Lennar Correlations

LEN Stock

USD 122.28 1.45 1.20%

The current 90-days correlation between Lennar and PulteGroup is 0.9 (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 -0.28 (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 discontinued.

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

Moving together with Lennar Stock

0.74	DFH	Dream Finders Homes	Pair Corr
0.72	HOV	Hovnanian Enterprises	Pair Corr
0.82	KBH	KB Home	Pair Corr

Moving against Lennar Stock

0.32	1QK	Aedas Homes SA	Pair Corr
0.31	ALMLB	Miliboo SA	Pair Corr
0.38	9R1	AMICA SA ZY	Pair Corr

Related Correlations Analysis

	PHM	NVR	DHI	CUK	STLA	TSCO	TOL	ROL	GELHY	CCL
PHM		0.86	0.92	0.41	-0.47	0.26	0.92	0.54	-0.42	0.41	PHM
NVR	0.86		0.77	0.46	-0.51	0.32	0.87	0.75	-0.61	0.46	NVR
DHI	0.92	0.77		0.19	-0.22	0.24	0.8	0.43	-0.31	0.18	DHI
CUK	0.41	0.46	0.19		-0.4	-0.34	0.63	0.48	-0.3	0.99	CUK
STLA	-0.47	-0.51	-0.22	-0.4		-0.33	-0.6	-0.51	0.46	-0.38	STLA
TSCO	0.26	0.32	0.24	-0.34	-0.33		0.2	0.12	-0.22	-0.31	TSCO
TOL	0.92	0.87	0.8	0.63	-0.6	0.2		0.62	-0.49	0.62	TOL
ROL	0.54	0.75	0.43	0.48	-0.51	0.12	0.62		-0.64	0.43	ROL
GELHY	-0.42	-0.61	-0.31	-0.3	0.46	-0.22	-0.49	-0.64		-0.28	GELHY
CCL	0.41	0.46	0.18	0.99	-0.38	-0.31	0.62	0.43	-0.28		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	+ 0.99	CUK
DHI	+ 0.92	PHM
TOL	+ 0.92	PHM
TOL	+ 0.87	NVR
NVR	+ 0.86	PHM
TOL	+ 0.8	DHI

High negative correlations

GELHY	- 0.64	ROL
GELHY	- 0.61	NVR
TOL	- 0.6	STLA
ROL	- 0.51	STLA
STLA	- 0.51	NVR
GELHY	- 0.49	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	1.67	0.19	0.15	0.20	1.31	(2.32)	5.00	(2.19)	9.97
NVR	1.13	0.00	(0.01)	0.06	1.60	(1.25)	3.15	(2.08)	5.61
DHI	1.78	0.18	0.11	0.20	1.60	(2.21)	5.72	(3.27)	11.16
CUK	2.19	0.32	0.19	0.22	1.72	(2.84)	7.93	(3.22)	21.37
STLA	2.37	(0.37)	0.00	(4.18)	0.00	0.00	4.66	(4.22)	30.62
TSCO	1.36	(0.04)	(0.03)	0.00	2.02	(1.29)	3.03	(2.17)	11.90
TOL	1.46	0.26	0.20	0.26	1.08	(1.82)	4.26	(2.37)	10.06
ROL	0.91	(0.04)	(0.03)	(0.02)	2.18	(0.86)	1.51	(1.49)	12.36
GELHY	1.30	(0.13)	0.00	(0.13)	0.00	0.00	2.80	(3.05)	7.86
CCL	2.15	0.17	0.10	0.15	2.04	(2.42)	8.05	(3.46)	13.46

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