Ford Motor Jensen Alpha

Ford Motor Company -- USA Stock  

USD 10.99  0.02  0.18%

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Ford Motor Company has current Jensen Alpha of 0.155. 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]) 
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 # 2 in jensen alpha category among related companies. It is rated below average in maximum drawdown category among related companies reporting about  30.91  of Maximum Drawdown per Jensen Alpha. The ratio of Maximum Drawdown to Jensen Alpha for Ford Motor Company is roughly  30.91 
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 designs, manufactures, markets, and services a range of Ford cars, trucks, sport utility vehicles, and electrified vehicles and Lincoln luxury vehicles worldwide. The company was founded in 1903 and is based in Dearborn, Michigan. Ford Motor operates under Auto Manufacturers - Major classification in USA and traded on New York Stock Exchange. It employs 202000 people. more
NameFord Motor Company
CEO and President and DirectorMark FieldsView All
Thematic Classifications
Analyst Consensus
Piotroski F Score
Macroaxis Advice
Bond Rating
InstrumentUSA Stock View All
RegionNorth America
ExchangeNew York Stock Exchange
CIK Number00037996.0
CurrencyUSD - US Dollar