Ford Correlations

F-PC Preferred Stock

USD 21.97 0.05 0.23%

The current 90-days correlation between Ford Motor and Ford Motor is 0.88 (i.e., Very poor diversification). The correlation of Ford is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.

Ford Correlation With Market

Very weak diversification

The correlation between Ford Motor and DJI is 0.42 (i.e., Very weak diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Ford Motor and DJI in the same portfolio, assuming nothing else is changed.

The ability to find closely correlated positions to Ford could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Ford when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Ford - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Ford Motor to buy it.

Moving together with Ford Preferred Stock

0.97	F-PB	Ford Motor	Pair Corr
0.97	F-PD	F PD	Pair Corr
0.9	CYD	China Yuchai Interna	Pair Corr
0.87	FFAIW	Faraday Future Intel Symbol Change	Pair Corr
0.88	MB	MasterBeef Group Ordinary	Pair Corr
0.84	OI	O I Glass	Pair Corr
0.73	EFOI	Energy Focu	Pair Corr
0.66	WBUY	WEBUY GLOBAL LTD Downward Rally	Pair Corr
0.76	EVRI	Everi Holdings	Pair Corr
0.69	WPRT	Westport Fuel Systems	Pair Corr
0.89	FIGS	Figs Inc	Pair Corr
0.74	AGS	PlayAGS	Pair Corr
0.74	AIN	Albany International	Pair Corr
0.89	CCK	Crown Holdings Earnings Call Tomorrow	Pair Corr
0.85	GEF	Greif Bros	Pair Corr
0.82	HNI	HNI Corp Earnings Call This Week	Pair Corr
0.62	IPW	iPower Inc	Pair Corr
0.78	KAR	KAR Auction Services	Pair Corr
0.84	KFS	Kingsway Financial	Pair Corr
0.67	MED	MEDIFAST INC	Pair Corr
0.66	MMA	Alta Global Group	Pair Corr
0.89	MYE	Myers Industries	Pair Corr

Moving against Ford Preferred Stock

0.89	AIEV	Thunder Power Holdings,	Pair Corr
0.88	ZAPP	Zapp Electric Vehicles	Pair Corr
0.78	VIRC	Virco Manufacturing	Pair Corr
0.5	ZAPPW	Zapp Electric Vehicles	Pair Corr
0.62	GPK	Graphic Packaging Holding	Pair Corr
0.4	CHA	Chagee Holdings Downward Rally	Pair Corr
0.39	IVP	Inspire Veterinary	Pair Corr

Related Correlations Analysis

	F-PB	AEFC	QVCC	SOJD	TBB
F-PB		0.41	0.75	0.43	0.51	F-PB
AEFC	0.41		0.32	0.78	0.75	AEFC
QVCC	0.75	0.32		0.53	0.62	QVCC
SOJD	0.43	0.78	0.53		0.85	SOJD
TBB	0.51	0.75	0.62	0.85		TBB
	F-PB	AEFC	QVCC	SOJD	TBB

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Risk-Adjusted Indicators

There is a big difference between Ford Preferred Stock performing well and Ford Company doing well as a business compared to the competition. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze Ford's multiple risk-adjusted performance indicators across the competitive landscape. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.

	Mean Deviation	Jensen Alpha	Sortino Ratio	Treynor Ratio	Semi Deviation	Expected Shortfall	Potential Upside	Value @Risk	Maximum Drawdown
F-PB	0.65	0.10	0.02	0.38	0.62	(0.70)	1.61	(1.17)	3.47
AEFC	0.54	(0.02)	(0.13)	0.06	0.81	(0.53)	1.06	(0.91)	4.56
QVCC	1.87	0.23	0.02	2.64	4.32	(1.72)	4.71	(5.19)	22.09
SOJD	0.44	(0.03)	(0.22)	0.02	0.55	(0.47)	0.83	(0.74)	3.09
TBB	0.45	0.01	(0.18)	0.22	0.46	(0.54)	1.13	(0.73)	3.03

Be your own money manager

Our tools can tell you how much better you can do entering a position in Ford without increasing your portfolio risk or giving up the expected return. As an individual investor, you need to find a reliable way to track all your investment portfolios. However, your requirements will often be based on how much of the process you decide to do yourself. In addition to allowing all investors analytical transparency into all their portfolios, our tools can evaluate risk-adjusted returns of your individual positions relative to your overall portfolio.

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