Ford Motor Backtesting

F -- USA Stock  

USD 9.28  0.02  0.22%

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 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.
Horizon     30 Days    Login   to change
SymbolX
Backtest

Ford Motor 'What if' Analysis

June 20, 2019
0.00
No Change 0.00  0.0%
In 3 months and 1 day
September 18, 2019
0.00
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

Information Ratio(0.04596)
Maximum Drawdown10.4
Value At Risk(2.31)
Potential Upside2.71

Ford Motor Market Premium Indicators

Risk Adjusted Performance(0.011901)
Jensen Alpha(0.07)
Total Risk Alpha(0.09)
Treynor Ratio(0.040419)

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.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation(0.62) 
correlation synergy

Very good reverse predictability

Ford Motor Company has very good reverse predictability. Overlapping area represents the amount of predictability between Ford Motor time series from June 20, 2019 to August 4, 2019 and August 4, 2019 to September 18, 2019. 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 price movement. The serial correlation of -0.62 indicates that roughly 62.0% of current Ford Motor price fluctuation can be explain by its past prices. Given that Ford Motor Company 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-0.62
Spearman Rank Test-0.17
Residual Average0.0
Price Variance0.05

Ford Motor lagged returns against current returns

 Current and Lagged Values 
      Timeline 

Ford Motor regressed lagged prices vs. current prices

 Current vs Lagged Prices 
      Timeline 

Ford Motor Lagged Returns

 Regressed Prices 
      Timeline 

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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.
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