Ford Motor Probability of Target Price

Ford Motor probability of target price tool provides mechanism to make assumptions about upside and downside potential of Ford Motor Co performance during a given time horizon utilizing its historical volatility. Please specify Ford Motor time horizon, a valid symbol (red box) and a target price (blue box) you would like Ford Motor odds to be computed. Additionally see Ford Motor Backtesting, Ford Motor Valuation, Ford Motor Correlation, Ford Motor Hype Analysis, Ford Motor Volatility, Ford Motor History as well as Ford Motor Performance
Investment Horizon     30 Days    Login   to change
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Odds Analysis

Current PriceHorizonTarget PriceAbove OddsBelow Odds
 11.05 30 days 11.05  about 61.52% about 38.02%
Based on normal probability distribution, the odds of Ford Motor to move above current price in 30 days from now is about 61.52%.
Taking into account the 30 trading days horizon, Ford Motor has beta of 0.848 suggesting as returns on market go up, Ford Motor average returns are expected to increase less than the benchmark. However during bear market, the loss on holding Ford Motor Co will be expected to be much smaller as well. Additionally Ford Motor Co has a negative alpha implying that the risk taken by holding this equity is not justified. The company is significantly underperforming NYSE
62.0%
Odds to move above current price in 30 days
 Ford Motor Price Density 
 
 Prices     
Current Price   Target Price   
α
Alpha over NYSE
=(0.17) 
βBeta against NYSE= 0.85 
σ
Overall volatility
= 0.25 
 IrInformation ratio =(0.14)