Ford Motor Risk Analysis And Volatility

F -- USA Stock  

USD 8.95  0.30  3.24%

Macroaxis considers Ford Motor to be slightly risky. Ford Motor secures Sharpe Ratio (or Efficiency) of -0.0852 which denotes the organization had -0.0852% 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-six 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 (1,243) and Mean Deviation of 1.02 to check risk estimate we provide.
Interest Expense

90 Days Market Risk

Slightly risky

Chance of Distress in 24 months

Average

90 Days Economic Sensitivity

Almost mirrors market
Horizon     30 Days    Login   to change

Ford Motor Market Sensitivity

Ford Motor returns are very sensitive to returns on the market. As market goes up or down, Ford Motor is expected to follow.
3 Months Beta |Analyze Ford Motor Demand Trend
Check current 30 days Ford Motor correlation with market (DOW)
β = 0.934

Ford Motor Central Daily Price Deviation

Ford Motor Technical Analysis

Transformation
The output start index for this execution was zero with a total number of output elements of sixty-one. Ford Motor Average Price is the average of the sum of open, high, low and close daily prices of a bar. It can be used to smooth an indicator that normally takes just the closing price as input. View also all equity analysis or get more info about average price price transform indicator.

Ford Motor Projected Return Density Against Market

Taking into account the 30 trading days horizon, Ford Motor has beta of 0.934 suggesting Ford Motor Company market returns are highly-sensitive to returns on the market. As the market goes up or down, Ford Motor is expected to follow. Additionally, The company has a negative alpha implying that the risk taken by holding this equity is not justified. Ford Motor is significantly underperforming DOW.
 Predicted Return Density 
      Returns 
Taking into account the 30 trading days horizon, the coefficient of variation of Ford Motor is -1173.81. The daily returns are destributed with a variance of 2.6 and standard deviation of 1.61. The mean deviation of Ford Motor Company is currently at 1.08. For similar time horizon, the selected benchmark (DOW) has volatility of 0.9
α
Alpha over DOW
=0.16
β
Beta against DOW=0.93
σ
Overall volatility
=1.61
Ir
Information ratio =0.11

Ford Motor Return Volatility

the firm accepts 1.6124% volatility on return distribution over the 30 days horizon. the entity inherits 0.9088% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Ford Motor Investment Opportunity

Ford Motor Company has a volatility of 1.61 and is 1.77 times more volatile than DOW. 14% 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 14 (%) of all global equities and portfolios over the last 30 days. Use Ford Motor Company to protect your portfolios against small markets fluctuations. The stock experiences unexpected downward movement. The market is reacting to new fundamentals. Check odds of Ford Motor to be traded at $8.59 in 30 days. . Ford Motor returns are very sensitive to returns on the market. As market goes up or down, Ford Motor is expected to follow.

Ford Motor correlation with market

correlation synergy
Very weak diversification
Overlapping area represents the amount of risk that can be diversified away by holding Ford Motor Company and equity matching DJI index in the same portfolio.

Ford Motor Current Risk Indicators

Ford Motor Suggested Diversification Pairs

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