Ford Motor Probability of Target Price

Ford Motor Company -- USA Stock  

USD 12.12  0.07  0.58%

Ford Motor probability of target price tool provides mechanism to make assumptions about upside and downside potential of Ford Motor Company performance during a given time horizon utilizing its historical volatility. Please specify Ford Motor time horizon, a valid symbol (red box) and a target price (blue box) you would like Ford Motor odds to be computed. Additionally see Ford Motor Backtesting, Ford Motor Valuation, Ford Motor Correlation, Ford Motor Hype Analysis, Ford Motor Volatility, Ford Motor History as well as Ford Motor Performance
Investment Horizon     30 Days    Login   to change
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Odds Analysis

Current PriceHorizonTarget PriceAbove OddsBelow Odds
 12.12 30 days 12.12  about 36.08% about 63.43%
Based on normal probability distribution, the odds of Ford Motor to move above current price in 30 days from now is about 36.08%.
Taking into account the 30 trading days horizon, Ford Motor has beta of 0.9827 suggesting Ford Motor Company market returns are very sensitive to returns on the market. As the market benchmark goes up or down, Ford Motor is expected to follow. Additionally Ford Motor Company has an alpha of 0.058 implying that it can potentially generate 0.058% excess return over DOW after adjusting for the inherited market risk (beta).
36.0%
Odds to move above current price in 30 days
 Ford Motor Price Density 
 
 Prices     
Current Price   Target Price   
α
Alpha over DOW
= 0.058 
βBeta against DOW= 0.98 
σ
Overall volatility
= 0.25 
 IrInformation ratio = 0.0717