Ford Motor Risk Analysis And Volatility Evaluation

F -- USA Stock  

USD 9.85  0.26  2.71%

Macroaxis considers Ford Motor to be not very risky. Ford Motor secures Sharpe Ratio (or Efficiency) of -0.1503 which denotes Ford Motor had -0.1503% 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 16,002 and Mean Deviation of 1.01 to check risk estimate we provide.
Horizon     30 Days    Login   to change

Ford Motor Market Sensitivity

As market goes up, the company is expected to significantly outperform it. However, if the market returns are negative, Ford Motor will likely underperform.
One Month Beta |Analyze Ford Motor Demand Trend
Check current 30 days Ford Motor correlation with market (DOW)
β = 1.7533
Ford Motor Large BetaFord Motor Beta Legend

Ford Motor Technical Analysis

Transformation
The output start index for this execution was zero with a total number of output elements of seventeen. Ford Motor Average Price is the average of the sum of open, high, low and close daily prices of a bar. It can be used to smooth an indicator that normally takes just the closing price as input. View also all equity analysis or get more info about average price price transform indicator.

Ford Motor Projected Return Density Against Market

Taking into account the 30 trading days horizon, the stock has beta coefficient of 1.7533 suggesting as the benchmark fluctuates upward, the company is expected to outperform it on average. However, if the benchmark returns are expected to be negative, Ford Motor will likely underperform. Additionally, Ford Motor Company has a negative alpha implying that the risk taken by holding this equity is not justified. The company is significantly underperforming DOW
 Predicted Return Density 
      Returns 
Taking into account the 30 trading days horizon, the coefficient of variation of Ford Motor is -665.18. The daily returns are destributed with a variance of 1.7 and standard deviation of 1.3. The mean deviation of Ford Motor Company is currently at 0.97. For similar time horizon, the selected benchmark (DOW) has volatility of 0.48
α
Alpha over DOW
=0.28
β
Beta against DOW=1.75
σ
Overall volatility
=1.30
Ir
Information ratio =0.12

Ford Motor Return Volatility

Ford Motor Company accepts 1.3037% volatility on return distribution over the 30 days horizon. DOW inherits 0.4541% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Ford Motor Volatility Factors

30 Days Market Risk

Not very risky

Chance of Distress in 24 months

About average

30 Days Economic Sensitivity

Very susceptible to market

Investment Outlook

Ford Motor Investment Opportunity

Ford Motor Company has a volatility of 1.3 and is 2.89 times more volatile than DOW. 11% of all equities and portfolios are less risky than Ford Motor. Compared to the overall equity markets, volatility of historical daily returns of Ford Motor Company is lower than 11 (%) of all global equities and portfolios over the last 30 days. Use Ford Motor Company to enhance returns of your portfolios. The stock experiences unexpected upward trend. Watch out for market signals. Check odds of Ford Motor to be traded at $11.82 in 30 days. As market goes up, the company is expected to significantly outperform it. However, if the market returns are negative, Ford Motor will likely underperform.

Ford Motor correlation with market

Very weak diversification
Overlapping area represents the amount of risk that can be diversified away by holding Ford Motor Company and equity matching DJI index in the same portfolio.

Ford Motor Volatility Indicators

Ford Motor Company Current Risk Indicators

Additionally see Investing Opportunities. Please also try Volatility Analysis module to get historical volatility and risk analysis based on latest market data.
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