Ford Motor Alpha and Beta Analysis Overview

F -- USA Stock  

USD 9.82  0.01  0.10%

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.
Horizon     30 Days    Login   to change
Symbol
Run Premiums

Ford Motor Market Premiums

α0.04β0.70
30 days against DJI
Risk Adjusted Performance  

0.06

Jensen Alpha  

0.14

Total Risk Alpha  

0.72

Sortino Ratio  

0.0

Treynor Ratio  

0.4925

Ford Motor expected buy-and-hold returns

Ford Motor Market Price Analysis

Ford Motor Return and Market Media

The median price of Ford Motor for the period between Wed, Aug 22, 2018 and Fri, Sep 21, 2018 is 9.45 with a coefficient of variation of 40.75. The daily time series for the period is distributed with a sample standard deviation of 3.34, arithmetic mean of 8.19, and mean deviation of 2.23. The Stock received some media coverage during the period.
 Price Growth (%)  
      Timeline 
1
Acquisition by William Kennard of 9671 shares of Ford Motor ...09/02/2018
2
Acquisition by Ollila Jorma J of 4378 shares of Ford Motor s...09/05/2018
3
Ford Motor Company Management Presents at Morgan Stanleys Si...09/12/2018

Ford Motor Upcoming Events

Ford Motor Upcoming Company Events

Upcoming Quarterly ReportJuly 25, 2018
Next Earnings ReportOctober 25, 2018

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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. Please also try Premium Stories module to follow macroaxis premium stories from verified contributors across different equity types, categories and coverage scope.
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