Ford Correlations

F Stock

USD 14.40 0.66 4.80%

The current 90-days correlation between Ford Motor and General Motors is 0.6 (i.e., 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 0.46 (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.

Build AI portfolio with Ford Stock

Check out Investing Opportunities to better understand how to build diversified portfolios, which includes a position in Ford Motor. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in census.

Moving together with Ford Stock

0.7	RIVN	Rivian Automotive	Pair Corr
0.68	NMIH	NMI Holdings	Pair Corr
0.7	WSFS	WSFS Financial	Pair Corr
0.64	ACN	Accenture plc	Pair Corr
0.86	BOF	BranchOut Food Common	Pair Corr
0.83	FYBR	Frontier Communications Sell-off Trend	Pair Corr
0.89	ACR-PC	ACRES Commercial Realty	Pair Corr
0.83	ATI	Allegheny Technologies	Pair Corr
0.66	SANM	Sanmina	Pair Corr

Moving against Ford Stock

0.78	LI	Li Auto	Pair Corr
0.65	NIO	Nio Class A	Pair Corr
0.63	000625	Chongqing Changan	Pair Corr
0.62	NSFDF	NXT Energy Solutions	Pair Corr
0.56	GLABF	Gemina Laboratories	Pair Corr
0.46	600006	Dongfeng Automobile	Pair Corr
0.41	JAKK	JAKKS Pacific	Pair Corr

Related Correlations Analysis

	GM	JD	ROST	TCOM	DHI	CPRT	GELHY	AZO	RACE	STLA
GM		-0.77	0.92	0.43	-0.25	-0.85	-0.67	-0.88	-0.62	0.6	GM
JD	-0.77		-0.8	-0.13	0.4	0.87	0.88	0.59	0.68	-0.24	JD
ROST	0.92	-0.8		0.31	-0.1	-0.9	-0.73	-0.78	-0.68	0.62	ROST
TCOM	0.43	-0.13	0.31		-0.35	-0.19	-0.01	-0.51	-0.05	0.22	TCOM
DHI	-0.25	0.4	-0.1	-0.35		0.24	0.32	0.42	0.3	0.42	DHI
CPRT	-0.85	0.87	-0.9	-0.19	0.24		0.85	0.68	0.58	-0.46	CPRT
GELHY	-0.67	0.88	-0.73	-0.01	0.32	0.85		0.46	0.49	-0.18	GELHY
AZO	-0.88	0.59	-0.78	-0.51	0.42	0.68	0.46		0.6	-0.49	AZO
RACE	-0.62	0.68	-0.68	-0.05	0.3	0.58	0.49	0.6		-0.27	RACE
STLA	0.6	-0.24	0.62	0.22	0.42	-0.46	-0.18	-0.49	-0.27		STLA
	GM	JD	ROST	TCOM	DHI	CPRT	GELHY	AZO	RACE	STLA

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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
GELHY	+ 0.88	JD
CPRT	+ 0.87	JD
GELHY	+ 0.85	CPRT
RACE	+ 0.68	JD
AZO	+ 0.68	CPRT

High negative correlations

CPRT	- 0.9	ROST
AZO	- 0.88	GM
CPRT	- 0.85	GM
ROST	- 0.8	JD
AZO	- 0.78	ROST
JD	- 0.77	GM

Risk-Adjusted Indicators

There is a big difference between Ford 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
GM	1.43	0.50	0.41	0.47	0.69	(1.70)	3.93	(1.58)	18.58
JD	1.25	(0.38)	0.00	(0.22)	0.00	0.00	2.22	(2.89)	8.95
ROST	0.87	0.26	0.32	0.33	0.33	(1.05)	2.54	(1.26)	9.43
TCOM	0.99	0.06	0.02	0.15	1.34	(0.97)	2.19	(2.23)	8.40
DHI	1.53	(0.34)	0.00	(0.15)	0.00	0.00	4.13	(3.59)	10.74
CPRT	0.97	(0.23)	0.00	(0.51)	0.00	0.00	2.04	(3.52)	6.88
GELHY	1.38	(0.16)	0.00	(1.67)	0.00	0.00	2.80	(3.05)	9.17
AZO	1.12	(0.34)	0.00	6.03	0.00	0.00	2.25	(2.67)	9.96
RACE	1.55	(0.48)	0.00	(0.40)	0.00	0.00	2.01	(2.95)	14.99
STLA	2.20	(0.10)	0.00	0.03	2.79	(2.58)	4.38	(3.99)	13.57

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