Ford Motor Jensen Alpha

Ford Motor Company -- USA Stock  

USD 12.66  0.08  0.64%

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Ford Motor Company has current Jensen Alpha of 0.0173. Jensen alpha is a measure of the returns that are attributable to the managers ability to select security and time the market. In other words it is the returns remaining after deducting what would have been attributable to beta returns (which do not require skill) and the risk free rate.
Ford Motor 
Jensen Alpha 
 = 
ER[a] - RFR * (1-BETA) 
BETA * ER[b]) 
 = 
0.0173
ER[a] =   Expected return on investing in Ford Motor
ER[b] =   Expected return on market index or selected benchmark
BETA =   Beta coefficient between Ford Motor and the market
RFR =   Risk Free Rate of return. Typically T-Bill Rate

Jensen Alpha Comparison

Ford Motor Company is rated # 4 in jensen alpha category among related companies. It is rated below average in maximum drawdown category among related companies reporting about  257.23  of Maximum Drawdown per Jensen Alpha. The ratio of Maximum Drawdown to Jensen Alpha for Ford Motor Company is roughly  257.23 
Jensen alpha is the difference between the return of the portfolio, and what the portfolio should theoretically have earned. Any portfolio can be expected to earn the risk free rate (RF), plus the market risk premium (which is given by [Beta x (Market Portfolio Return - Risk Free Rate)]. Anything remaining over and above is alpha.
Compare Ford Motor to competition
Ford Motor Company, together with its subsidiaries, designs, manufactures, markets, finances, and services automobiles. more
NameFord Motor Company
Analyst Consensus
Piotroski F Score
Macroaxis Advice
Bond Rating
InstrumentUSA Stock Stocks Directory
RegionNorth America
ExchangeNew York Stock Exchange
CIK Number00037996.0
ISINUS3453708600
CUSIP345370860
CurrencyUSD - US Dollar