Ford Motor Risk Analysis And Volatility Evaluation

F -- USA Stock  

USD 11.62  0.03  0.26%

We consider Ford Motor not too volatile. Ford Motor secures Sharpe Ratio (or Efficiency) of 0.1208 which denotes Ford Motor had 0.1208% 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 company specific technical indicators that cannot be diversified away. We have found twenty-six technical indicators for Ford Motor Company which you can use to evaluate future volatility of the firm. Please confirm Ford Motor Coefficient Of Variation of 988.31, Mean Deviation of 0.7217 and Downside Deviation of 0.8255 to check if risk estimate we provide are consistent with the epected return of 0.0939%.
 Time Horizon     30 Days    Login   to change

Ford Motor Technical Analysis

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.

Projected Return Density Against Market

Taking into account the 30 trading days horizon, Ford Motor has beta of 0.0 suggesting unless we do not have required data, the returns on DOW and Ford Motor are completely uncorrelated. Furthermore, Ford Motor CompanyIt does not look like Ford Motor alpha can have any bearing on the equity current valuation.
 Predicted Return Density 
Taking into account the 30 trading days horizon, the coefficient of variation of Ford Motor is 828.02. The daily returns are destributed with a variance of 0.6 and standard deviation of 0.78. The mean deviation of Ford Motor Company is currently at 0.64. For similar time horizon, the selected benchmark (DOW) has volatility of 0.0
Alpha over DOW
Beta against DOW=0.00
Overall volatility
Information ratio =0.10

Actual Return Volatility

Ford Motor Company accepts 0.7772% volatility on return distribution over the 30 days horizon. DOW inherits 0.5956% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 

Market Risk Breakdown

Ford Motor Volatility Factors

30 Days Market Risk

Not too volatile

Chance of Distress in 24 months

Below average

30 Days Economic Sensitivity

Market Insensitive

Investment Outlook

Ford Motor Investment Opportunity
Ford Motor Company has a volatility of 0.78 and is 1.3 times more volatile than DOW. 7% 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 7 (%) of all global equities and portfolios over the last 30 days.

Total Debt

Ford Motor Total Debt History

Total Debt

Volatility Indicators

Ford Motor Current Risk Indicators
Additionally see Investing Opportunities. Please also try Alpha Finder module to use alpha and beta coefficients to find investment opportunities after accounting for the risk.