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|
Ford Motor 'What if' Analysis
October 16, 20180.00
December 15, 20180.00
If you would invest 0.00 in Ford Motor on October 16, 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 60 days. Ford Motor is related to or competes with GM, Fiat Chrysler, Honda Motor, Niu Technologies, Kandi Technologies, and Daimler AG. Ford Motor Company designs, manufactures, markets, and services a range of Ford cars, trucks, sport utility vehicles, an...
Ford Motor Upside/Downside Indicators
Ford Motor Market Premium Indicators
Ford Motor Backtested Returns
Macroaxis considers Ford Motor to be not very volatile. Ford Motor secures Sharpe Ratio (or Efficiency) of -0.0183 which denotes Ford Motor had -0.0183% of return per unit of risk over the last 2 months. Macroaxis philosophy towards predicting risk of any stock is to look at both systematic and un-systematic factors of the business, including all available market data and technical indicators. Ford Motor Company exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to confirm Ford Motor Coefficient Of Variation of
(69,317) and Mean Deviation of 1.67 to check risk estimate we provide. Macroaxis gives Ford Motor performance score of 0 on a scale of 0 to 100. The firm shows Beta (market volatility) of 0.7625 which denotes to the fact that as returns on market increase, Ford Motor returns are expected to increase less than the market. However during bear market, the loss on holding Ford Motor will be expected to be smaller as well.. Even though it is essential to pay attention to Ford Motor historical returns, it is always good to be careful when utilizing equity current trending patterns. Macroaxis philosophy towards predicting future performance of any stock is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. Ford Motor Company exposes twenty-one different technical indicators which can help you to evaluate its performance. Ford Motor has expected return of -0.0451%. Please be advised to confirm Ford Motor Treynor Ratio as well as the relationship between Potential Upside and Expected Short fall to decide if Ford Motor past performance will be repeated at some point in the near future.
|15 days auto-correlation||(0.47)|
|Spearman Rank Test||-0.66|
Ford Motor lagged returns against current returns
Current and Lagged Values
Ford Motor regressed lagged prices vs. current prices
Current vs Lagged Prices
Ford Motor Lagged Returns
By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations
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 Fund Screener module to find activelly-traded funds from around the world traded on over 30 global exchanges.