Ford Correlations

F-PB Preferred Stock

USD 21.57 0.07 0.32%

The current 90-days correlation between Ford Motor and Brookfield Corp is 0.12 (i.e., Average 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

Poor diversification

The correlation between Ford Motor and DJI is 0.69 (i.e., Poor 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

0.76	BKRKY	Bank Rakyat Earnings Call Tomorrow	Pair Corr
0.77	DTE	DTE Energy Sell-off Trend	Pair Corr
0.82	TEXG	Terax Energy	Pair Corr
0.91	FOVSY	Ford Otomotiv Sanayi	Pair Corr
0.78	GNENF	Ganfeng Lithium	Pair Corr
0.75	PXMFF	Philex Mining	Pair Corr
0.65	PSPSF	PSP Swiss Property	Pair Corr
0.71	ALLO	Allogene Therapeutics Earnings Call This Week	Pair Corr
0.63	ABOS	Acumen Pharmaceuticals	Pair Corr
0.66	QNBC	QNB Corp	Pair Corr
0.69	CAKE	The Cheesecake Factory	Pair Corr
0.77	ORINY	Orion Oyj ADR	Pair Corr
0.62	MLSPF	Melrose Industries PLC Earnings Call Shortly	Pair Corr
0.71	SOMMY	Sumitomo Chemical	Pair Corr
0.76	FSFG	First Savings Financial	Pair Corr
0.81	PSA-PS	Public Storage	Pair Corr

Moving against Ford Preferred Stock

0.89	PTXLF	PTT Exploration And	Pair Corr
0.84	PBCRY	Bank Central Asia	Pair Corr
0.66	BULL	Webull Corp Earnings Call This Week	Pair Corr
0.63	PBCRF	PT Bank Central	Pair Corr

Related Correlations Analysis

	BLK	BX	BN	SCHW	MUFG	BAC	KKR	WFC
BLK		0.32	0.44	0.59	0.46	0.13	0.16	0.31	BLK
BX	0.32		0.41	0.33	-0.56	0.4	0.94	0.38	BX
BN	0.44	0.41		0.19	0.19	0.26	0.27	0.28	BN
SCHW	0.59	0.33	0.19		0.23	0.41	0.13	0.5	SCHW
MUFG	0.46	-0.56	0.19	0.23		-0.21	-0.7	0.0	MUFG
BAC	0.13	0.4	0.26	0.41	-0.21		0.43	0.85	BAC
KKR	0.16	0.94	0.27	0.13	-0.7	0.43		0.37	KKR
WFC	0.31	0.38	0.28	0.5	0.0	0.85	0.37		WFC
	BLK	BX	BN	SCHW	MUFG	BAC	KKR	WFC

Correlation Matchups

Over a given time period, the two securities move together when the Correlation Coefficient is positive. Conversely, the two assets move in opposite directions when the Correlation Coefficient is negative. Determining your positions' relationship to each other is valuable for analyzing and projecting your portfolio's future expected return and risk.

High positive correlations

KKR	+ 0.94	BX
WFC	+ 0.85	BAC
SCHW	+ 0.59	BLK
WFC	+ 0.5	SCHW
MUFG	+ 0.46	BLK
BN	+ 0.44	BLK

High negative correlations

KKR	- 0.7	MUFG
MUFG	- 0.56	BX
BAC	- 0.21	MUFG
WFC	- 0.0	MUFG

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
BLK	1.20	(0.02)	0.02	0.09	1.54	(1.22)	2.64	(2.52)	10.50
BX	1.64	(0.38)	0.00	(0.12)	0.00	0.00	3.03	(5.57)	9.49
BN	1.37	(0.19)	0.00	(0.04)	0.00	0.00	2.28	(4.15)	9.05
SCHW	1.22	(0.05)	(0.02)	0.05	1.86	(1.24)	2.30	(1.81)	10.44
MUFG	1.20	0.21	0.12	0.32	1.36	(1.29)	2.37	(2.43)	7.31
BAC	1.08	(0.12)	(0.06)	0.00	1.59	(0.99)	1.86	(2.78)	6.64
KKR	1.89	(0.51)	0.00	(0.11)	0.00	0.00	4.06	(5.35)	14.09
WFC	1.23	0.05	(0.04)	(0.10)	1.78	(1.13)	2.23	(2.99)	8.11

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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