Ford Motor Stock Alpha and Beta Analysis

F Stock  USD 12.45  0.01  0.08%   
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Ford Motor. It also helps investors analyze the systematic and unsystematic risks associated with investing in Ford over a specified time horizon. Remember, high Ford's alpha is almost always a sign of good performance; however, a high beta will depend on investors' risk tolerance level and may signal increased volatility and potential future overvaluation. Key technical indicators related to Ford's market risk premium analysis include:
Beta
1.07
Alpha
0.0903
Risk
2.06
Sharpe Ratio
0.13
Expected Return
0.27
Please note that although Ford alpha is a measure of relative return and represented here as a single number, it indicates the percentage above or below your selected benchmark (i.e., NYSE Composite index.) So in this particular case, Ford did 0.09  better than the index. Remember, a high alpha is always good. Beta, on the other hand, measures the volatility (or risk) of an investment. It is an indication of Ford Motor stock's relative risk over its benchmark. Ford Motor has a beta of 1.07  . Ford returns are very sensitive to returns on the market. As the market goes up or down, Ford is expected to follow. At this time, Ford's Price to Book Value is most likely to slightly decrease in the upcoming years. The Ford's current Tangible Assets Book Value per Share is estimated to increase to 71.80, while Book Value per Share is projected to decrease to 10.65.

Enterprise Value

185.05 Billion

Alpha is a measure of relative performance on a risk-adjusted basis, while beta measures volatility against the benchmark. The goal is to know if an investor is being compensated for the volatility risk taken. The return on investment might be better than its reference but still not compensate for the assumption of the risk.
  
Check out Ford Backtesting, Ford Valuation, Ford Correlation, Ford Hype Analysis, Ford Volatility, Ford History and analyze Ford Performance.

Ford Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Ford market risk premium is the additional return an investor will receive from holding Ford long position in a well-diversified portfolio. The market premium is part of the Capital Asset Pricing Model (CAPM), which most analysts and investors use to calculate the acceptable rate of return on investment in Ford. At the center of the CAPM is the concept of risk and reward, which is usually communicated by investors using alpha and beta measures. Alpha and beta are two of the key measurements used to evaluate Ford's performance over market.
α0.09   β1.07

Ford expected buy-and-hold returns

Although buy-and-hold investment strategy may not appeal to all investors, it may be used as a good measure of Ford's Buy-and-hold return. Our buy-and-hold chart shows how Ford performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.

Ford Market Price Analysis

Market price analysis indicators help investors to evaluate how Ford stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Ford shares will generate the highest return on investment. By understating and applying Ford stock market price indicators, traders can identify Ford position entry and exit signals to maximize returns.

Ford Return and Market Media

The median price of Ford for the period between Mon, Dec 4, 2023 and Sun, Mar 3, 2024 is 11.85 with a coefficient of variation of 4.96. The daily time series for the period is distributed with a sample standard deviation of 0.59, arithmetic mean of 11.82, and mean deviation of 0.48. The Stock did not receive any noticable media coverage during the period.
 Price Growth (%)  
       Timeline  
 
Ford dividend paid on 1st of March 2024
03/01/2024

About Ford Beta and Alpha

For many years both, Alpha and Beta indicators are used by professional money managers as critical performance measurement tools across virtually all financial instruments including Ford or other stocks. Alpha measures the amount that position in Ford Motor has returned in comparison to a selected market index or another relevant benchmark. In other words, Alpha is the excess return on an investment relative to the performance of your selected benchmark. Beta, on the other hand, measures the relative risk of your investment.
 2022 2023 2024 (projected)
Long Term Debt to Equity2.052.332.97
Interest Coverage9.761.622.54

Ford Upcoming Company Events

As portrayed in its financial statements, the presentation of Ford's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Ford's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Ford's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Ford. Please utilize our Beneish M Score to check the likelihood of Ford's management manipulating its earnings.
6th of February 2024
Upcoming Quarterly Report
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7th of May 2024
Next Financial Report
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31st of December 2023
Next Fiscal Quarter End
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6th of February 2024
Next Fiscal Year End
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30th of September 2023
Last Quarter Report
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31st of December 2022
Last Financial Announcement
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When determining whether Ford Motor is a strong investment it is important to analyze Ford's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact Ford's future performance. For an informed investment choice regarding Ford Stock, refer to the following important reports:
Check out Ford Backtesting, Ford Valuation, Ford Correlation, Ford Hype Analysis, Ford Volatility, Ford History and analyze Ford Performance.
Note that the Ford Motor information on this page should be used as a complementary analysis to other Ford's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try the Top Crypto Exchanges module to search and analyze digital assets across top global cryptocurrency exchanges.

Complementary Tools for Ford Stock analysis

When running Ford's price analysis, check to measure Ford's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Ford is operating at the current time. Most of Ford's value examination focuses on studying past and present price action to predict the probability of Ford's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Ford's price. Additionally, you may evaluate how the addition of Ford to your portfolios can decrease your overall portfolio volatility.
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Ford technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.
A focus of Ford technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Ford trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...