Lennar (Germany) Market Value
| LNN Stock | EUR 99.17 0.09 0.09% |
| Symbol | Lennar |
Lennar 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Lennar's stock what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Lennar.
| 04/25/2025 |
| 07/24/2025 |
If you would invest 0.00 in Lennar on April 25, 2025 and sell it all today you would earn a total of 0.00 from holding Lennar or generate 0.0% return on investment in Lennar over 90 days. Lennar is related to or competes with CAREER EDUCATION, TAL Education, WIMFARM SA, EMBARK EDUCATION, Federal Agricultural, and Sumitomo Mitsui. Lennar Corporation, together with its subsidiaries, operates as a homebuilder primarily under the Lennar brand in the Un... More
Lennar Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Lennar's stock current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Lennar upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.12 | |||
| Information Ratio | (0.02) | |||
| Maximum Drawdown | 11.1 | |||
| Value At Risk | (3.04) | |||
| Potential Upside | 5.56 |
Lennar Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Lennar's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Lennar's standard deviation. In reality, there are many statistical measures that can use Lennar historical prices to predict the future Lennar's volatility.| Risk Adjusted Performance | 0.07 | |||
| Jensen Alpha | 0.0957 | |||
| Total Risk Alpha | (0.40) | |||
| Sortino Ratio | (0.02) | |||
| Treynor Ratio | 0.494 |
Lennar Backtested Returns
At this point, Lennar is very steady. Lennar has Sharpe Ratio of 0.0525, which conveys that the firm had a 0.0525 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Lennar, which you can use to evaluate the volatility of the firm. Please verify Lennar's Risk Adjusted Performance of 0.07, mean deviation of 1.81, and Downside Deviation of 2.12 to check out if the risk estimate we provide is consistent with the expected return of 0.12%. Lennar has a performance score of 4 on a scale of 0 to 100. The company secures a Beta (Market Risk) of 0.33, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Lennar's returns are expected to increase less than the market. However, during the bear market, the loss of holding Lennar is expected to be smaller as well. Lennar right now secures a risk of 2.34%. Please verify Lennar value at risk, expected short fall, and the relationship between the treynor ratio and downside variance , to decide if Lennar will be following its current price movements.
Auto-correlation | -0.44 |
Modest reverse predictability
Lennar has modest reverse predictability. Overlapping area represents the amount of predictability between Lennar time series from 25th of April 2025 to 9th of June 2025 and 9th of June 2025 to 24th of July 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Lennar price movement. The serial correlation of -0.44 indicates that just about 44.0% of current Lennar price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.44 | |
| Spearman Rank Test | 0.09 | |
| Residual Average | 0.0 | |
| Price Variance | 6.5 |
Lennar lagged returns against current returns
Autocorrelation, which is Lennar stock's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Lennar's stock expected returns. We can calculate the autocorrelation of Lennar returns to help us make a trade decision. For example, suppose you find that Lennar has exhibited high autocorrelation historically, and you observe that the stock is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Lennar regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Lennar stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Lennar stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Lennar stock over time.
Current vs Lagged Prices |
| Timeline |
Lennar Lagged Returns
When evaluating Lennar's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Lennar stock have on its future price. Lennar autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Lennar autocorrelation shows the relationship between Lennar stock current value and its past values and can show if there is a momentum factor associated with investing in Lennar.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
| VALE | Vale SA ADR | |
| EGY | Vaalco Energy | |
| CMCSA | Comcast Corp | |
| BTE | Baytex Energy Corp | |
| SOXS | Direxion Daily Semiconductor |
Additional Information and Resources on Investing in Lennar Stock
When determining whether Lennar offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Lennar's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Lennar Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Lennar Stock:Check out Lennar Correlation, Lennar Volatility and Lennar Alpha and Beta module to complement your research on Lennar. For more detail on how to invest in Lennar Stock please use our How to Invest in Lennar guide.You can also try the Odds Of Bankruptcy module to get analysis of equity chance of financial distress in the next 2 years.
Lennar technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.