Lennar Stock Alpha and Beta Analysis
| LEN Stock | USD 154.12 1.58 1.01% |
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 2.08 | Alpha (0.12) | Risk 1.99 | Sharpe Ratio 0.0434 | Expected Return 0.0865 |
Lennar Quarterly Cash And Equivalents |
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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 | -0.12 | β | 2.08 |
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 Fri, Jan 26, 2024 and Thu, Apr 25, 2024 is 155.7 with a coefficient of variation of 4.06. The daily time series for the period is distributed with a sample standard deviation of 6.39, arithmetic mean of 157.26, and mean deviation of 5.57. 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 | Lennar Corp Q1 earnings housing market fundamentals remained strong | 03/13/2024 |
2 | LENNAR BEGINS SALES AT BALM GROVE, A NEW MASTER-PLANNED COMMUNITY BRINGING 14 STUNNING SINGLE-FAMILY HOME DESIGNS TO WIMAUMA, FLORIDA | 03/19/2024 |
3 | Could Lennar Homes Tiny House Community In San Antonio Be The Answer To Americas Affordable Housing Crisis | 04/09/2024 |
4 | Lennar declares 0.50 dividend | 04/10/2024 |
5 | Stock market today Asian shares are mixed, taking hot US inflation data in stride | 04/11/2024 |
6 | Stock market today SP 500 erases earlier gains as bond yields climb | 04/15/2024 |
7 | Stock market today Wall Street drifts in mixed trading as Treasury yields rise more | 04/16/2024 |
8 | Lennar adds national supplier for engineered wood | 04/17/2024 |
9 | Road closure through new Clovis growth area extended to six months. Why so long Opinion | 04/18/2024 |
10 | Ex-Dividend Reminder Lennar, Lowes And West Pharmaceutical | 04/19/2024 |
11 | PulteGroup Q1 Earnings Revenues Top, Orders Rise YY | 04/23/2024 |
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) | Dividend Yield | 0.0172 | 0.0119 | 0.0137 | 0.0123 | Price To Sales Ratio | 0.76 | 1.06 | 0.95 | 0.53 |
Lennar Upcoming Company Events
As portrayed in its financial statements, the presentation of Lennar's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Lennar's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Lennar's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Lennar. Please utilize our Beneish M Score to check the likelihood of Lennar's management manipulating its earnings.
| 12th of March 2024 Upcoming Quarterly Report | View | |
| 12th of June 2024 Next Financial Report | View | |
| 29th of February 2024 Next Fiscal Quarter End | View | |
| 12th of December 2024 Next Fiscal Year End | View | |
| 30th of November 2023 Last Quarter Report | View | |
| 30th of November 2023 Last Financial Announcement | View |
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. To learn how to invest in Lennar Stock, please use our How to Invest in Lennar guide.Note that the Lennar information on this page should be used as a complementary analysis to other Lennar's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try the Alpha Finder module to use alpha and beta coefficients to find investment opportunities after accounting for the risk.
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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Lennar technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.