Ford Motor Risk Analysis And Volatility

F -- USA Stock  

Trending

Macroaxis considers Ford Motor to be slightly risky. Ford Motor secures Sharpe Ratio (or Efficiency) of -0.0354 which denotes the organization had -0.0354% 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-one 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 (3,895) and Mean Deviation of 1.12 to check risk estimate we provide.
Interest Expense

90 Days Market Risk

Slightly risky

Chance of Distress in 24 months

Close to average

90 Days Economic Sensitivity

Responds to market
Horizon     30 Days    Login   to change

Ford Motor Market Sensitivity

As market goes up, the company is expected to significantly outperform it. However, if the market returns are negative, Ford Motor will likely underperform.
3 Months Beta |Analyze Ford Motor Demand Trend
Check current 30 days Ford Motor correlation with market (DOW)
β = 1.2843

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. Developed by Larry Williams, the Weighted Close is the average of Ford Motor high, low and close of a chart with the close values weighted twice. It can be used to smooth an indicator that normally takes only Ford Motor closing price as input. View also all equity analysis or get more info about weighted close price price transform indicator.

Ford Motor Projected Return Density Against Market

Taking into account the 30 trading days horizon, the stock has beta coefficient of 1.2843 suggesting as the benchmark fluctuates upward, the company is expected to outperform it on average . However, if the benchmark returns are expected to be negative, Ford Motor will likely underperform. 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 -2825.61. The daily returns are destributed with a variance of 2.46 and standard deviation of 1.57. The mean deviation of Ford Motor Company is currently at 1.1. For similar time horizon, the selected benchmark (DOW) has volatility of 0.6
α
Alpha over DOW
=0.13
β
Beta against DOW=1.28
σ
Overall volatility
=1.57
Ir
Information ratio =0.07

Ford Motor Return Volatility

the firm accepts 1.5685% volatility on return distribution over the 30 days horizon. the entity inherits 0.6124% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Ford Motor Investment Opportunity

Ford Motor Company has a volatility of 1.57 and is 2.57 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 enhance returns of your portfolios. The stock experiences large bullish trend. Check odds of Ford Motor to be traded at $9.92 in 30 days. . As market goes up, the company is expected to significantly outperform it. However, if the market returns are negative, Ford Motor will likely underperform.

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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