Lennar 475 percent Market Value
| 526057CD4 | 100.07 0.32 0.32% |
| Symbol | Lennar |
Lennar 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Lennar's bond what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Lennar.
| 01/31/2024 |
| 11/26/2024 |
If you would invest 0.00 in Lennar on January 31, 2024 and sell it all today you would earn a total of 0.00 from holding Lennar 475 percent or generate 0.0% return on investment in Lennar over 300 days. Lennar is related to or competes with Coca Cola, JPMorgan Chase, Dupont De, Alcoa Corp, Boeing, Microsoft, and Procter Gamble. More
Lennar Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Lennar's bond current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Lennar 475 percent upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.21) | |||
| Maximum Drawdown | 6.61 | |||
| Value At Risk | (0.68) | |||
| Potential Upside | 0.432 |
Lennar Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Lennar's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Lennar's standard deviation. In reality, there are many statistical measures that can use Lennar historical prices to predict the future Lennar's volatility.| Risk Adjusted Performance | (0.05) | |||
| Jensen Alpha | (0.07) | |||
| Total Risk Alpha | (0.21) | |||
| Treynor Ratio | (1.73) |
Lennar 475 percent Backtested Returns
Lennar 475 percent has Sharpe Ratio of -0.0917, which conveys that the entity had a -0.0917% return per unit of risk over the last 3 months. Lennar exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Lennar's Standard Deviation of 0.9039, risk adjusted performance of (0.05), and Mean Deviation of 0.3994 to check out the risk estimate we provide. The bond secures a Beta (Market Risk) of 0.0399, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Lennar's returns are expected to increase less than the market. However, during the bear market, the loss of holding Lennar is expected to be smaller as well.
Auto-correlation | -0.26 |
Weak reverse predictability
Lennar 475 percent has weak reverse predictability. Overlapping area represents the amount of predictability between Lennar time series from 31st of January 2024 to 29th of June 2024 and 29th of June 2024 to 26th of November 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Lennar 475 percent price movement. The serial correlation of -0.26 indicates that nearly 26.0% of current Lennar price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.26 | |
| Spearman Rank Test | 0.08 | |
| Residual Average | 0.0 | |
| Price Variance | 0.89 |
Lennar 475 percent lagged returns against current returns
Autocorrelation, which is Lennar bond's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Lennar's bond expected returns. We can calculate the autocorrelation of Lennar returns to help us make a trade decision. For example, suppose you find that Lennar has exhibited high autocorrelation historically, and you observe that the bond is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Lennar regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Lennar bond is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Lennar bond is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Lennar bond over time.
Current vs Lagged Prices |
| Timeline |
Lennar Lagged Returns
When evaluating Lennar's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Lennar bond have on its future price. Lennar autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Lennar autocorrelation shows the relationship between Lennar bond current value and its past values and can show if there is a momentum factor associated with investing in Lennar 475 percent.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in Lennar Bond
Lennar financial ratios help investors to determine whether Lennar Bond is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Lennar with respect to the benefits of owning Lennar security.