Li Auto Correlations

LI Stock

USD 18.32 0.08 0.43%

The current 90-days correlation between Li Auto and Xpeng Inc is 0.65 (i.e., Poor diversification). The correlation of Li Auto is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.

Li Auto Correlation With Market

Very good diversification

The correlation between Li Auto and DJI is -0.23 (i.e., Very good diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Li Auto and DJI in the same portfolio, assuming nothing else is changed.

Build AI portfolio with Li Auto Stock

Check out Correlation Analysis to better understand how to build diversified portfolios, which includes a position in Li Auto. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in gross domestic product.

For more detail on how to invest in Li Auto Stock please use our How to Invest in Li Auto guide.

Moving together with Li Auto Stock

0.68	NIO	Nio Class A	Pair Corr
0.72	0O9	Niu Technologies	Pair Corr
0.62	N3IA	Nio Class A	Pair Corr

Moving against Li Auto Stock

0.52	GM	General Motors	Pair Corr
0.52	TL0	Tesla Inc	Pair Corr
0.49	LOT	Lotus Technology	Pair Corr
0.46	FLYE	Fly E Group	Pair Corr
0.45	IMY	Immsi SpA	Pair Corr
0.43	BMW3	Bayerische Motoren Werke	Pair Corr
0.43	FFAI	Faraday Future Intel Symbol Change	Pair Corr
0.38	VOW	Volkswagen AG	Pair Corr
0.56	TSLA	Tesla Inc CDR	Pair Corr
0.5	YMA	Yamaha Motor	Pair Corr
0.47	PAH3	Porsche Automobil Holding	Pair Corr
0.44	VOWB	VOLKSWAGEN AG VZ	Pair Corr
0.39	VOWA	VOLKSWAGEN ADR 110ON	Pair Corr
0.36	WGO	Winnebago Industries	Pair Corr
0.36	PAHA	Porsche Automobil Holding	Pair Corr

Related Correlations Analysis

	GELHY	XPEV	DRI	NVR	NIO	RL	QSR	HMC	RIVN	ULTA
GELHY		0.58	-0.42	-0.59	0.4	0.07	0.15	-0.37	0.54	-0.3	GELHY
XPEV	0.58		-0.55	-0.61	0.7	-0.36	0.09	-0.5	0.2	-0.59	XPEV
DRI	-0.42	-0.55		0.64	-0.69	0.41	-0.24	0.74	-0.17	0.94	DRI
NVR	-0.59	-0.61	0.64		-0.53	0.25	0.21	0.77	-0.42	0.59	NVR
NIO	0.4	0.7	-0.69	-0.53		-0.59	0.12	-0.4	-0.11	-0.77	NIO
RL	0.07	-0.36	0.41	0.25	-0.59		0.19	0.35	0.42	0.5	RL
QSR	0.15	0.09	-0.24	0.21	0.12	0.19		0.11	0.15	-0.24	QSR
HMC	-0.37	-0.5	0.74	0.77	-0.4	0.35	0.11		-0.24	0.67	HMC
RIVN	0.54	0.2	-0.17	-0.42	-0.11	0.42	0.15	-0.24		-0.03	RIVN
ULTA	-0.3	-0.59	0.94	0.59	-0.77	0.5	-0.24	0.67	-0.03		ULTA
	GELHY	XPEV	DRI	NVR	NIO	RL	QSR	HMC	RIVN	ULTA

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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

ULTA	+ 0.94	DRI
HMC	+ 0.77	NVR
HMC	+ 0.74	DRI
NIO	+ 0.7	XPEV
ULTA	+ 0.67	HMC
NVR	+ 0.64	DRI

High negative correlations

ULTA	- 0.77	NIO
NIO	- 0.69	DRI
NVR	- 0.61	XPEV
RL	- 0.59	NIO
ULTA	- 0.59	XPEV
NVR	- 0.59	GELHY

Risk-Adjusted Indicators

There is a big difference between Li Auto Stock performing well and Li Auto 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 Li Auto'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
GELHY	1.24	(0.08)	0.00	(0.06)	0.00	0.00	2.80	(3.05)	7.86
XPEV	2.64	(0.61)	0.00	(0.47)	0.00	0.00	4.98	(6.41)	16.73
DRI	1.39	0.26	0.16	0.32	1.35	(1.60)	3.39	(2.67)	8.67
NVR	1.15	0.02	0.00	0.09	1.62	(1.21)	3.15	(2.08)	10.73
NIO	2.34	(0.37)	0.00	(0.41)	0.00	0.00	4.59	(5.45)	11.98
RL	1.35	0.14	0.09	0.20	1.45	(1.51)	2.97	(2.23)	8.67
QSR	0.98	(0.06)	0.00	(0.04)	0.00	0.00	3.00	(1.84)	9.96
HMC	1.35	(0.03)	(0.01)	0.03	1.53	(1.53)	3.40	(2.90)	7.85
RIVN	3.13	(0.03)	(0.01)	0.03	3.08	(4.74)	10.70	(6.11)	33.75
ULTA	1.49	0.38	0.22	0.63	1.32	(1.81)	3.00	(2.44)	16.26

Li Auto Corporate Management

Tie Li	CFO Director	Profile
Janet Chang	Director Relations	Profile
Yanan Shen	Pres Director	Profile
Yee Lau	Joint Secretary	Profile
Yang Wang	Joint Secretary	Profile

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