Ford Motor Performance

Ford Motor Company -- USA Stock  

USD 11.07  0.08  0.72%

On a scale of 0 to 100 Ford Motor holds performance score of 13. The firm shows Beta (market volatility) of -0.1973 which denotes to the fact that as returns on market increase, returns on owning Ford Motor are expected to decrease at a much smaller rate. During bear market, Ford Motor is likely to outperform the market.. Although it is extremely important to respect Ford Motor historical returns, it is better to be realistic regarding the information on equity current trending patterns. The philosophy towards predicting future performance of any stock is to evaluate the business as a whole together with its past performance including all available fundamental and technical indicators. By reviewing Ford Motor technical indicators you can presently evaluate if the expected return of 0.2439% will be sustainable into the future. Please utilizes Ford Motor Treynor Ratio as well as the relationship between Potential Upside and Expected Short fall to make a quick decision on weather Ford Motor price patterns will revert.
 Time Horizon     30 Days    Login   to change

Ford Motor Relative Risk vs. Return Landscape

If you would invest  1,061  in Ford Motor Company on February 16, 2018 and sell it today you would earn a total of  54.00  from holding Ford Motor Company or generate 5.09% return on investment over 30 days. Ford Motor Company is generating 0.2439% of daily returns and assumes 1.2295% volatility on return distribution over the 30 days horizon. Put is differently, 11% of equities are less volatile than the company and over 96% of traded equities are expected to make higher returns on investment over the next 30 days.
 Daily Expected Return (%) 
      Risk (%) 
Taking into account the 30 trading days horizon, Ford Motor Company is expected to generate 1.28 times more return on investment than the market. However, the company is 1.28 times more volatile than its market benchmark. It trades about 0.2 of its potential returns per unit of risk. The DOW is currently generating roughly -0.04 per unit of risk.

Operating Margin

Ford Motor Operating Margin
Based on recorded statements Ford Motor Company has Operating Margin of 8.61%. This is 354.73% lower than that of the Consumer Goods sector, and significantly higher than that of Car Truck And Bus Manufacturers industry, The Operating Margin for all stocks is 178.92% lower than the firm.
A good Operating Margin is required for a company to be able to pay for its fixed costs or pay out its debt which implies that the higher the margin, the better. This ratio is most effective in evaluating the earning potential of a company over time when comparing it against firm's competitors.

Ford Motor Daily Price Distribution

The median price of Ford Motor for the period between Fri, Feb 16, 2018 and Sun, Mar 18, 2018 is 10.63 with a coefficient of variation of 1.86. The daily time series for the period is distributed with a sample standard deviation of 0.2, arithmetic mean of 10.7, and mean deviation of 0.15. The Stock did not receive any noticable media coverage during the period.

Risk-Adjusted Performance

Compared to the overall equity markets, risk-adjusted returns on investments in Ford Motor Company are ranked lower than 13 (%) of all global equities and portfolios over the last 30 days.

One Month Efficiency

Ford Motor Sharpe Ratio = 0.1984
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Estimated Market Risk

  actual daily
 89 %
of total potential

Expected Return

  actual daily
 4 %
of total potential

Risk-Adjusted Return

  actual daily
 13 %
of total potential
Based on monthly moving average Ford Motor is performing at about 13% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Ford Motor by adding it to a well-diversified portfolio.


Ford Motor Dividends Analysis
Check Ford Motor dividend payout schedule and payment analysis over time. Analyze past dividends calendar and estimate annual dividend income
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