Ford Motor Backtesting

F -- USA Stock  

USD 9.85  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 25, 2018
0.00
No Change 0.00  0.0%
In 30 days
September 24, 2018
0.00
If you would invest  0.00  in Ford Motor on August 25, 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

Downside Deviation1.55
Information Ratio0.07
Maximum Drawdown5.91
Value At Risk2.27
Potential Upside2.41
  

Ford Motor Market Premium Indicators

Risk Adjusted Performance0.035
Jensen Alpha0.18
Total Risk Alpha0.41
Sortino Ratio0.06
Treynor Ratio0.0484

Ford Motor Backtested Returns

Macroaxis considers Ford Motor to be not very risky. Ford Motor secures Sharpe Ratio (or Efficiency) of -0.0547 which denotes Ford Motor had -0.0547% of return per unit of risk over the last 1 month. 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 1599.23, Mean Deviation of 0.9095 and Downside Deviation of 1.55 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 1.5035 which denotes to the fact that as market goes up, the company is expected to significantly outperform it. However, if the market returns are negative, Ford Motor will likely underperform.. 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 -0.064%. 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.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation(0.85) 

Excellent reverse predictability

Ford Motor Company has excellent reverse predictability. Overlapping area represents the amount of predictability between Ford Motor time series from August 25, 2018 to September 9, 2018 and September 9, 2018 to September 24, 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 -0.85 indicates that around 85.0% 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-0.85
Spearman Rank Test-0.83
Residual Average0.0
Price Variance0.04

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 Lagged Returns

 Regressed Prices 
      Timeline 

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 Correlation Analysis module to reduce portfolio risk simply by holding instruments which are not perfectly correlated.
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