Ford Motor Backtesting

F -- USA Stock  

USD 9.54  0.16  1.71%

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 13, 2018
No Change 0.00  0.0%
In 31 days
November 12, 2018
If you would invest  0.00  in Ford Motor on October 13, 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, 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

Downside Deviation2.15
Information Ratio0.0526
Maximum Drawdown12.62
Value At Risk2.85
Potential Upside3.34

Ford Motor Market Premium Indicators

Risk Adjusted Performance0.1358
Jensen Alpha0.1475
Total Risk Alpha0.09
Sortino Ratio0.0697
Treynor Ratio0.3086

Ford Motor Backtested Returns

Macroaxis considers Ford Motor moderately volatile given 1 month investment horizon. Ford Motor secures Sharpe Ratio (or Efficiency) of 0.1418 which denotes Ford Motor had 0.1418% 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 stock 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 882.11, Mean Deviation of 1.88 and Downside Deviation of 2.15 to check if our risk estimates are consistent with your expectations. On a scale of 0 to 100 Ford Motor holds performance score of 9. The firm shows Beta (market volatility) of 1.0142 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 vital to follow to Ford Motor historical returns, it is good to be conservative about what you can actually do with the information regarding 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 0.3969% 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(0.28) 
correlation synergy

Weak reverse predictability

Ford Motor Company has weak reverse predictability. Overlapping area represents the amount of predictability between Ford Motor time series from October 13, 2018 to October 28, 2018 and October 28, 2018 to November 12, 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 -0.28 indicates that nearly 28.0% 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-0.28
Spearman Rank Test-0.13
Residual Average0.0
Price Variance0.01

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

 Regressed Prices 

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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 Content Syndication module to quickly integrate customizable finance content to your own investment portal.