Lucid Group, Inc.

LCIDConsumer Cyclical · as-of 2026-07-24 · vintage 2026-07-24MODEL APPLICABLENOT_RATED
Defective drift
Result — RiskScore first, letter last (a derived conversion)
RiskScore (Eq. 5/12, drift-free) 48.082
Universe rank (safest = 1) —
σ_A (annualized) 54.12%
Asset value A $4.3B
η_A (drift) -51.12% (t = -2.13)
Distance to Default 0.23
EDF Φ(−DD) 41.0210%
PIT PD (1y) —
TTC PD —
S&P letter (interval) — Not rated
Inputs & provenance
Statement used 2026-03-31
Short-term debt field Current Debt And Capital Lease Obligation
Long-term debt field Long Term Debt And Capital Lease Obligation
Shares method market_cap_over_price
Data retrieved 2026-07-26T08:18:51Z
Producing commit 73aed8a
EM-implied asset value (385 pts, downsampled)
No PD chain for this company (defective drift regime).