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.With this equity back-testing module your can estimate the performance of a buy and hold strategy of Ford Motor Company and determine expected loss or profit from investing in Ford Motor over given investment horizon. Additionally see
|Horizon||30 Days Login to change|
Ford Motor 'What if' Analysis
June 20, 20190.00
September 18, 20190.00
If you would invest 0.00 in Ford Motor on June 20, 2019 and sell it all today you would earn a total of 0.00 from holding Ford Motor Company or generate 0.0% return on investment in Ford Motor over 90 days. Ford Motor is related to or competes with GM, Fiat Chrysler, Honda Motor, NIO, Niu Technologies, and Kandi Technologies. Ford Motor Company designs, manufactures, markets, and services a range of Ford cars, trucks, sport utility vehicles, an...
Ford Motor Upside/Downside Indicators
|Value At Risk||(2.31)|
Ford Motor Market Premium Indicators
|Risk Adjusted Performance||(0.011901)|
|Total Risk Alpha||(0.09)|
Ford Motor Backtested Returns
Macroaxis considers Ford Motor to be slightly risky. Ford Motor secures Sharpe Ratio (or Efficiency) of -0.0564 which denotes the organization had -0.0564% of return per unit of risk over the last 3 months. 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 Company exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to confirm Ford Motor Coefficient Of Variation of
(5,484) and Mean Deviation of 0.9285 to check risk estimate we provide. The firm shows Beta (market volatility) of 0.9258 which denotes to the fact that Ford Motor returns are very sensitive to returns on the market. as market goes up or down, Ford Motor is expected to follow. Even though it is essential to pay attention to Ford Motor historical returns, it is always good to be careful when utilizing equity current trending 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 Company exposes twenty-one different technical indicators which can help you to evaluate its performance. Ford Motor has expected return of -0.0874%. Please be advised to confirm Ford Motor Treynor Ratio as well as the relationship between Potential Upside and Expected Short fall to decide if Ford Motor past performance will be repeated at some point in the near future.
|15 days auto-correlation||(0.62)|
|Spearman Rank Test||-0.17|
Ford Motor lagged returns against current returns
Current and Lagged Values
Ford Motor regressed lagged prices vs. current prices
Current vs Lagged Prices
Ford Motor Lagged Returns
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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. Please also try Money Flow Index module to determine momentum by analyzing money flow index and other technical indicators.