Ford Motor Backtesting

Ford Motor Company -- USA Stock  

USD 12.19  0.07  0.58%

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
Investment Horizon     30 Days    Login   to change
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Ford Motor 'What if' Analysis

September 17, 2017
 0.00 
No Change 0.00  0.0%
In 31 days
October 17, 2017
 0.00 
If you would invest  0.00  in Ford Motor on September 17, 2017 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 Co operates through two sectors, Automotive and Financial Services

Ford Motor Upside/Downside Indicators

  

Ford Motor Market Premium Indicators

Ford Motor lagged returns against current returns

 Current and Lagged Values 
      Timeline 

Ford Motor regressed lagged prices vs. current prices

 Current vs Lagged Prices 
      Timeline 

Ford Motor Backtested Returns

Macroaxis considers Ford Motor not too volatile given 1 month investment horizon. Ford Motor secures Sharpe Ratio (or Efficiency) of 0.2776 which denotes Ford Motor had 0.2776% 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-eight technical indicators for Ford Motor Company which you can use to evaluate future volatility of the firm. Please utilize Ford Motor Coefficient Of Variation of 399.72, Mean Deviation of 0.5165 and Downside Deviation of 0.9161 to check if our risk estimates are consistent with your expectations. On a scale of 0 to 100 Ford Motor holds performance score of 19. The firm shows Beta (market volatility) of 0.9827 which denotes to the fact that Ford Motor returns are very sensitive to returns on the market. as market goes up or down, Ford Motor is expected to follow.. Although it is extremely important to respect Ford Motor historical returns, it is better to be realistic regarding the information on equity current trending patternss. 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 0.2169% will be sustainable into the future. Please utilizes Ford Motor Expected Short fall, Day Median Price and the relationship between Potential Upside and Accumulation Distribution to make a quick decision on weather Ford Motor price patterns will revert.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation(0.11) 

Insignificant reverse predictability

Ford Motor Company has insignificant reverse predictability. Overlapping area represents the amount of predictability between Ford Motor time series from September 17, 2017 to October 2, 2017 and October 2, 2017 to October 17, 2017. 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 -0.11 indicates that less than 11.0% 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 -0.11
Spearman Rank Test -0.21
Price Variance 0.01
Lagged Price Variance 0.02

Ford Motor Lagged Returns

 Regressed Prices 
      Timeline 

Ford Motor Performance vs DOW

The median price of Ford Motor for the period between Sun, Sep 17, 2017 and Tue, Oct 17, 2017 is 12.05 with a coefficient of variation of 2.11. The daily time series for the period is distributed with a sample standard deviation of 0.25, arithmetic mean of 12.03, and mean deviation of 0.21. The Stock received some media coverage during the period.
Price Growth (%)  
      Timeline 
1
Ford Motor Company Celebrates 10-Year Anniversary of Soybean...10/16/2017