dividend History


Innoviz Technologies Ltd. doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Innoviz Technologies Ltd.. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Innoviz Technologies Ltd. was 96.06%, occurring on Nov 15, 2024. The portfolio has not yet recovered.

The current Innoviz Technologies Ltd. drawdown is 93.66%.


Related event

Drawdown

Fall

Recovery

Underwater

2024 bear market2024
-96.06%Nov 2024
3y 7mo
5y 1moApr 2021 - now

Drawdown Indicators


INVZBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-96.06%

-56.78%

-39.28%

Max Drawdown (1Y)

Largest decline over 1 year

-75.21%

-9.10%

-66.11%

Max Drawdown (3Y)

Largest decline over 3 years

-88.12%

-18.90%

-69.22%

Max Drawdown (5Y)

Largest decline over 5 years

-95.43%

-25.43%

-70.00%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-93.66%

0.00%

-93.66%

Average Drawdown

Average peak-to-trough decline

-74.81%

-10.72%

-64.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

46.82%

1.97%

+44.85%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Financials

Financial Performance

The chart below illustrates the trends in the financial health of Innoviz Technologies Ltd. over time, highlighting three key metrics: Total Revenue, Earnings Before Interest and Taxes (EBIT), and Net Income.


Annual
Quarterly

0.0

Valuation

The Valuation section provides an overview of how Innoviz Technologies Ltd. is priced in the market compared to other companies in the Auto Parts industry. It includes key financial ratios that help investors assess whether the stock is undervalued or overvalued.


PS Ratio

This chart shows the Price-to-Sales (P/S) ratio for INVZ relative to other companies in the Auto Parts industry. Currently, INVZ has a P/S ratio of 3.6. This P/S ratio is high relative to other companies in the industry. It could mean the stock is overvalued, or that investors expect strong future growth and profitability.

PB Ratio

The chart illustrates the Price-to-Book (P/B) ratio for INVZ in comparison with other companies in the Auto Parts industry. Currently, INVZ has a P/B value of 2.8. This P/B ratio is higher than most companies in the industry. It may suggest the stock is overvalued or that investors expect the company to generate high returns on its assets.

Income Statement



TTM
Revenue

Total Revenue

Cost Of Revenue

Gross Profit

Operating Expenses

Selling, General & Admin Expenses

R&D Expenses

Depreciation And Amortization

Total Operating Expenses

Income

Income Before Tax

Operating Income

EBITDA

EBIT

Earnings From Continuing Operations

Net Income

Income Tax Expense

Other Non-Operating Income (Expenses)

Extraordinary Items

Discontinued Operations

Effect Of Accounting Charges

Non Recurring

Minority Interest

Other Items

Interest Income

Interest Expense

Net Interest Income

Values in undefined except per share items
Portfolio Analyzer

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