Ford Motor Backtesting

F -- USA Stock  

USD 9.78  0.04  0.41%

With this equity back-testing module your can estimate the performance of a buy and hold strategy of Ford Motor Company and determine expected loss or profit from investing in Ford Motor over given investment horizon. Additionally see Ford Motor Hype Analysis, Ford Motor Correlation, Ford Motor Valuation, Ford Motor Volatility as well as analyze Ford Motor Alpha and Beta and Ford Motor Performance.
Horizon     30 Days    Login   to change
SymbolX
Backtest

Ford Motor 'What if' Analysis

August 23, 2018
0.00
No Change 0.00  0.0%
In 31 days
September 22, 2018
0.00
If you would invest  0.00  in Ford Motor on August 23, 2018 and sell it all today you would earn a total of 0.00 from holding Ford Motor Company or generate 0.0% return on investment in Ford Motor over 30 days. Ford Motor is related to or competes with GM, Fiat Chrysler, Honda Motor, Kandi Technologies, Daimler AG, and Blue Bird. Ford Motor Company designs, manufactures, markets, and services a range of Ford cars, trucks, sport utility vehicles, an...

Ford Motor Upside/Downside Indicators

Information Ratio0.28
Maximum Drawdown3.99
Value At Risk2.32
Potential Upside2.27
  

Ford Motor Market Premium Indicators

Risk Adjusted Performance0.06
Jensen Alpha0.14
Total Risk Alpha0.72
Treynor Ratio0.4925

Ford Motor Backtested Returns

We consider Ford Motor not very volatile. Ford Motor secures Sharpe Ratio (or Efficiency) of 0.0597 which denotes Ford Motor had 0.0597% of return per unit of risk over the last 1 month. Our philosophy towards predicting volatility of a stock is to use all available market data together with stock specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for Ford Motor Company which you can use to evaluate future volatility of the firm. Please confirm Ford Motor Coefficient Of Variation of 674.35 and Mean Deviation of 0.9874 to check if risk estimate we provide are consistent with the epected return of 0.1031%. Ford Motor has performance score of 3 on a scale of 0 to 100. The firm shows Beta (market volatility) of -0.4356 which denotes to the fact that as returns on market increase, returns on owning Ford Motor are expected to decrease at a much smaller rate. During bear market, Ford Motor is likely to outperform the market.. Although it is extremely important to respect Ford Motor historical returns, it is better to be realistic regarding the information on equity current trending patterns. The philosophy towards predicting future performance of any stock is to evaluate the business as a whole together with its past performance including all available fundamental and technical indicators. By reviewing Ford Motor technical indicators you can presently evaluate if the expected return of 0.1031% will be sustainable into the future. Ford Motor right now shows a risk of 1.7287%. Please confirm Ford Motor Treynor Ratio as well as the relationship between Potential Upside and Expected Short fall to decide if Ford Motor will be following its price patterns.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation(0.62) 

Very good reverse predictability

Ford Motor Company has very good reverse predictability. Overlapping area represents the amount of predictability between Ford Motor time series from August 23, 2018 to September 7, 2018 and September 7, 2018 to September 22, 2018. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Ford Motor price movement. The serial correlation of -0.62 indicates that roughly 62.0% of current Ford Motor price fluctuation can be explain by its past prices. Given that Ford Motor Company has negative autocorrelation for selected time horizon, investors may consider taking a contrarian position regarding future price movement of Ford Motor for similar time interval.
Correlation Coefficient-0.62
Spearman Rank Test-0.7
Residual Average0.0
Price Variance0.05

Ford Motor lagged returns against current returns

 Current and Lagged Values 
      Timeline 

Ford Motor regressed lagged prices vs. current prices

 Current vs Lagged Prices 
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Ford Motor Lagged Returns

 Regressed Prices 
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Current Sentiment - F

Ford Motor Investor Sentiment

Most of Macroaxis users are currently bullish on Ford Motor Company. What is your opinion about investing in Ford Motor Company? Are you bullish or bearish?
Bullish
Bearish
98% Bullish
2% Bearish
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Additionally see Ford Motor Hype Analysis, Ford Motor Correlation, Ford Motor Valuation, Ford Motor Volatility as well as analyze Ford Motor Alpha and Beta and Ford Motor Performance. Please also try Idea Breakdown module to analyze constituents of all macroaxis ideas. macroaxis investment ideas are predefined, sector-focused investing themes.
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