Ford Motor Probability of Target Price Finishing Above 12.06

Ford Motor Company -- USA Stock  

USD 13.23  0.13  0.99%

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
 Time Horizon     30 Days    Login   to change
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Ford Motor Target Price Odds to finish below 12.06

Current PriceHorizonTarget PriceAbove OddsBelow Odds
 13.23 30 days 12.06  close to 100% near 1%
Based on normal probability distribution, the odds of Ford Motor to drop to $ 12.06  or more in 30 days from now is near 1%. Probability of Ford Motor price to stay between $ 12.06  and its current price of $13.23 at the end of the 30-day period is under 95%.
Taking into account the 30 trading days horizon, Ford Motor Company has beta of -0.2621 suggesting as returns on benchmark increase, returns on holding Ford Motor are expected to decrease at a much smaller rate. During bear market, however, Ford Motor Company is likely to outperform the market. Additionally Ford Motor Company has an alpha of 0.2189904882363636 implying that it can potentially generate 0.2189904882363636% excess return over DOW after adjusting for the inherited market risk (beta).
< 1%
Odds to drop to $ 12.06  or more in 30 days
 Ford Motor Price Density 
 
 Prices     
Current Price   Target Price   
α
Alpha over DOW
=0.22
β
Beta against DOW=0.26
σ
Overall volatility
=0.26
Ir
Information ratio =0.08