Lemonade Correlations

LMND Stock

USD 75.96 4.78 6.72%

The current 90-days correlation between Lemonade and Selective Insurance Group is 0.17 (i.e., Average 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

Good diversification

The correlation between Lemonade and DJI is -0.03 (i.e., Good 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 signals in employment.

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

Moving together with Lemonade Stock

0.78	CB	Chubb	Pair Corr
0.75	AIZ	Assurant	Pair Corr
0.67	THG	Hanover Insurance	Pair Corr
0.72	TRV	The Travelers Companies	Pair Corr
0.73	HGTY	Hagerty	Pair Corr
0.63	DFY	Definity Financial Corp	Pair Corr
0.87	SPNT	Siriuspoint	Pair Corr
0.79	VLKAF	Volkswagen AG	Pair Corr
0.8	VWAGY	Volkswagen AG 110	Pair Corr
0.68	VLKPF	Volkswagen AG VZO	Pair Corr
0.65	CICOY	COSCO SHIPPING Holdings	Pair Corr
0.88	LCDX	Caliber Imaging Diag	Pair Corr
0.85	PLTK	Playtika Holding Corp	Pair Corr
0.61	DB	Deutsche Bank AG	Pair Corr
0.81	694308HY6	US694308HY69	Pair Corr
0.73	ADAMI	New York Mortgage Symbol Change	Pair Corr

Moving against Lemonade Stock

0.81	GOCO	GoHealth	Pair Corr
0.81	KNSL	Kinsale Capital Group	Pair Corr
0.69	SBRE	Sabre Insurance Group	Pair Corr
0.68	QBE	QBE Insurance Group	Pair Corr
0.64	JD	JD Inc Adr Aggressive Push	Pair Corr
0.49	HCI	HCI Group	Pair Corr

Related Correlations Analysis

	SIGI	MCY	WTM	ALL	FLG	RLI	RDN	HGTY	LAZ	AHL
SIGI		0.49	0.47	0.46	0.57	0.71	0.51	0.37	0.11	0.34	SIGI
MCY	0.49		0.84	0.8	0.64	0.78	0.91	0.89	0.39	0.89	MCY
WTM	0.47	0.84		0.46	0.84	0.57	0.85	0.61	0.49	0.87	WTM
ALL	0.46	0.8	0.46		0.31	0.82	0.64	0.86	0.2	0.54	ALL
FLG	0.57	0.64	0.84	0.31		0.57	0.69	0.33	0.49	0.69	FLG
RLI	0.71	0.78	0.57	0.82	0.57		0.72	0.7	0.18	0.57	RLI
RDN	0.51	0.91	0.85	0.64	0.69	0.72		0.79	0.41	0.88	RDN
HGTY	0.37	0.89	0.61	0.86	0.33	0.7	0.79		0.27	0.74	HGTY
LAZ	0.11	0.39	0.49	0.2	0.49	0.18	0.41	0.27		0.41	LAZ
AHL	0.34	0.89	0.87	0.54	0.69	0.57	0.88	0.74	0.41		AHL
	SIGI	MCY	WTM	ALL	FLG	RLI	RDN	HGTY	LAZ	AHL

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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	(0.01)	(0.03)	(0.02)	1.71	(0.99)	2.19	(1.86)	8.71
MCY	1.04	0.10	0.04	1.38	1.19	(1.14)	2.72	(2.43)	7.08
WTM	0.87	0.15	0.09	(0.76)	0.80	(1.00)	2.01	(1.63)	8.03
ALL	0.94	(0.04)	0.00	(0.59)	0.00	0.00	2.10	(2.08)	6.24
FLG	1.44	0.07	0.01	(1.18)	1.93	(1.64)	3.85	(2.86)	10.51
RLI	1.04	(0.03)	0.00	0.61	0.00	0.00	2.38	(2.87)	6.59
RDN	0.83	0.07	0.00	(0.54)	0.89	(1.00)	1.84	(1.58)	5.62
HGTY	1.53	0.12	0.05	0.41	1.62	(1.75)	4.10	(2.26)	10.17
LAZ	1.43	(0.01)	(0.02)	0.01	2.26	(1.30)	2.83	(2.67)	12.15
AHL	0.10	0.00	(0.32)	0.00	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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