Ford Motor Probability of Target Price Finishing Over 12.09

Ford Motor Company -- USA Stock  

USD 10.96  0.08  0.72%

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.
 Time Horizon     30 Days    Login   to change
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Ford Motor Target Price Odds to finish over 12.09

Current PriceHorizonTarget PriceAbove OddsBelow Odds
 10.96 30 days 12.09  near 1% close to 99%
Based on normal probability distribution, the odds of Ford Motor to move over $ 12.09  or more in 30 days from now is near 1% (This Ford Motor Company probability density function shows the probability of Ford Motor Stock to fall within a particular range of prices over 30 days) . Probability of Ford Motor price to stay between its current price of $ 10.96  and $ 12.09  at the end of the 30-day period is about 46.89%.
Taking into account the 30 trading days horizon, Ford Motor has beta of 0.2752 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 Company will be expected to be much smaller as well. Additionally Ford Motor Company has an alpha of 0.08966001559999999 implying that it can potentially generate 0.08966001559999999% excess return over DOW after adjusting for the inherited market risk (beta).
< 1%
Odds to move over $ 12.09  or more in 30 days
 Ford Motor Price Density 
 
      
Current Price   Target Price   
α
Alpha over DOW
=0.08966
β
Beta against DOW=0.28
σ
Overall volatility
=0.30
Ir
Information ratio =0.082472

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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. Please also try Price Exposure Probability module to analyze equity upside and downside potential for a given time horizon across multiple markets.