Ford Motor Stock Market Value
| F Stock | USD 10.78 0.10 0.94% |
| Symbol | Ford |
Ford Motor Price To Book Ratio
Is Automobile Manufacturers space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Ford. If investors know Ford will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Ford listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth (0.02) | Dividend Share 0.6 | Earnings Share 0.96 | Revenue Per Share 45.189 | Quarterly Revenue Growth 0.063 |
The market value of Ford Motor is measured differently than its book value, which is the value of Ford that is recorded on the company's balance sheet. Investors also form their own opinion of Ford's value that differs from its market value or its book value, called intrinsic value, which is Ford's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Ford's market value can be influenced by many factors that don't directly affect Ford's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Ford's value and its price as these two are different measures arrived at by different means. Investors typically determine if Ford is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Ford's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Ford 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Ford's stock what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Ford.
| 08/31/2024 |
| 09/30/2024 |
If you would invest 0.00 in Ford on August 31, 2024 and sell it all today you would earn a total of 0.00 from holding Ford Motor or generate 0.0% return on investment in Ford over 30 days. Ford is related to or competes with MicroAlgo, Aeye, Malaga Financial, Knife River, OReilly Automotive, SEI Investments, and Venzee Technologies. Ford Motor Company designs, manufactures, markets, and services a range of Ford trucks, cars, sport utility vehicles, el... More
Ford Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Ford's stock current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Ford Motor upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.08) | |||
| Maximum Drawdown | 22.5 | |||
| Value At Risk | (3.91) | |||
| Potential Upside | 2.84 |
Ford Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Ford's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Ford's standard deviation. In reality, there are many statistical measures that can use Ford historical prices to predict the future Ford's volatility.| Risk Adjusted Performance | (0.02) | |||
| Jensen Alpha | (0.28) | |||
| Total Risk Alpha | (0.53) | |||
| Treynor Ratio | (0.08) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Ford's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Ford Motor Backtested Returns
Ford Motor secures Sharpe Ratio (or Efficiency) of -0.0696, which denotes the company had a -0.0696% return per unit of risk over the last 3 months. Ford Motor exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Ford's Standard Deviation of 2.96, variance of 8.73, and Mean Deviation of 1.73 to check the risk estimate we provide. The firm shows a Beta (market volatility) of 1.49, which means a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Ford will likely underperform. At this point, Ford Motor has a negative expected return of -0.21%. Please make sure to confirm Ford's accumulation distribution, and the relationship between the potential upside and day median price , to decide if Ford Motor performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.02 |
Very weak reverse predictability
Ford Motor has very weak reverse predictability. Overlapping area represents the amount of predictability between Ford time series from 31st of August 2024 to 15th of September 2024 and 15th of September 2024 to 30th of September 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Ford Motor price movement. The serial correlation of -0.02 indicates that only 2.0% of current Ford price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.02 | |
| Spearman Rank Test | 0.16 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
Ford Motor lagged returns against current returns
Autocorrelation, which is Ford stock's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Ford's stock expected returns. We can calculate the autocorrelation of Ford returns to help us make a trade decision. For example, suppose you find that Ford has exhibited high autocorrelation historically, and you observe that the stock is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Ford regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Ford stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Ford stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Ford stock over time.
Current vs Lagged Prices |
| Timeline |
Ford Lagged Returns
When evaluating Ford's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Ford stock have on its future price. Ford autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Ford autocorrelation shows the relationship between Ford stock current value and its past values and can show if there is a momentum factor associated with investing in Ford Motor.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Additional Information and Resources on Investing in Ford Stock
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 Correlation, Ford Volatility and Ford Alpha and Beta module to complement your research on Ford. You can also try the Risk-Return Analysis module to view associations between returns expected from investment and the risk you assume.
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.