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 Company 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
 11.53 30 days 11.53  about 27.49% about 72.11%
Based on normal probability distribution, the odds of Ford Motor to move above current price in 30 days from now is about 27.49%.
Taking into account the 30 trading days horizon, the stock has beta coefficient of 1.3703 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 an alpha of 0.1574 implying that it can potentially generate 0.1574% excess return over DOW after adjusting for the inherited market risk (beta).
27.0%
Odds to move above current price in 30 days
 Ford Motor Price Density 
 
 Prices     
Current Price   Target Price   
α
Alpha over DOW
= 0.16 
βBeta against DOW= 1.37 
σ
Overall volatility
= 0.26 
 IrInformation ratio = 0.14