LENNAR P 5 Market Value
| 526057CV4 | 99.93 0.13 0.13% |
| 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.
| 12/30/2023 |
| 12/24/2024 |
If you would invest 0.00 in LENNAR on December 30, 2023 and sell it all today you would earn a total of 0.00 from holding LENNAR P 5 or generate 0.0% return on investment in LENNAR over 360 days. LENNAR is related to or competes with Cannae Holdings, First Watch, Cracker Barrel, Avadel Pharmaceuticals, Aquestive Therapeutics, Dennys Corp, and Yum Brands. 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 P 5 upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.07) | |||
| Maximum Drawdown | 5.73 | |||
| Value At Risk | (0.51) | |||
| Potential Upside | 0.4294 |
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 | (0.02) | |||
| Jensen Alpha | (0.03) | |||
| Total Risk Alpha | (0.06) | |||
| Treynor Ratio | 0.1122 |
LENNAR P 5 Backtested Returns
LENNAR P 5 has Sharpe Ratio of -0.18, which conveys that the entity had a -0.18% return per unit of volatility 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 risk adjusted performance of (0.02), and Mean Deviation of 0.3406 to check out the risk estimate we provide. The bond secures a Beta (Market Risk) of -0.3, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning LENNAR are expected to decrease at a much lower rate. During the bear market, LENNAR is likely to outperform the market.
Auto-correlation | -0.44 |
Modest reverse predictability
LENNAR P 5 has modest reverse predictability. Overlapping area represents the amount of predictability between LENNAR time series from 30th of December 2023 to 27th of June 2024 and 27th of June 2024 to 24th of December 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 P 5 price movement. The serial correlation of -0.44 indicates that just about 44.0% of current LENNAR price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.44 | |
| Spearman Rank Test | -0.17 | |
| Residual Average | 0.0 | |
| Price Variance | 0.36 |
LENNAR P 5 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 P 5.
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.