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

Ford Motor 'What if' Analysis

September 26, 2016
No Change 0.00  0.0%
In 31 days
October 26, 2016
If you would invest  0.00  in Ford Motor on September 26, 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 TOYOTA MTR, HONDA MOTOR, GM, TATA MOTORS, BOLDFACE GROUP, and KANDI TECHS. 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 to be unknown risk. Ford Motor Co secures Sharpe Ratio (or Efficiency) of -0.04 which denotes Ford Motor Co had -0.04% of return per unit of risk over the last 1 month. Macroaxis philosophy towards predicting risk of any stock is to look at both systematic and un-systematic factors of the business, including all available market data and technical indicators. Ford Motor Co exposes twenty-eight different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to confirm Ford Motor Co Coefficient Of Variation of (1,935) and Mean Deviation of 0.7872 to check risk estimate we provide. Macroaxis gives Ford Motor performance score of 0 on a scale of 0 to 100. The firm shows Beta (market volatility) of -0.4118 which denotes to the fact that as returns on market increase, returns on owning Ford Motor are expected to decrease at a much smaller rate. During bear market, Ford Motor is likely to outperform the market.. Even though it is essential to pay attention to Ford Motor Co historical returns, it is always good to be careful when utilizing equity current trading patterns. Macroaxis philosophy towards predicting future performance of any stock is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. Ford Motor Co exposes twenty-eight different technical indicators which can help you to evaluate its performance. Ford Motor Co has expected return of -0.042%. Please be advised to confirm Ford Motor Co Expected Short fall, Day Median Price and the relationship between Potential Upside and Accumulation Distribution to decide if Ford Motor Co past performance will be repeated at some point in the near future.
Advice Volatility Trend Exposure 
15 days auto-correlation 0.50 

Modest predictability

Ford Motor Co has modest predictability. Overlapping area represents amount of predictability between Ford Motor time series from September 26, 2016 to October 11, 2016 and October 11, 2016 to October 26, 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 0.5 indicates that about 50.0% of current Ford Motor price fluctuation can be explain by its past prices.
Correlation Coefficient 0.5
Spearman Rank Test 0.43
Price Variance 0.01
Lagged Price Variance 0.03

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 Mon, Sep 26, 2016 and Wed, Oct 26, 2016 is 12.01 with a coefficient of variation of 1.37. The daily time series for the period is distributed with a sample standard deviation of 0.17, arithmetic mean of 12.06, and mean deviation of 0.13. The Stock received some media coverage during the period.
Price Growth (%)  
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