Ford Motor Backtesting

With this equity back-testing module your can estimate the performance of a buy and hold strategy of Ford Motor Co and determine expected loss or profit from investing in Ford Motor over given investment horizon. Additionally see Ford Motor Hype Analysis, Ford Motor Correlation, Ford Motor Valuation, Ford Motor Volatility as well as analyze Ford Motor Alpha and Beta and Ford Motor Performance
Investment Horizon     30 Days    Login   to change
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Backtest

Ford Motor 'What if' Analysis

November 8, 2016
 0.00 
No Change 0.00  0.0%
In 30 days
December 8, 2016
 0.00 
If you would invest  0.00  in Ford Motor on November 8, 2016 and sell it all today you would earn a total of 0.00 from holding Ford Motor Co or generate 0.0% return on investment in Ford Motor over 30 days. Ford Motor is related to or competes with FED HOME, ENI SPA, AKEBONO BRAKE, CASINO GUICHARD, INVESTOR AB, FED NATL, and MS AD. Ford Motor Co operates through two sectors Automotive and Financial Services

Ford Motor Upside/Downside Indicators

  

Ford Motor Market Premium Indicators

Ford Motor Co lagged returns against current returns

 Current and Lagged Values 
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Ford Motor regressed lagged prices vs. current prices

 Current vs Lagged Prices 
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Ford Motor Co Backtested Returns

Macroaxis considers Ford Motor not very risky given 1 month investment horizon. Ford Motor Co secures Sharpe Ratio (or Efficiency) of 0.3662 which denotes Ford Motor Co had 0.3662% of return per unit of risk over the last 1 month. Our philosophy towards predicting volatility of a stock is to use all available market data together with company specific technical indicators that cannot be diversified away. By reviewing Ford Motor Co technical indicators you can presently evaluate if the expected return of 0.6005% is justified by implied risk. Please utilize Ford Motor Co Coefficient Of Variation of 296.7, Mean Deviation of 1.3 and Downside Deviation of 1.16 to check if our risk estimates are consistent with your expectations. On a scale of 0 to 100 Ford Motor holds performance score of 25. The firm shows Beta (market volatility) of 0.5888 which denotes to the fact that as returns on market increase, Ford Motor returns are expected to increase less than the market. However during bear market, the loss on holding Ford Motor will be expected to be smaller as well.. Although it is vital to follow to Ford Motor Co historical returns, it is good to be conservative about what you can actually do with the information about equity current trading patterns. The philosophy towards predicting future performance of any stock is to evaluate the business as a whole together with its past performance including all available fundamental and technical indicators. We have found twenty-eight technical indicators for Ford Motor Co which you can use to evaluate performance of the firm. Please utilizes Ford Motor Co Expected Short fall, Day Median Price and the relationship between Potential Upside and Accumulation Distribution to make a quick decision on weather Ford Motor price patterns will revert.
Advice Volatility Trend Exposure 
15 days auto-correlation(0.08)

Very weak reverse predictability

Ford Motor Co has very weak reverse predictability. Overlapping area represents amount of predictability between Ford Motor time series from November 8, 2016 to November 23, 2016 and November 23, 2016 to December 8, 2016. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Ford Motor Co price movement. The serial correlation of -0.08 indicates that barely 8.0% of current Ford Motor price fluctuation can be explain by its past prices. Given that Ford Motor Co has negative autocorrelation for selected time horizon, investors may consider taking a contrarian position regarding future price movement of Ford Motor for similar time interval.
Correlation Coefficient -0.08
Spearman Rank Test 0.11
Price Variance 0.17
Lagged Price Variance 0.05

Ford Motor Lagged Returns

 Regressed Prices 
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Ford Motor Performance vs NYSE

The median price of Ford Motor for the period between Tue, Nov 8, 2016 and Thu, Dec 8, 2016 is 11.96 with a coefficient of variation of 2.99. The daily time series for the period is distributed with a sample standard deviation of 0.36, arithmetic mean of 12.03, and mean deviation of 0.26. The Stock received some media coverage during the period.
Price Growth (%)  
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