Correlation Analysis
Lennar Corporation Class A vs Eli Lilly & Co.
LEN vs LLY
+0.678
Strong positive
When one moves up, the other tends to follow.
Lennar Corporation Class A
↗LEN
Lennar is one of the largest public homebuilders in the United States. The company's homebuilding operations target first-time, move-up, active adult, and luxury homebuyers mainly under the Lennar brand name. Lennar's financial-services segment provides mortgage financing and related services to its homebuyers. Miami-based Lennar is also involved in multifamily and single-family for-rent construction and has invested in numerous housing-related technology startups.
Market cap 21.9B · 12,532 employees
Eli Lilly & Co.
↗LLY
Eli Lilly is a drug firm with a focus on neuroscience, cardiometabolic, cancer, and immunology. Lilly's key products include Verzenio for cancer; Mounjaro, Zepbound, Jardiance, Trulicity, Humalog, and Humulin for cardiometabolic; and Taltz and Olumiant for immunology.
Market cap 828.2B · 50,000 employees
Time Series
Relative Performance
Who Moves First
LEN leads LLY by 6 days
LEN tends to move before LLY.
After testing 13 timing shifts, the strongest relationship was +0.691 (they moved in the same direction).
Do They Crash Together?
Correlation by Market Regime
How these series behave when markets are rising, falling, or diverging. A correlation that holds in drawdowns is very different from one that only works in rallies.
Both Rising
-0.204
15 periods · Return correlation when both series rose
Both Falling
+0.630
7 periods · Return correlation when both series fell
Diverging
-0.681
13 periods · Return correlation when series moved apart
R-Squared
45.9%
Share of variance in one series explained by the other.
Trend Agreement
55.7%
How often both series moved in the same direction period-to-period.
Overlap Quality
1,254
Deep shared window — 1,254 usable pairs.
Significance
p < 0.001
95% CI: [0.647, 0.707]
Scatter
XY Regression
Pipeline
Data quality details
Pipeline
Data quality details
Pipeline Summary
1,254 paired data points survived the daily window.
Raw input
1,254
1,254
Normalized
1,254
1,254
Prepared
1,254
1,254
Aligned
1,254
1,254
Invalid removed
0
A: 0 / B: 0
Duplicates removed
0
A: 0 / B: 0
Alignment drops
0
A: 0 / B: 0
Series A
Lennar Corporation Class A
LEN
Market cap 21.9B · 12,532 employees
Stock · 1,254 raw → 1,254 prepared
Series B
Eli Lilly & Co.
LLY
Market cap 828.2B · 50,000 employees
Stock · 1,254 raw → 1,254 prepared
Sign agreement
100.0%
How often both values share the same sign.
Zero crossings
13
Estimated crossover points between normalized spreads.
Slope
6.6413
Linear regression slope.
Intercept
-188.4847
Linear regression intercept.
Related Extremes
Highest and Lowest Correlated
LEN
Lennar Corporation Class A
Highest
+0.679
Microsoft Corp
MSFT · 1,254 data points
Lowest
-0.263
Johnson & Johnson
JNJ · 1,254 data points
Saved 4 hours ago · ID: stock-len-vs-stock-lly-daily