NVR Correlations

NVR Stock

USD 7,434 151.00 2.07%

The current 90-days correlation between NVR Inc and KB Home is 0.58 (i.e., Very weak 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 0.5 (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 persons.

Moving together with NVR Stock

0.65	BLD	Topbuild Corp	Pair Corr
0.67	CCS	Century Communities	Pair Corr
0.64	IBP	Installed Building	Pair Corr
0.63	LEG	Leggett Platt	Pair Corr
0.74	MHK	Mohawk Industries	Pair Corr
0.63	MHO	MI Homes	Pair Corr

Moving against NVR Stock

0.38	9P7	EMBELLENCE GROUP	Pair Corr
0.45	5RO	ROCHE BOBOIS SA	Pair Corr
0.37	3JS	JS GL LIFESTYLE	Pair Corr
0.33	GAP	Gale Pacific	Pair Corr

Related Correlations Analysis

	CVCO	MHO	KBH	TPH	RUSHA	TNL	PVH	DORM
CVCO		-0.03	-0.04	-0.06	-0.19	0.21	-0.18	-0.08	CVCO
MHO	-0.03		0.75	0.75	0.74	0.39	-0.01	0.37	MHO
KBH	-0.04	0.75		0.61	0.3	0.04	0.52	0.42	KBH
TPH	-0.06	0.75	0.61		0.74	0.51	-0.06	-0.04	TPH
RUSHA	-0.19	0.74	0.3	0.74		0.6	-0.5	-0.05	RUSHA
TNL	0.21	0.39	0.04	0.51	0.6		-0.45	-0.24	TNL
PVH	-0.18	-0.01	0.52	-0.06	-0.5	-0.45		0.44	PVH
DORM	-0.08	0.37	0.42	-0.04	-0.05	-0.24	0.44		DORM
	CVCO	MHO	KBH	TPH	RUSHA	TNL	PVH	DORM

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

KBH	+ 0.75	MHO
TPH	+ 0.75	MHO
RUSHA	+ 0.74	MHO
RUSHA	+ 0.74	TPH
TPH	+ 0.61	KBH
TNL	+ 0.6	RUSHA

High negative correlations

PVH	- 0.5	RUSHA
PVH	- 0.45	TNL
DORM	- 0.24	TNL
RUSHA	- 0.19	CVCO
PVH	- 0.18	CVCO
DORM	- 0.08	CVCO

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
CVCO	1.97	0.01	0.01	0.12	4.12	(1.81)	4.45	(3.02)	25.69
MHO	1.55	0.06	0.05	0.17	1.43	(1.85)	4.51	(2.10)	10.17
KBH	1.72	0.05	0.02	0.16	1.91	(1.93)	4.51	(2.47)	15.09
TPH	1.94	0.54	0.40	0.55	0.73	(2.50)	5.64	(2.34)	26.95
RUSHA	1.45	0.48	0.27	0.56	1.18	(1.64)	4.15	(2.64)	10.82
TNL	1.32	0.18	0.16	0.22	1.13	(1.48)	3.26	(2.27)	8.90
PVH	1.93	(0.23)	0.00	(0.02)	0.00	0.00	3.59	(4.38)	17.23
DORM	1.22	(0.21)	0.00	(0.13)	0.00	0.00	2.91	(1.98)	13.59

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