Lennar (Germany) Market Value
| LNN Stock | EUR 93.60 0.10 0.11% |
| 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.
| 04/23/2025 |
| 07/22/2025 |
If you would invest 0.00 in Lennar on April 23, 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 AGF Management, Grand Canyon, STRAYER EDUCATION, Clean Energy, Strategic Education, and Q2M Managementberatu. 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 | 2.09 | |||
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 11.1 | |||
| Value At Risk | (3.04) | |||
| Potential Upside | 4.4 |
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 | 0.0369 | |||
| Jensen Alpha | 0.12 | |||
| Total Risk Alpha | (0.27) | |||
| Sortino Ratio | (0.03) | |||
| Treynor Ratio | (0.17) |
Lennar Backtested Returns
Lennar has Sharpe Ratio of close to zero, which conveys that the firm had a close to zero % return per unit of risk over the last 3 months. Lennar exposes twenty-nine different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Lennar's Downside Deviation of 2.09, risk adjusted performance of 0.0369, and Mean Deviation of 1.71 to check out the risk estimate we provide. The company secures a Beta (Market Risk) of -0.39, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Lennar are expected to decrease at a much lower rate. During the bear market, Lennar is likely to outperform the market. At this point, Lennar has a negative expected return of -0.0185%. Please make sure to verify Lennar's value at risk, expected short fall, and the relationship between the treynor ratio and downside variance , to decide if Lennar performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.21 |
Weak reverse predictability
Lennar has weak reverse predictability. Overlapping area represents the amount of predictability between Lennar time series from 23rd of April 2025 to 7th of June 2025 and 7th of June 2025 to 22nd 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 -0.21 indicates that over 21.0% of current Lennar price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.21 | |
| Spearman Rank Test | -0.37 | |
| Residual Average | 0.0 | |
| Price Variance | 6.29 |
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
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 Global Correlations module to find global opportunities by holding instruments from different markets.
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.