Ford Motor Backtesting

Ford Motor Company -- USA Stock  

USD 11.02  0.13  1.17%

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
 Time Horizon     30 Days    Login   to change

Ford Motor 'What if' Analysis

February 15, 2018
No Change 0.00  0.0%
In 30 days
March 17, 2018
If you would invest  0.00  in Ford Motor on February 15, 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, Navistar International, Polaris Industries, Thor Industries, and PACCAR. 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 lagged returns against current returns

 Current and Lagged Values 

Ford Motor regressed lagged prices vs. current prices

 Current vs Lagged Prices 

Ford Motor Backtested Returns

We consider Ford Motor not very risky. Ford Motor secures Sharpe Ratio (or Efficiency) of 0.1387 which denotes Ford Motor had 0.1387% 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 company 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 702.0, Mean Deviation of 0.8482 and Downside Deviation of 1.89 to check if risk estimate we provide are consistent with the epected return of 0.1775%. Ford Motor has performance score of 9 on a scale of 0 to 100. The firm shows Beta (market volatility) of 0.0834 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.. 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 0.1775% will be sustainable into the future. Ford Motor right now shows a risk of 1.2799%. 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(0.61) 

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 February 15, 2018 to March 2, 2018 and March 2, 2018 to March 17, 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 -0.61 indicates that roughly 61.0% 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 -0.61
Spearman Rank Test -0.47
Price Variance 0.05
Lagged Price Variance 0.02

Ford Motor Lagged Returns

 Regressed Prices 

Ford Motor Performance vs DOW

The median price of Ford Motor for the period between Thu, Feb 15, 2018 and Sat, Mar 17, 2018 is 10.63 with a coefficient of variation of 1.86. The daily time series for the period is distributed with a sample standard deviation of 0.2, arithmetic mean of 10.7, and mean deviation of 0.15. The Stock received some media coverage during the period.
 Price Growth (%)  
Acquisition by Mays J C of 80782 shares of Ford Motor subjec...02/23/2018
Exercise or conversion by Bennie Fowler of 62165 shares of F...03/16/2018