Ford Motor Risk Analysis

Ford Motor Company -- USA Stock  

USD 10.82  0.19  1.73%

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. We have found twenty-one technical indicators for Ford Motor Company which you can use to evaluate future volatility of the firm. Please confirm Ford Motor to check if risk estimate we provide are consistent with the epected return of 0.0%.
 Time Horizon     30 Days    Login   to change

Ford Motor Technical Analysis

Transformation
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Projected Return Density Against Market

Taking into account the 30 trading days horizon, Ford Motor has beta of 0.0 suggesting unless we do not have required data, the returns on DOW and Ford Motor are completely uncorrelated. Furthermore, Ford Motor CompanyIt does not look like Ford Motor alpha can have any bearing on the equity current valuation.
α
Alpha over DOW
=0.00
β
Beta against DOW=0.00
σ
Overall volatility
=0.00
Ir
Information ratio =0.00

Actual Return Volatility

Ford Motor Company accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.3999% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

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Total Debt

Ford Motor Total Debt History

Total Debt

Investment Outlook

Ford Motor Investment Opportunity
DOW has a standard deviation of returns of 1.4 and is 9.223372036854776E16 times more volatile than Ford Motor Company. 0% of all equities and portfolios are less risky than Ford Motor. Compared to the overall equity markets, volatility of historical daily returns of Ford Motor Company is lower than 0 (%) of all global equities and portfolios over the last 30 days.

Volatility Indicators

Ford Motor Current Risk Indicators
Additionally see Investing Opportunities. Please also try Fundamentals Matrix module to view fundamentals matrix and analyze how accounts are interrelated and interconnected with each other.