Ford Motor Performance |
Ford Motor Company -- USA Stock | USD 11.11 0.15 1.37% |
Ford Motor has performance score of 1 on a scale of 0 to 100. The firm shows Beta (market volatility) of 0.2772 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 0.0394% will be sustainable into the future. Ford Motor right now shows a risk of 1.5059%. 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.
Time Horizon | 30 Days Login to change |
Ford Motor Relative Risk vs. Return Landscape
If you would invest 1,089 in Ford Motor Company on March 26, 2018 and sell it today you would earn a total of 13.00 from holding Ford Motor Company or generate 1.19% return on investment over 30 days. Ford Motor Company is generating 0.0394% of daily returns and assumes 1.5059% volatility on return distribution over the 30 days horizon. Put is differently, 13% of equities are less volatile than the company and over 99% of traded equities are expected to make higher returns on investment over the next 30 days. Daily Expected Return (%) |
Performance Rating
Ford Motor Company Risk Adjusted Performance Analysis
1 Risk-Adjusted Performance
Risk-Adjusted PerformanceCompared to the overall equity markets, risk-adjusted returns on investments in Ford Motor Company are ranked lower than 1 (%) of all global equities and portfolios over the last 30 days.
2 Months Efficiency
Ford Motor Sharpe Ratio = 0.0261
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Negative Returns | F |
Estimated Market Risk
1.51 actual daily | 87 % of total potential |
Expected Return
0.04 actual daily | 1 % of total potential |
Risk-Adjusted Return
0.03 actual daily | 1 % of total potential |
Based on monthly moving average Ford Motor is performing at about 1% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Ford Motor by adding it to a well-diversified portfolio.
Dividends
Ford Motor Dividends Analysis
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