Lennar Correlations

LEN Stock

USD 111.84 2.87 2.50%

The current 90-days correlation between Lennar and PulteGroup is 0.91 (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 good diversification

The correlation between Lennar and DJI is -0.41 (i.e., Very good 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 american community survey.

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

Moving against Lennar Stock

0.55	603216	Mengtian Home Group	Pair Corr
0.55	600337	Markor International Home	Pair Corr
0.45	CRN	Cairn Homes PLC	Pair Corr
0.44	603008	Xilinmen Furniture	Pair Corr
0.4	HOFT	Hooker Furniture	Pair Corr
0.57	ORXCF	ORIX	Pair Corr
0.56	BSET	Bassett Furniture	Pair Corr
0.47	RKLB	Rocket Lab USA Potential Growth	Pair Corr
0.45	LBLCF	Loblaw Companies	Pair Corr
0.43	KODK	Eastman Kodak	Pair Corr
0.41	RCH	Richelieu Hardware	Pair Corr
0.31	603610	Keeson Technology Corp	Pair Corr

Related Correlations Analysis

	PHM	NVR	DHI	CUK	STLA	TSCO	TOL	ROL	GELHY	CCL
PHM		0.77	0.85	0.15	0.13	-0.08	0.86	0.54	-0.26	0.06	PHM
NVR	0.77		0.86	0.17	0.21	0.14	0.78	0.31	0.01	0.15	NVR
DHI	0.85	0.86		0.01	0.29	0.2	0.77	0.23	0.08	0.02	DHI
CUK	0.15	0.17	0.01		0.09	-0.67	0.47	0.28	-0.05	0.96	CUK
STLA	0.13	0.21	0.29	0.09		-0.03	0.1	-0.2	0.14	0.16	STLA
TSCO	-0.08	0.14	0.2	-0.67	-0.03		-0.19	-0.46	0.44	-0.55	TSCO
TOL	0.86	0.78	0.77	0.47	0.1	-0.19		0.58	-0.22	0.39	TOL
ROL	0.54	0.31	0.23	0.28	-0.2	-0.46	0.58		-0.82	0.06	ROL
GELHY	-0.26	0.01	0.08	-0.05	0.14	0.44	-0.22	-0.82		0.16	GELHY
CCL	0.06	0.15	0.02	0.96	0.16	-0.55	0.39	0.06	0.16		CCL
	PHM	NVR	DHI	CUK	STLA	TSCO	TOL	ROL	GELHY	CCL

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Correlation Matchups

Over a given time period, the two securities move together when the Correlation Coefficient is positive. Conversely, the two assets move in opposite directions when the Correlation Coefficient is negative. Determining your positions' relationship to each other is valuable for analyzing and projecting your portfolio's future expected return and risk.

High positive correlations

CCL	+ 0.96	CUK
TOL	+ 0.86	PHM
DHI	+ 0.86	NVR
DHI	+ 0.85	PHM
TOL	+ 0.78	NVR
NVR	+ 0.77	PHM

High negative correlations

GELHY	- 0.82	ROL
TSCO	- 0.67	CUK
CCL	- 0.55	TSCO
ROL	- 0.46	TSCO
GELHY	- 0.26	PHM
GELHY	- 0.22	TOL

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	1.40	(0.07)	(0.02)	0.02	1.45	(1.82)	5.00	(2.49)	9.97
NVR	1.03	(0.06)	(0.06)	(0.01)	1.21	(1.14)	2.66	(1.92)	5.29
DHI	1.65	(0.12)	0.00	(0.01)	0.00	0.00	4.73	(3.36)	10.93
CUK	1.97	0.04	0.04	0.09	2.34	(2.27)	3.53	(3.21)	20.84
STLA	2.20	(0.25)	0.00	(0.05)	0.00	0.00	4.66	(4.19)	13.57
TSCO	1.22	(0.05)	(0.05)	(0.01)	1.49	(1.23)	2.62	(2.17)	5.92
TOL	1.31	0.00	0.03	0.07	1.31	(1.55)	4.26	(2.61)	10.06
ROL	0.90	0.17	0.09	0.90	1.06	(1.08)	1.80	(1.68)	11.46
GELHY	1.19	(0.24)	0.00	(0.40)	0.00	0.00	2.40	(2.76)	6.06
CCL	1.95	(0.10)	(0.02)	0.01	2.80	(1.91)	3.88	(3.65)	12.92

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