Carvana Co. (CVNA)

CVNA Quantitative Snapshot

Academic risk and quality models computed from CVNA's own filings and price history, not from analyst opinion.

Piotroski F-Score

5 / 9

Mixed: 5 of 9 fundamental-health tests pass, so profitability and balance-sheet trends disagree.

Altman Z-Score

9.97

Altman Z above the 2.99 safe threshold, so the model puts bankruptcy risk in its lowest band.

Beneish M-Score

-3.51

Beneish M below the -1.78 flag threshold, so the earnings-manipulation model finds nothing unusual in the accruals and margin trends.

Sloan Accrual Ratio

0.028

Share of earnings coming from accruals rather than cash. Higher values historically precede weaker future returns.

Market Regime (HMM)

Sideways · 94% confidence

Hidden Markov model fitted to two years of returns, separating bull, bear and sideways states by their own drift and volatility.

Forecast Volatility (30d)

63.7%

GARCH(1,1) 30-day annualised forecast, above the current 59.2% reading.

Market Beta (5-factor)

2.00

Fama-French 5-factor market beta. The five factors explain 28% of this stock's return variance; the rest is idiosyncratic.

Own 5-Year Median P/E

58.0

The stock’s own historical valuation anchor, which is a fairer comparison than a sector average for a company with a persistent premium or discount.

Model inputs as of 2026-09-08.