There are a couple of correlations between nonresidential and residential investment and the stock markets and housing starts, respectively. Also, changes in inventory have their own correlation with change in GDP.
Private nonresidential investment (blue) and the Dow Jones Industrial Average (red).
A second look at nonresidential investment with a different stock index. Private nonresidential investment (blue) and the S&P 500 index (red).
Year-over-year change in both private residential investment (blue) and housing starts (red).
Change in private inventory (blue) and year-over-year change in GDP (red).
Changes in inventories are the smallest component of the GDP, usually less than 1% of GDP but they are much more important than their absolute size. In fact, large changes in inventories signal changes in aggregate demand and, thus, are indicators of future economic activity. As the change in inventories is a flow equal to the change in the stock of unsold goods, they are a form of investment, often referred to as involuntary investment.