NVR Correlations

NVR Stock

USD 7,521 143.47 1.87%

The current 90-days correlation between NVR Inc and PulteGroup is 0.78 (i.e., Poor diversification). The correlation of NVR 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. If the correlation is 0, the equities are not correlated; they are entirely random.

NVR Correlation With Market

Very weak diversification

The correlation between NVR Inc and DJI is 0.41 (i.e., Very weak diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding NVR Inc and DJI in the same portfolio, assuming nothing else is changed.

Build AI portfolio with NVR Stock

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

Moving together with NVR Stock

0.78	PHM	PulteGroup Earnings Call This Week	Pair Corr
0.66	EGP	EastGroup Properties	Pair Corr

Moving against NVR Stock

0.41	002761	Zhejiang Construction	Pair Corr
0.38	603818	Qumei Furniture Group	Pair Corr
0.51	NTNX	Nutanix	Pair Corr
0.5	603610	Keeson Technology Corp	Pair Corr

Related Correlations Analysis

	PHM	DRI	LI	TOL	LEN	LULU	QSR	RL	SW
PHM		0.58	-0.43	0.7	0.35	0.34	0.53	0.63	0.46	PHM
DRI	0.58		-0.52	0.74	-0.32	0.65	-0.01	0.55	0.85	DRI
LI	-0.43	-0.52		-0.43	0.55	-0.7	-0.53	-0.8	-0.17	LI
TOL	0.7	0.74	-0.43		-0.05	0.54	0.28	0.6	0.66	TOL
LEN	0.35	-0.32	0.55	-0.05		-0.63	0.13	-0.29	-0.18	LEN
LULU	0.34	0.65	-0.7	0.54	-0.63		0.32	0.8	0.57	LULU
QSR	0.53	-0.01	-0.53	0.28	0.13	0.32		0.7	-0.18	QSR
RL	0.63	0.55	-0.8	0.6	-0.29	0.8	0.7		0.4	RL
SW	0.46	0.85	-0.17	0.66	-0.18	0.57	-0.18	0.4		SW
	PHM	DRI	LI	TOL	LEN	LULU	QSR	RL	SW

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

SW	+ 0.85	DRI
RL	+ 0.8	LULU
TOL	+ 0.74	DRI
TOL	+ 0.7	PHM
RL	+ 0.7	QSR
SW	+ 0.66	TOL

High negative correlations

RL	- 0.8	LI
LULU	- 0.7	LI
LULU	- 0.63	LEN
QSR	- 0.53	LI
LI	- 0.52	DRI
TOL	- 0.43	LI

Risk-Adjusted Indicators

There is a big difference between NVR Stock performing well and NVR 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 NVR'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	(0.08)	(0.02)	0.02	1.45	(1.82)	5.00	(2.49)	9.97
DRI	1.33	0.02	0.01	0.10	1.40	(1.67)	3.26	(2.51)	6.62
LI	1.57	(0.46)	0.00	(0.39)	0.00	0.00	2.48	(3.27)	7.91
TOL	1.31	0.07	0.03	0.22	1.31	(1.55)	4.26	(2.61)	10.06
LEN	1.74	(0.32)	0.00	(0.12)	0.00	0.00	5.41	(3.48)	11.85
LULU	1.80	0.01	0.02	0.08	2.45	(1.82)	3.49	(3.90)	16.10
QSR	0.90	(0.02)	(0.07)	0.01	1.03	(1.04)	2.13	(1.84)	6.22
RL	1.43	0.04	0.03	0.11	1.35	(1.76)	3.09	(2.19)	7.40
SW	1.67	(0.03)	0.00	0.05	2.66	(1.80)	4.83	(3.37)	13.00

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