Ford Motor Stock Alpha and Beta Analysis
| F Stock | USD 12.95 0.01 0.08% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Ford Motor. It also helps investors analyze the systematic and unsystematic risks associated with investing in Ford over a specified time horizon. Remember, high Ford's alpha is almost always a sign of good performance; however, a high beta will depend on investors' risk tolerance level and may signal increased volatility and potential future overvaluation. Key technical indicators related to Ford's market risk premium analysis include:
Beta 2.29 | Alpha 0.0773 | Risk 2.22 | Sharpe Ratio 0.12 | Expected Return 0.27 |
Ford Quarterly Cash And Equivalents |
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Alpha is a measure of relative performance on a risk-adjusted basis, while beta measures volatility against the benchmark. The goal is to know if an investor is being compensated for the volatility risk taken. The return on investment might be better than its reference but still not compensate for the assumption of the risk.
Ford |
Ford Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Ford market risk premium is the additional return an investor will receive from holding Ford long position in a well-diversified portfolio. The market premium is part of the Capital Asset Pricing Model (CAPM), which most analysts and investors use to calculate the acceptable rate of return on investment in Ford. At the center of the CAPM is the concept of risk and reward, which is usually communicated by investors using alpha and beta measures. Alpha and beta are two of the key measurements used to evaluate Ford's performance over market.| α | 0.08 | β | 2.29 |
Ford expected buy-and-hold returns
Although buy-and-hold investment strategy may not appeal to all investors, it may be used as a good measure of Ford's Buy-and-hold return. Our buy-and-hold chart shows how Ford performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Ford Market Price Analysis
Market price analysis indicators help investors to evaluate how Ford stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Ford shares will generate the highest return on investment. By understating and applying Ford stock market price indicators, traders can identify Ford position entry and exit signals to maximize returns.
Ford Return and Market Media
The median price of Ford for the period between Fri, Jan 26, 2024 and Thu, Apr 25, 2024 is 12.3 with a coefficient of variation of 5.51. The daily time series for the period is distributed with a sample standard deviation of 0.68, arithmetic mean of 12.31, and mean deviation of 0.51. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
| Ford dividend paid on 1st of March 2024 | 03/01/2024 |
1 | 3 EV Stocks Gearing Up for a Seasonal Comeback | 04/03/2024 |
2 | US says SK Battery faces 77,200 in fines over employee health hazards | 04/08/2024 |
3 | Ford Reduces Prices of F-150 Lightning by up to 5,500 | 04/12/2024 |
4 | Sen Hawley calls on Energy Secretary Granholm to resign in heated exchange over stock trades | 04/16/2024 |
5 | Ford recalls more than 456,000 Bronco Sport and Maverick vehicles over battery risk | 04/17/2024 |
6 | Analysts Estimate Harley-Davidson to Report a Decline in Earnings What to Look Out for | 04/18/2024 |
7 | F.N.B. Corporation Q1 2024 Earnings Call Transcript | 04/19/2024 |
8 | Top high growth investment ratio stocks from each sector - GS | 04/22/2024 |
About Ford Beta and Alpha
For many years both, Alpha and Beta indicators are used by professional money managers as critical performance measurement tools across virtually all financial instruments including Ford or other stocks. Alpha measures the amount that position in Ford Motor has returned in comparison to a selected market index or another relevant benchmark. In other words, Alpha is the excess return on an investment relative to the performance of your selected benchmark. Beta, on the other hand, measures the relative risk of your investment.
| 2021 | 2023 | 2024 (projected) | Dividend Yield | 0.00481 | 0.1 | 0.18 | Price To Sales Ratio | 0.61 | 0.28 | 0.17 |
Ford Upcoming Company Events
As portrayed in its financial statements, the presentation of Ford's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Ford's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Ford's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Ford. Please utilize our Beneish M Score to check the likelihood of Ford's management manipulating its earnings.
| 6th of February 2024 Upcoming Quarterly Report | View | |
| 7th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 6th of February 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
Build Portfolio with Ford
Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.Build Diversified Portfolios
Align your risk with return expectations
Check out Ford Backtesting, Ford Valuation, Ford Correlation, Ford Hype Analysis, Ford Volatility, Ford History and analyze Ford Performance. Note that the Ford Motor information on this page should be used as a complementary analysis to other Ford's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try the Investing Opportunities module to build portfolios using our predefined set of ideas and optimize them against your investing preferences.
Complementary Tools for Ford Stock analysis
When running Ford's price analysis, check to measure Ford's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Ford is operating at the current time. Most of Ford's value examination focuses on studying past and present price action to predict the probability of Ford's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Ford's price. Additionally, you may evaluate how the addition of Ford to your portfolios can decrease your overall portfolio volatility.
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Ford technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.