Ford Motor Sortino Ratio

Ford Motor Company -- USA Stock  

USD 12.23  0.04  0.33%

The Macroaxis Technical Indicators lookup allows users to check a given indicator for any equity or select from a set of available indicators by clicking on the link to the right. Please note, not all equities are covered by this module due to inconsistencies in global equity categorizations and data normalization technicques. Please check also Equity Screeners to view more equity screening tools
Symbol
Refresh
Ford Motor Company has current Sortino Ratio of 0.0702. The Sortino ratio measures the risk-adjusted return of an investment asset, portfolio or strategy. It is a special subset of the Sharpe ratio but penalizes only those returns falling below a user-specified target, or required rate of return, while the Sharpe ratio penalizes both upside and downside volatility equally. Though both ratios measure an investment risk-adjusted returns, they do so in significantly different ways that will frequently lead to differing conclusions as the true nature of the investment return-generating efficiency.
Ford Motor 
Sortino Ratio 
 = 
ER[a] - ER[b] 
DD 
 = 
0.0702
ER[a] =   Expected return on investing in Ford Motor
ER[b] =   Expected return on market index or selected benchmark
DD =   Downside Deviation

Sortino Ratio Comparison

Ford Motor Company is rated # 4 in sortino ratio category among related companies. It is rated # 4 in maximum drawdown category among related companies reporting about  59.37  of Maximum Drawdown per Sortino Ratio. The ratio of Maximum Drawdown to Sortino Ratio for Ford Motor Company is roughly  59.37 
The Sortino ratio is named after Frank A. Sortino and can be interpreted as the actual rate of return in excess of the investor target rate of return per unit of downside risk
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