Ford Motor Alpha and Beta Analysis

Ford Motor Company -- USA Stock  

USD 10.99  0.02  0.18%

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
 Time Horizon     30 Days    Login   to change
Run Premiums

Ford Motor Market Premiums

α (average alpha)=0.16    β (beta)=0.05    
30 days against DJI
Risk Adjusted Performance  0.147Jensen Alpha  0.155Total Risk Alpha  0.1812Sortino Ratio  0.1043Treynor Ratio  1.30

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 Sun, Feb 18, 2018 and Tue, Mar 20, 2018 is 10.63 with a coefficient of variation of 2.03. The daily time series for the period is distributed with a sample standard deviation of 0.22, arithmetic mean of 10.73, and mean deviation of 0.17. The Stock received some media coverage during the period.
 Price Growth (%)  
Ford Motor exotic insider transaction detected02/27/2018
Ford Motor exotic insider transaction detected03/20/2018