Lemonade Correlations

LMND Stock

USD 93.25 3.32 3.44%

The current 90-days correlation between Lemonade and Selective Insurance Group is 0.24 (i.e., Modest diversification). The correlation of Lemonade 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.

Lemonade Correlation With Market

Weak diversification

The correlation between Lemonade and DJI is 0.31 (i.e., Weak diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Lemonade and DJI in the same portfolio, assuming nothing else is changed.

Build AI portfolio with Lemonade Stock

Check out Correlation Analysis to better understand how to build diversified portfolios, which includes a position in Lemonade. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as various price indices.

For information on how to trade Lemonade Stock refer to our How to Trade Lemonade Stock guide.

Moving against Lemonade Stock

0.5	MSFT	Microsoft Earnings Call Tomorrow	Pair Corr
0.45	IBM	International Business Earnings Call This Week	Pair Corr
0.36	HPQ	HP Inc	Pair Corr
0.35	T	ATT Inc Earnings Call This Week	Pair Corr

Related Correlations Analysis

	SIGI	MCY	WTM	ALL	FLG	RLI	RDN	HGTY	LAZ	AHL
SIGI		0.65	0.75	0.37	0.69	0.21	0.39	0.55	0.33	0.68	SIGI
MCY	0.65		0.78	0.77	0.49	0.67	0.67	0.78	0.32	0.69	MCY
WTM	0.75	0.78		0.36	0.81	0.24	0.39	0.41	0.57	0.84	WTM
ALL	0.37	0.77	0.36		0.07	0.72	0.69	0.78	-0.01	0.27	ALL
FLG	0.69	0.49	0.81	0.07		0.12	0.28	0.23	0.54	0.64	FLG
RLI	0.21	0.67	0.24	0.72	0.12		0.81	0.59	-0.17	0.08	RLI
RDN	0.39	0.67	0.39	0.69	0.28	0.81		0.58	-0.09	0.16	RDN
HGTY	0.55	0.78	0.41	0.78	0.23	0.59	0.58		0.14	0.39	HGTY
LAZ	0.33	0.32	0.57	-0.01	0.54	-0.17	-0.09	0.14		0.59	LAZ
AHL	0.68	0.69	0.84	0.27	0.64	0.08	0.16	0.39	0.59		AHL
	SIGI	MCY	WTM	ALL	FLG	RLI	RDN	HGTY	LAZ	AHL

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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

AHL	+ 0.84	WTM
FLG	+ 0.81	WTM
RDN	+ 0.81	RLI
WTM	+ 0.78	MCY
HGTY	+ 0.78	MCY
HGTY	+ 0.78	ALL

High negative correlations

LAZ	- 0.17	RLI
LAZ	- 0.09	RDN
LAZ	- 0.01	ALL

Risk-Adjusted Indicators

There is a big difference between Lemonade Stock performing well and Lemonade 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 Lemonade'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
SIGI	1.10	(0.09)	0.00	(0.12)	0.00	0.00	1.86	(1.86)	6.13
MCY	1.04	0.11	0.04	1.37	1.13	(1.10)	2.59	(1.94)	7.17
WTM	0.74	0.06	0.03	0.21	0.68	(0.86)	1.39	(1.26)	8.03
ALL	0.91	(0.02)	(0.05)	0.01	1.35	(0.93)	2.10	(1.99)	8.07
FLG	1.36	0.18	0.05	(0.24)	1.43	(1.60)	3.85	(2.39)	9.48
RLI	1.05	(0.08)	0.00	0.23	0.00	0.00	2.06	(2.72)	6.59
RDN	0.95	0.01	0.00	0.05	0.00	0.00	1.95	(2.12)	10.62
HGTY	1.42	0.20	0.08	8.73	1.36	(1.62)	3.94	(2.16)	9.86
LAZ	1.53	(0.04)	0.00	0.04	2.21	(1.41)	3.60	(3.31)	12.15
AHL	0.10	0.01	(0.39)	(0.59)	0.00	(0.12)	0.22	(0.19)	0.76

Lemonade Corporate Management

Maya Prosor	Chief Officer	Profile
Michael Eisenberg	Independent Director	Profile
Gavin Blair	Senior Operations	Profile
Irina Novoselsky	Independent Director	Profile
Jorge Espinel	Chief Business Development Officer	Profile

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