RVI Analyst Ratings
Robinhood Ventures Fund I (RVI) operates in the Financial Services sector, specifically the Asset Management industry, with a market capitalization near $319.3M, listed on NYSE, carrying a beta of 5.62 to the broader market. As a venture capital entity, Robinhood Ventures Fund I is dedicated to providing growth equity through direct investments. Led by Sarah Pinto, public since 2026-03-06.
The latest monthly count of analyst ratings on file for RVI is for April 2022; there is none since.
Recent Upgrades & Downgrades
| Date | Firm | Action | From | To |
|---|---|---|---|---|
| Aug 23, 2021 | Morgan Stanley | maintain | Overweight | Overweight |
| Jul 21, 2021 | Morgan Stanley | maintain | Overweight | Overweight |
| Jun 9, 2021 | Morgan Stanley | maintain | Overweight | Overweight |
| Apr 6, 2021 | Morgan Stanley | maintain | Overweight | Overweight |
| Jan 7, 2021 | Morgan Stanley | upgrade | Equal Weight | Overweight |
How to Read RVI Analyst Coverage
Sell-side equity analysts publish three primary outputs: ratings (Strong Buy / Buy / Hold / Sell / Strong Sell, or firm-specific equivalents), price targets, and EPS / revenue estimate revisions. Rating consensus moves slowly relative to price; it reflects 12-month directional conviction rather than near-term momentum. Price targets are more responsive but typically drift behind realized price during sharp moves. The most actionable signal for options traders is a cluster of ratings actions across multiple firms within a short window, which compresses or expands implied volatility on a horizon of days to weeks and shifts the put-call skew toward the directional consensus. The recent-actions table above shows the five most recent firm-level changes; longer histories live behind aggregator sources.
For event-driven options sizing, pair the consensus rating and target distribution with the implied-volatility surface and dealer-positioning view. Aggressive target hikes from multiple firms tend to tighten put skew (downside protection becomes relatively cheaper); aggressive cuts widen put skew. The size of the IV response in the hours after a rating change is visible on the per-ticker volatility skew page and the gamma-exposure page, both of which show how dealer hedging propagates the analyst-driven flow into the listed options chain.
Learn how analyst ratings is reported and how to read the data →