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
Projected Return Density Against MarketTaking 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