LENNAR CORP's market value is the price at which a share of LENNAR CORP trades on a public exchange. It measures the collective expectations of LENNAR P B investors about its performance. LENNAR CORP is trading at 96.00 as of the 24th of July 2025. This is a 8.47% up since the beginning of the trading day. The stock's lowest day price was 96.0. With this module, you can estimate the performance of a buy and hold strategy of LENNAR P B and determine expected loss or profit from investing in LENNAR CORP over a given investment horizon. Check out LENNAR CORP Correlation, LENNAR CORP Volatility and LENNAR CORP Alpha and Beta module to complement your research on LENNAR CORP.
Please note, there is a significant difference between LENNAR CORP's value and its price as these two are different measures arrived at by different means. Investors typically determine if LENNAR CORP is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, LENNAR CORP's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
LENNAR CORP '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 CORP'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 CORP.
0.00
06/24/2025
No Change 0.00
0.0
In 30 days
07/24/2025
0.00
If you would invest 0.00 in LENNAR CORP on June 24, 2025 and sell it all today you would earn a total of 0.00 from holding LENNAR P B or generate 0.0% return on investment in LENNAR CORP over 30 days. LENNAR CORP is related to or competes with Nippon Light, Perseus Mining, Lion One, Coeur Mining, and Fortescue Metals. Lennar Corporation, together with its subsidiaries, operates as a homebuilder primarily under the Lennar brand in the Un... More
LENNAR CORP 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 CORP'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 P B upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for LENNAR CORP's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as LENNAR CORP's standard deviation. In reality, there are many statistical measures that can use LENNAR CORP historical prices to predict the future LENNAR CORP's volatility.
At this point, LENNAR CORP is very steady. LENNAR CORP has Sharpe Ratio of 0.0627, which conveys that the firm had a 0.0627 % return per unit of volatility over the last 3 months. We have found twenty-eight technical indicators for LENNAR CORP, which you can use to evaluate the volatility of the firm. Please verify LENNAR CORP's risk adjusted performance of 0.0971, and Mean Deviation of 2.14 to check out if the risk estimate we provide is consistent with the expected return of 0.17%. LENNAR CORP has a performance score of 4 on a scale of 0 to 100. The company secures a Beta (Market Risk) of -0.26, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning LENNAR CORP are expected to decrease at a much lower rate. During the bear market, LENNAR CORP is likely to outperform the market. LENNAR CORP now secures a risk of 2.77%. Please verify LENNAR P B jensen alpha, sortino ratio, maximum drawdown, as well as the relationship between the total risk alpha and treynor ratio , to decide if LENNAR P B will be following its current price movements.
Auto-correlation
-0.41
Modest reverse predictability
LENNAR P B has modest reverse predictability. Overlapping area represents the amount of predictability between LENNAR CORP time series from 24th of June 2025 to 9th of July 2025 and 9th of July 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 CORP price movement. The serial correlation of -0.41 indicates that just about 41.0% of current LENNAR CORP price fluctuation can be explain by its past prices.
Correlation Coefficient
-0.41
Spearman Rank Test
0.28
Residual Average
0.0
Price Variance
6.24
LENNAR CORP lagged returns against current returns
Autocorrelation, which is LENNAR CORP 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 CORP's stock expected returns. We can calculate the autocorrelation of LENNAR CORP returns to help us make a trade decision. For example, suppose you find that LENNAR CORP 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 CORP 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 CORP stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if LENNAR CORP stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in LENNAR CORP stock over time.
Current vs Lagged Prices
Timeline
LENNAR CORP Lagged Returns
When evaluating LENNAR CORP's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of LENNAR CORP stock have on its future price. LENNAR CORP 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 CORP autocorrelation shows the relationship between LENNAR CORP stock current value and its past values and can show if there is a momentum factor associated with investing in LENNAR P B.
LENNAR CORP financial ratios help investors to determine whether LENNAR Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in LENNAR with respect to the benefits of owning LENNAR CORP security.