Lennar Correlations

LEN Stock

USD 109.57 0.13 0.12%

The current 90-days correlation between Lennar and PulteGroup is 0.93 (i.e., Almost no diversification). A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Lennar moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Lennar moves in either direction, the perfectly negatively correlated security will move in the opposite direction.

Lennar Correlation With Market

Very weak diversification

The correlation between Lennar and DJI is 0.57 (i.e., Very weak diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Lennar and DJI in the same portfolio, assuming nothing else is changed.

Build AI portfolio with Lennar Stock

Check out Correlation Analysis to better understand how to build diversified portfolios, which includes a position in Lennar. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in income.

To learn how to invest in Lennar Stock, please use our How to Invest in Lennar guide.

Moving together with Lennar Stock

0.62	BZH	Beazer Homes USA	Pair Corr
0.64	CCS	Century Communities Earnings Call This Week	Pair Corr
0.75	DFH	Dream Finders Homes Downward Rally	Pair Corr
0.78	DHI	DR Horton	Pair Corr
0.76	TPH	TRI Pointe Homes Earnings Call This Week	Pair Corr
0.61	MBUU	Malibu Boats	Pair Corr
0.61	MCFT	MCBC Holdings	Pair Corr

Moving against Lennar Stock

0.4	DOGZ	Dogness International	Pair Corr
0.46	MSN	Emerson Radio	Pair Corr

Related Correlations Analysis

	PHM	KBH	NVR	TOL	DHI	BZH	HOV	MTH	IBP
PHM		0.79	0.82	0.87	0.82	0.55	0.93	0.91	0.94	PHM
KBH	0.79		0.67	0.5	0.68	0.44	0.83	0.89	0.61	KBH
NVR	0.82	0.67		0.78	0.87	0.76	0.85	0.75	0.81	NVR
TOL	0.87	0.5	0.78		0.65	0.62	0.76	0.63	0.89	TOL
DHI	0.82	0.68	0.87	0.65		0.74	0.81	0.78	0.83	DHI
BZH	0.55	0.44	0.76	0.62	0.74		0.6	0.4	0.55	BZH
HOV	0.93	0.83	0.85	0.76	0.81	0.6		0.92	0.84	HOV
MTH	0.91	0.89	0.75	0.63	0.78	0.4	0.92		0.81	MTH
IBP	0.94	0.61	0.81	0.89	0.83	0.55	0.84	0.81		IBP
	PHM	KBH	NVR	TOL	DHI	BZH	HOV	MTH	IBP

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Risk-Adjusted Indicators

There is a big difference between Lennar Stock performing well and Lennar Company doing well as a business compared to the competition. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze Lennar's multiple risk-adjusted performance indicators across the competitive landscape. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.

	Mean Deviation	Jensen Alpha	Sortino Ratio	Treynor Ratio	Semi Deviation	Expected Shortfall	Potential Upside	Value @Risk	Maximum Drawdown
PHM	1.62	0.08	0.07	0.19	1.68	(1.89)	3.97	(2.84)	12.64
KBH	1.79	(0.10)	(0.01)	0.07	2.09	(1.85)	4.02	(3.44)	9.57
NVR	1.30	(0.08)	(0.06)	0.05	1.49	(1.48)	2.55	(2.92)	7.66
TOL	1.62	0.22	0.13	0.29	1.73	(1.74)	3.75	(3.35)	10.46
DHI	1.58	0.00	0.01	0.13	1.80	(1.68)	3.59	(3.02)	9.97
BZH	2.04	0.18	0.10	0.24	2.17	(2.35)	5.28	(3.99)	14.51
HOV	3.43	0.00	0.05	0.13	4.08	(3.66)	7.78	(7.08)	20.41
MTH	1.95	(0.04)	0.01	0.11	2.27	(2.00)	4.76	(3.23)	11.09
IBP	2.01	0.08	0.07	0.18	2.23	(2.21)	4.16	(4.08)	12.03

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