Li Auto Correlations

LI Stock

USD 17.76 -0.07 -0.39%

The current 90-days correlation between Li Auto and Xpeng Inc is 0.68 (i.e., Poor diversification).The correlation coefficient for Li Auto ranges from -1 to +1. Values above 0.8 suggest strong positive correlation - both assets move together - while values below -0.5 suggest a useful diversification pairing.

Correlation With Market: Li Auto

Weak diversification

Across the chosen horizon, LI and DJI show a correlation of 0.33 and fall into the Weak diversification bucket. In portfolio terms, the overlap visualization shows how much shared movement remains after both positions are combined.

Build AI portfolio with Li Auto Stock

Correlation Analysis provides context for diversified portfolio construction. Such insight adds context to allocation decisions within a diversified portfolio. This reflects a position in Li Auto within the portfolio mix. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in gross domestic product.

New to investing in Li Auto Stock? Start with our How to Invest in Li Auto Stock guide for a step-by-step overview.

Moving together with Li Auto Stock

0.66	WSRRF	Harrys Manufacturing	Pair Corr
0.7	T	ATT Inc	Pair Corr
0.62	MTLRF	Metalore Resources	Pair Corr

Moving against Li Auto Stock

0.55	STLA	Stellantis NV	Pair Corr
0.49	STI	Solidion Technology	Pair Corr
0.46	TSLA	Tesla Inc Aggressive Push	Pair Corr
0.38	RIVN	Rivian Automotive Aggressive Push	Pair Corr
0.37	XPEV	Xpeng Inc	Pair Corr
0.31	NNAX	New Momentum	Pair Corr
0.31	SILS	Silver Scott Mines	Pair Corr

Related Correlations Analysis

	GELHY	XPEV	DRI	NVR	NIO	RL	QSR	HMC	RIVN	ULTA
GELHY		0.79	-0.48	-0.09	0.48	0.28	-0.3	0.21	0.63	-0.4	GELHY
XPEV	0.79		-0.44	-0.17	0.2	0.14	-0.19	0.04	0.72	-0.38	XPEV
DRI	-0.48	-0.44		0.3	-0.32	0.16	-0.15	0.32	-0.59	0.94	DRI
NVR	-0.09	-0.17	0.3		-0.22	-0.02	-0.22	0.79	-0.41	0.27	NVR
NIO	0.48	0.2	-0.32	-0.22		0.21	0.1	-0.02	0.29	-0.33	NIO
RL	0.28	0.14	0.16	-0.02	0.21		-0.33	0.22	0.17	0.17	RL
QSR	-0.3	-0.19	-0.15	-0.22	0.1	-0.33		-0.41	-0.06	-0.23	QSR
HMC	0.21	0.04	0.32	0.79	-0.02	0.22	-0.41		-0.13	0.32	HMC
RIVN	0.63	0.72	-0.59	-0.41	0.29	0.17	-0.06	-0.13		-0.56	RIVN
ULTA	-0.4	-0.38	0.94	0.27	-0.33	0.17	-0.23	0.32	-0.56		ULTA
	GELHY	XPEV	DRI	NVR	NIO	RL	QSR	HMC	RIVN	ULTA

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Correlation Matchups

Over a given time period, the two securities move together when the Correlation Coefficient is positive. Conversely, the two assets move in opposite directions when the Correlation Coefficient is negative. Determining your positions' relationship to each other is valuable for analyzing and projecting your portfolio's future expected return and risk.

High positive correlations

ULTA	+ 0.94	DRI
XPEV	+ 0.79	GELHY
HMC	+ 0.79	NVR
RIVN	+ 0.72	XPEV
RIVN	+ 0.63	GELHY
NIO	+ 0.48	GELHY

High negative correlations

RIVN	- 0.59	DRI
ULTA	- 0.56	RIVN
DRI	- 0.48	GELHY
DRI	- 0.44	XPEV
HMC	- 0.41	QSR
RIVN	- 0.41	NVR

Risk-Adjusted Indicators

There is a big difference between Li Auto Stock performing well and Li Auto Company doing well as a business compared to the competition. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze Li Auto's multiple risk-adjusted performance indicators across the competitive landscape. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.

	Mean Deviation	Jensen Alpha	Sortino Ratio	Treynor Ratio	Semi Deviation	Expected Shortfall	Potential Upside	Value @Risk	Maximum Drawdown
GELHY	1.35	-0.09	0.00	-0.16	0.00	0.00	3.01	-3.16	8.14
XPEV	2.53	-0.05	0.00	-0.09	0.00	0.00	6.52	-4.02	16.73
DRI	1.38	0.23	0.14	0.38	1.45	-1.53	3.28	-2.67	8.67
NVR	1.21	-0.15	0.00	-0.25	0.00	0.00	2.69	-2.15	10.73
NIO	2.32	0.00	0.00	0.01	2.85	-2.34	4.71	-4.32	11.98
RL	1.43	-0.04	0.00	-0.03	0.00	0.00	2.52	-4.26	8.40
QSR	1.03	0.06	0.04	0.24	1.39	-1.16	2.76	-1.84	9.96
HMC	1.29	-0.08	0.00	-0.06	0.00	0.00	2.96	-2.99	8.27
RIVN	2.98	-0.02	0.00	-0.02	0.00	0.00	10.70	-5.22	33.75
ULTA	1.49	0.25	0.17	0.43	1.31	-1.84	2.81	-2.32	16.26

Li Auto Corporate Management

Tie Li	CFO Director	Profile
Janet Chang	Director Relations	Profile
Yanan Shen	Pres Director	Profile
Yee Lau	Joint Secretary	Profile
Yang Wang	Joint Secretary	Profile

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