Ford Motor Backtesting

Ford Motor Company -- USA Stock  

USD 10.74  0.13  1.23%

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
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Ford Motor 'What if' Analysis

January 18, 2018
0.00
No Change 0.00  0.0%
In 31 days
February 17, 2018
0.00
If you would invest  0.00  in Ford Motor on January 18, 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 
      Timeline 

Ford Motor regressed lagged prices vs. current prices

 Current vs Lagged Prices 
      Timeline 

Ford Motor Backtested Returns

Macroaxis considers Ford Motor to be not very volatile. Ford Motor secures Sharpe Ratio (or Efficiency) of -0.2585 which denotes Ford Motor had -0.2585% 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 386.87 and Mean Deviation of 1.52 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 -0.3544 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.. 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 -0.5617%. 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(0.27) 

Weak reverse predictability

Ford Motor Company has weak reverse predictability. Overlapping area represents the amount of predictability between Ford Motor time series from January 18, 2018 to February 2, 2018 and February 2, 2018 to February 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 -0.27 indicates that nearly 27.0% 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 -0.27
Spearman Rank Test -0.27
Price Variance 0.03
Lagged Price Variance 0.21

Ford Motor Lagged Returns

 Regressed Prices 
      Timeline 

Ford Motor Performance vs DOW

The median price of Ford Motor for the period between Thu, Jan 18, 2018 and Sat, Feb 17, 2018 is 10.92 with a coefficient of variation of 5.43. The daily time series for the period is distributed with a sample standard deviation of 0.6, arithmetic mean of 11.1, and mean deviation of 0.51. The Stock received some media coverage during the period.
January 29, 2018Ford Motor Dividend Paid
Price Growth (%)  
      Timeline 
1
Exercise or conversion by David Leitch of 87474 shares of Fo...01/25/2018
2
Payment of 4250 shares by Felicia Fields of Ford Motor subje...02/16/2018