Ford Motor Performance

Ford Motor Company -- USA Stock  

USD 11.84  0.12  1.02%

On a scale of 0 to 100 Ford Motor holds performance score of 38. The firm shows Beta (market volatility) of 0.4671 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 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 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 0.4601% 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.
Investment Horizon     30 Days    Login   to change

Relative Risk vs. Return Landscape

If you would invest  1,071  in Ford Motor Company on August 24, 2017 and sell it today you would earn a total of  113.00  from holding Ford Motor Company or generate 10.55% return on investment over 30 days. Ford Motor Company is generating 0.4601% of daily returns and assumes 0.8163% volatility on return distribution over the 30 days horizon. Put is differently, 7% of equities are less volatile than the company and over 91% of traded equities are expected to make higher returns on investment over the next 30 days.
 Daily Expected Return (%) 
      Risk (%) 
Taking into account the 30 trading days horizon, Ford Motor Company is expected to generate 2.12 times more return on investment than the market. However, the company is 2.12 times more volatile than its market benchmark. It trades about 0.56 of its potential returns per unit of risk. The DOW is currently generating roughly 0.32 per unit of risk.

Ford Motor Daily Price Distribution

The median price of Ford Motor for the period between Thu, Aug 24, 2017 and Sat, Sep 23, 2017 is 11.41 with a coefficient of variation of 3.3. The daily time series for the period is distributed with a sample standard deviation of 0.37, arithmetic mean of 11.33, and mean deviation of 0.31. The Stock received some media coverage during the period.
38 

Risk-Adjusted Performance

Compared to the overall equity markets, risk-adjusted returns on investments in Ford Motor Company are ranked lower than 38 (%) of all global equities and portfolios over the last 30 days.

One Month Efficiency

Ford Motor Sharpe Ratio = 0.5636
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Estimated Market Risk

 0.82
  actual daily
 
 93 %
of total potential
  

Expected Return

 0.46
  actual daily
 
 9 %
of total potential
  

Risk-Adjusted Return

 0.56
  actual daily
 
 38 %
of total potential
  
Based on monthly moving average Ford Motor is performing at about 38% 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
Check Ford Motor dividend payout schedule and payment analysis over time. Analyze past dividends calendar and estimate annual dividend income
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