Lennar Stock Alpha and Beta Analysis
| LEN-B Stock | USD 111.79 1.32 1.19% |
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 0.7 | Alpha (0.34) | Risk 1.91 | Sharpe Ratio (0.17) | Expected Return (0.33) |
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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 | -0.34 | β | 0.70 |
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 Sun, Dec 15, 2024 and Sat, Mar 15, 2025 is 123.53 with a coefficient of variation of 7.11. The daily time series for the period is distributed with a sample standard deviation of 8.88, arithmetic mean of 124.88, and mean deviation of 6.55. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Disposition of 10000 shares by Mccall Jeffrey Joseph of Lennar at 113.205 subject to Rule 16b-3 | 12/31/2024 |
2 | Lennar could build nearly 500 condos near Metrorail station | 01/08/2025 |
3 | Lennar Corp Shares Down 5.05 percent on Jan 21 | 01/21/2025 |
4 | Golden State Wealth Management LLC Invests 148,000 in Lennar Co. | 02/10/2025 |
5 | State of New Jersey Common Pension Fund D Sells 6,981 Shares of Lennar Co. | 02/18/2025 |
6 | ING Groep NV Purchases 103,375 Shares of Lennar Co. | 02/21/2025 |
7 | Lennar Now Selling at Two New Communities in Sherman, TX | 02/26/2025 |
8 | Heres Why You Should Maintain Long-Term Optimism in Toll Brothers | 02/28/2025 |
9 | Jim Cramer Says Lennar Corporation s Using AI To Optimize Its Workforce | 03/04/2025 |
10 | Arizona State Retirement System Boosts Stake in Lennar Co. | 03/07/2025 |
11 | Lennar Cut to Market Perform at Keefe, Bruyette Woods | 03/11/2025 |
12 | Take a look inside the worlds largest 3D printed housing development | 03/13/2025 |
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.
| 2022 | 2023 | 2024 | 2025 (projected) | Dividend Yield | 0.0119 | 0.0116 | 0.007704 | 0.0122 | Price To Sales Ratio | 1.06 | 1.34 | 0.38 | 0.56 |
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.
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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 Idea Analyzer module to analyze all characteristics, volatility and risk-adjusted return of Macroaxis ideas.
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.