Lennar Total Risk Alpha
| LEN Stock | | | USD 94.96 2.42 2.62% |
Lennar total risk alpha lookup summarizes this and related technical indicators for Lennar. Coverage depends on data availability and normalization;
Equity Screeners provides additional screening context. Lennar has a market cap of 23.51 B, operating margin of 7.69%, ROE of 8.41%. Use
Correlation Analysis to explore allocation context. This includes a position in Lennar in the portfolio view. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as
signals in discontinued.
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How to Invest in Lennar guide.
Lennar has current Total Risk Alpha of
-0.20. The total risk alpha measures the performance of an asset by comparing its returns with those of a selected benchmark portfolio.
Total Risk Alpha | = | RFR + (ER[b] - ER[a]) | x | STD[a] / STD[b] |
| = | -0.20 | |
| ER[a] | = | Expected return on investing in Lennar |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Lennar |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Lennar Total Risk Alpha Peers Comparison
Lennar Total Risk Alpha Relative To Other Indicators
Lennar is rated
below average in total risk alpha compared to key competitors. It is currently under evaluation in maximum drawdown compared to key competitors .
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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