Lennar Stock Alpha and Beta Analysis
LEN-B Stock | USD 154.18 2.83 1.87% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Lennar. It also helps investors analyze the systematic and unsystematic risks associated with investing in Lennar over a specified time horizon. Remember, high Lennar's alpha is almost always a sign of good performance; however, a high beta will depend on investors' risk tolerance level and may signal increased volatility and potential future overvaluation. Key technical indicators related to Lennar's market risk premium analysis include:
Beta 1.79 | Alpha 0.02 | Risk 1.85 | Sharpe Ratio 0.14 | Expected Return 0.27 |
Alpha is a measure of relative performance on a risk-adjusted basis, while beta measures volatility against the benchmark. The goal is to know if an investor is being compensated for the volatility risk taken. The return on investment might be better than its reference but still not compensate for the assumption of the risk.
Lennar |
Lennar Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Lennar market risk premium is the additional return an investor will receive from holding Lennar long position in a well-diversified portfolio. The market premium is part of the Capital Asset Pricing Model (CAPM), which most analysts and investors use to calculate the acceptable rate of return on investment in Lennar. At the center of the CAPM is the concept of risk and reward, which is usually communicated by investors using alpha and beta measures. Alpha and beta are two of the key measurements used to evaluate Lennar's performance over market.α | 0.02 | β | 1.79 |
Lennar expected buy-and-hold returns
Although buy-and-hold investment strategy may not appeal to all investors, it may be used as a good measure of Lennar's Buy-and-hold return. Our buy-and-hold chart shows how Lennar performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Lennar Market Price Analysis
Market price analysis indicators help investors to evaluate how Lennar stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Lennar shares will generate the highest return on investment. By understating and applying Lennar stock market price indicators, traders can identify Lennar position entry and exit signals to maximize returns.
Lennar Return and Market Media
The median price of Lennar for the period between Sat, Dec 30, 2023 and Fri, Mar 29, 2024 is 141.84 with a coefficient of variation of 4.17. The daily time series for the period is distributed with a sample standard deviation of 5.9, arithmetic mean of 141.57, and mean deviation of 4.79. The Stock received a lot of media exposure during the period. Price Growth (%) |
Timeline |
Lennar dividend paid on 7th of February 2024 | 02/07/2024 |
1 | As Myrtle Beach, SC grows, are more new homes opening along Carolina Bays Parkway | 02/08/2024 |
2 | Dream Finders Homes Surges 7.0 percent Is This an Indication of Further Gains | 02/27/2024 |
3 | Investing in Lennar five years ago would have delivered you a 263 percent gain | 03/11/2024 |
4 | Stock market today US futures flatline after SP 500 hits another record high | 03/13/2024 |
5 | Stocks making the biggest moves midday Dicks Sporting Goods, Lennar, Robinhood and more | 03/14/2024 |
6 | Lennar Corporation Just Beat Analyst Forecasts, And Analysts Have Been Updating Their Predictions | 03/15/2024 |
7 | Should Value Investors Buy Lennar Stock | 03/18/2024 |
8 | LENNAR INTRODUCES THE TOWNES AT BAYOU HEIGHTS, A NEW GATED TOWNHOME ENCLAVE IN PINELLAS PARK, FLORIDA | 03/20/2024 |
9 | Pothole Heroes Expands to the Carolinas, Names Chris Coberth Regional Director | 03/21/2024 |
10 | Lennar buys 19 acres of farmland at a discount | 03/25/2024 |
11 | Doma Enters into Agreement to Go Private at Price of 6.29 Per Share in Cash Plans to Merge with an industry leader TRG to Create Attractive Scale Opportunities | 03/28/2024 |
About Lennar Beta and Alpha
For many years both, Alpha and Beta indicators are used by professional money managers as critical performance measurement tools across virtually all financial instruments including Lennar or other stocks. Alpha measures the amount that position in Lennar has returned in comparison to a selected market index or another relevant benchmark. In other words, Alpha is the excess return on an investment relative to the performance of your selected benchmark. Beta, on the other hand, measures the relative risk of your investment.
2021 | 2022 | 2023 | 2024 (projected) | Price Earnings Ratio | 5.52 | 9.2 | 8.28 | 8.24 | Short Term Coverage Ratios | 1.43 | 2.03 | 2.33 | 1.79 |
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Lennar in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Lennar's short interest history, or implied volatility extrapolated from Lennar options trading.
Build Portfolio with Lennar
Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.Build Diversified Portfolios
Align your risk with return expectations
Check out Lennar Backtesting, Lennar Valuation, Lennar Correlation, Lennar Hype Analysis, Lennar Volatility, Lennar History and analyze Lennar Performance. For information on how to trade Lennar Stock refer to our How to Trade Lennar Stock guide.You can also try the Commodity Channel module to use Commodity Channel Index to analyze current equity momentum.
Complementary Tools for Lennar Stock analysis
When running Lennar's price analysis, check to measure Lennar's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Lennar is operating at the current time. Most of Lennar's value examination focuses on studying past and present price action to predict the probability of Lennar's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Lennar's price. Additionally, you may evaluate how the addition of Lennar to your portfolios can decrease your overall portfolio volatility.
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