Ford Motor Probability of Target Price

Ford Motor Company -- USA Stock  

USD 11.94  0.10  0.84%

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
 11.94 30 days 11.94  about 6.66% more than 93.0%
Based on normal probability distribution, the odds of Ford Motor to move above current price in 30 days from now is about 6.66%.
Taking into account the 30 trading days horizon, Ford Motor has beta of 0.3787 suggesting as returns on market go up, Ford Motor average returns are expected to increase less than the benchmark. However during bear market, the loss on holding Ford Motor Company will be expected to be much smaller as well. Additionally Ford Motor Company has an alpha of 0.452 implying that it can potentially generate 0.452% excess return over DOW after adjusting for the inherited market risk (beta).
Odds to move above current price in 30 days
 Ford Motor Price Density 
Current Price   Target Price   
Alpha over DOW
= 0.45 
βBeta against DOW= 0.38 
Overall volatility
= 0.37 
 IrInformation ratio = 0.48