Ford Correlations

F-PC Preferred Stock

USD 21.18 0.06 0.28%

The current 90-days correlation between Ford Motor and General Motors is 0.15 (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

Very weak diversification

The correlation between Ford Motor and DJI is 0.45 (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

0.78	BYDDY	BYD Co	Pair Corr
0.79	BYDDF	BYD Limited	Pair Corr

Moving against Ford Preferred Stock

0.77	VWAGY	Volkswagen AG 110	Pair Corr
0.77	VWAPY	Volkswagen AG Pref	Pair Corr
0.77	VLKAF	Volkswagen AG	Pair Corr
0.75	MBGAF	Mercedes Benz Group	Pair Corr
0.74	MBGYY	Mercedes Benz Group	Pair Corr
0.72	VLKPF	Volkswagen AG VZO	Pair Corr
0.56	ERHE	ERHC Energy	Pair Corr
0.84	APMSF	Aperam SA	Pair Corr
0.83	RDNW	RideNow Group Symbol Change	Pair Corr
0.77	PDEX	Pro Dex	Pair Corr
0.76	DRH	Diamondrock Hospitality	Pair Corr
0.73	TPB	Turning Point Brands	Pair Corr
0.7	RIVN	Rivian Automotive	Pair Corr
0.67	MONOY	Monotaro	Pair Corr
0.6	PATK	Patrick Industries	Pair Corr
0.4	MAA	Mid America Apartment	Pair Corr
0.4	FEBO	Fenbo Holdings	Pair Corr
0.35	STRNY	Severn Trent PLC	Pair Corr
0.85	BTI	British American Tobacco	Pair Corr
0.83	FHN-PC	First Horizon Earnings Call This Week	Pair Corr
0.81	NRDS	Nerdwallet	Pair Corr
0.74	ECBK	ECB Bancorp	Pair Corr
0.6	LNC	Lincoln National	Pair Corr
0.59	AME	Ametek Inc	Pair Corr

Related Correlations Analysis

	CPRT	FLUT	GM	TCOM	JD	EBAY	DHI	YUM	STLA	ROST
CPRT		0.74	-0.85	-0.19	0.87	0.61	0.24	-0.62	-0.46	-0.9	CPRT
FLUT	0.74		-0.51	-0.01	0.79	0.75	0.44	-0.49	0.05	-0.52	FLUT
GM	-0.85	-0.51		0.43	-0.77	-0.33	-0.25	0.63	0.6	0.92	GM
TCOM	-0.19	-0.01	0.43		-0.13	0.32	-0.35	0.27	0.22	0.31	TCOM
JD	0.87	0.79	-0.77	-0.13		0.65	0.4	-0.7	-0.24	-0.8	JD
EBAY	0.61	0.75	-0.33	0.32	0.65		0.31	-0.34	0.11	-0.36	EBAY
DHI	0.24	0.44	-0.25	-0.35	0.4	0.31		-0.17	0.42	-0.1	DHI
YUM	-0.62	-0.49	0.63	0.27	-0.7	-0.34	-0.17		0.21	0.67	YUM
STLA	-0.46	0.05	0.6	0.22	-0.24	0.11	0.42	0.21		0.62	STLA
ROST	-0.9	-0.52	0.92	0.31	-0.8	-0.36	-0.1	0.67	0.62		ROST
	CPRT	FLUT	GM	TCOM	JD	EBAY	DHI	YUM	STLA	ROST

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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

ROST	+ 0.92	GM
JD	+ 0.87	CPRT
JD	+ 0.79	FLUT
EBAY	+ 0.75	FLUT
FLUT	+ 0.74	CPRT
ROST	+ 0.67	YUM

High negative correlations

ROST	- 0.9	CPRT
GM	- 0.85	CPRT
ROST	- 0.8	JD
JD	- 0.77	GM
YUM	- 0.7	JD
YUM	- 0.62	CPRT

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
CPRT	0.97	(0.23)	0.00	(0.51)	0.00	0.00	2.04	(3.52)	6.88
FLUT	1.65	(0.29)	0.00	(0.10)	0.00	0.00	3.06	(3.75)	17.69
GM	1.43	0.50	0.41	0.47	0.69	(1.70)	3.93	(1.58)	18.58
TCOM	0.99	0.06	0.02	0.15	1.34	(0.97)	2.19	(2.23)	8.40
JD	1.25	(0.38)	0.00	(0.22)	0.00	0.00	2.22	(2.89)	8.95
EBAY	1.43	(0.08)	(0.02)	0.01	3.34	(1.30)	2.97	(2.90)	19.83
DHI	1.53	(0.34)	0.00	(0.15)	0.00	0.00	4.13	(3.59)	10.74
YUM	1.09	0.03	(0.02)	0.14	0.98	(1.50)	2.50	(1.79)	9.12
STLA	2.20	(0.10)	0.00	0.03	2.79	(2.58)	4.38	(3.99)	13.57
ROST	0.87	0.26	0.32	0.33	0.33	(1.05)	2.54	(1.26)	9.43

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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