Ford Motor Alpha and Beta Analysis

Ford Motor Company -- USA Stock  

USD 12.46  0.12  0.95%

This module allows you to check different measures of market premium for Ford Motor Company as well as systematic risk associated with investing in Ford Motor over a specified time horizon. Additionally see Ford Motor Backtesting, Ford Motor Valuation, Ford Motor Correlation, Ford Motor Hype Analysis, Ford Motor Volatility, Ford Motor History and analyze Ford Motor Performance
Investment Horizon     30 Days    Login   to change
Run Premiums

Ford Motor Market Premiums

α (average alpha)=0.007672    β (beta)=0.89    
30 days against DJI
Risk Adjusted Performance  0.1195Jensen Alpha  0.0073Total Risk Alpha  (0.27)Sortino Ratio  (0.053539)Treynor Ratio  0.2626

Ford Motor expected buy-and-hold returns


Ford Motor Market Price Analysis

Price Series Summation
Price Series Division
Inverse Tangent Over Price Movement
Price Ceiling Movement
Aroon Oscillator
Balance Of Power
Bollinger Bands
Double Exponential Moving Average
Belt hold
Hanging Man

Ford Motor Return and Market Media

The median price of Ford Motor for the period between Fri, Nov 17, 2017 and Sun, Dec 17, 2017 is 12.46 with a coefficient of variation of 1.95. The daily time series for the period is distributed with a sample standard deviation of 0.24, arithmetic mean of 12.36, and mean deviation of 0.22. The Stock received some media coverage during the period.
Price Growth (%)  
Ford moving self-driving efforts to Detroit12/15/2017