Skip to content

Trevi Therapeutics, Inc. TRVI Volatilities, high end of range (as a percent)

Volatilities, high end of range (as a percent) at other companies

The Baldwin Insurance Group, Inc. logo
The Baldwin Insurance Group, Inc.BWIN
57%+2.0pp
TRV
Trevi Therapeutics, Inc.TRVI
110.1%-4.5pp
The Baldwin Insurance Group, Inc. logo
The Baldwin Insurance Group, Inc.BWIN
23%+1.0pp
TRV
Trevi Therapeutics, Inc.TRVI
98%+0.7pp
Xylem logo
XylemXYL
26.7%0.0pp
Ollie's Bargain Outlet Holdings, Inc. logo
Ollie's Bargain Outlet Holdings, Inc.OLLI
44.3%-3.9pp

Other financials

Income statement

See full
Operating income-$14.9M-30.0%
Net income-$13.2M-27.6%
EPS (diluted)-$0.090.0%

Balance sheet

See full
Cash & equivalents$19.4M+0.2%
Total debt$682.0K-28.7%
Total equity$172.1M+73.1%
Total assets$179.6M+67.8%

Cash flow

See full
Operating cash flow-$16.7M-23.8%
CapEx$102.0K
Free cash flow-$16.8M

Valuation

See full
Market cap$2.47B+152%
Enterprise value$2.45B+157%

Returns & leverage

See full
Return on equity-33.6%-9.4pp
Debt / equity0.0×
Current ratio24.8×+9.4×

Where this comes from

Reported directly by Trevi Therapeutics, Inc. in its filing.

Tagged under the XBRL concept us-gaap:ShareBasedCompensationArrangementByShareBasedPaymentAwardFairValueAssumptionsExpectedVolatilityRateMaximum.

The official record: Trevi Therapeutics, Inc.’s 10-K, filed March 17, 2026, on SEC EDGAR. View the filing →

Ask your AI about Trevi Therapeutics, Inc.'s volatilities, high end of range (as a percent).

Connect your AI assistant and compare it to peers, right in your chat.

Connect your AI
Harbor at dusk
Claude

Questions, answered.

What is Trevi Therapeutics, Inc.'s volatilities, high end of range (as a percent)?
Trevi Therapeutics, Inc. (TRVI) reported volatilities, high end of range (as a percent) of 110.1% in Q4 2025.
What does volatilities, high end of range (as a percent) mean?
Represents the upper bound of the expected volatility assumption applied when calculating the fair value of stock-based compensation awards. Higher volatility assumptions increase the estimated fair value of options, reflecting greater uncertainty or historical price swings in the underlying equity. This metric is essential for understanding the sensitivity of compensation expense to market conditions.