Ford Cdr Stock Beta
| F Stock | CAD 12.06 0.26 2.20% |
As of the 15th of February 2026, Ford CDR shows the Downside Deviation of 1.52, mean deviation of 1.19, and Coefficient Of Variation of 1172.32. Ford CDR technical analysis allows you to utilize historical prices and volume patterns in order to determine a pattern that computes the direction of the firm's future prices.
Ford CDR Total Revenue |
|
Market Capitalization 53.2 B | Earnings Share 1.1662 |
Ford | Beta |
Ford CDR '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 CDR'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 CDR.
| 11/17/2025 |
| 02/15/2026 |
If you would invest 0.00 in Ford CDR on November 17, 2025 and sell it all today you would earn a total of 0.00 from holding Ford CDR or generate 0.0% return on investment in Ford CDR over 90 days. Ford CDR is related to or competes with Richelieu Hardware, Blue Ant, Advent Wireless, Algonquin Power, Data Communications, Rogers Communications, and Micron Technology. Ford CDR is entity of Canada. It is traded as Stock on TO exchange. More
Ford CDR 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 CDR'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 CDR upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.52 | |||
| Information Ratio | 0.0441 | |||
| Maximum Drawdown | 9.01 | |||
| Value At Risk | (2.47) | |||
| Potential Upside | 3.28 |
Ford CDR Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Ford CDR's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Ford CDR's standard deviation. In reality, there are many statistical measures that can use Ford CDR historical prices to predict the future Ford CDR's volatility.| Risk Adjusted Performance | 0.0741 | |||
| Jensen Alpha | 0.1327 | |||
| Total Risk Alpha | 0.0087 | |||
| Sortino Ratio | 0.0492 | |||
| Treynor Ratio | 3.53 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Ford CDR'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 CDR February 15, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.0741 | |||
| Market Risk Adjusted Performance | 3.54 | |||
| Mean Deviation | 1.19 | |||
| Semi Deviation | 1.3 | |||
| Downside Deviation | 1.52 | |||
| Coefficient Of Variation | 1172.32 | |||
| Standard Deviation | 1.7 | |||
| Variance | 2.89 | |||
| Information Ratio | 0.0441 | |||
| Jensen Alpha | 0.1327 | |||
| Total Risk Alpha | 0.0087 | |||
| Sortino Ratio | 0.0492 | |||
| Treynor Ratio | 3.53 | |||
| Maximum Drawdown | 9.01 | |||
| Value At Risk | (2.47) | |||
| Potential Upside | 3.28 | |||
| Downside Variance | 2.32 | |||
| Semi Variance | 1.7 | |||
| Expected Short fall | (1.51) | |||
| Skewness | 0.4673 | |||
| Kurtosis | 1.49 |
Ford CDR Backtested Returns
As of now, Ford Stock is not too volatile. Ford CDR secures Sharpe Ratio (or Efficiency) of 0.0972, which denotes the company had a 0.0972 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Ford CDR, which you can use to evaluate the volatility of the firm. Please confirm Ford CDR's Mean Deviation of 1.19, downside deviation of 1.52, and Coefficient Of Variation of 1172.32 to check if the risk estimate we provide is consistent with the expected return of 0.17%. Ford CDR has a performance score of 7 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.0382, which means not very significant fluctuations relative to the market. As returns on the market increase, Ford CDR's returns are expected to increase less than the market. However, during the bear market, the loss of holding Ford CDR is expected to be smaller as well. Ford CDR right now shows a risk of 1.75%. Please confirm Ford CDR value at risk, as well as the relationship between the skewness and day median price , to decide if Ford CDR will be following its price patterns.
Auto-correlation | 0.08 |
Virtually no predictability
Ford CDR has virtually no predictability. Overlapping area represents the amount of predictability between Ford CDR time series from 17th of November 2025 to 1st of January 2026 and 1st of January 2026 to 15th of February 2026. 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 CDR price movement. The serial correlation of 0.08 indicates that barely 8.0% of current Ford CDR price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.08 | |
| Spearman Rank Test | 0.03 | |
| Residual Average | 0.0 | |
| Price Variance | 0.04 |
In a nutshell, Beta is a measure of individual stock risk relative to the overall volatility of the stock market. and is calculated based on very sound finance theory - Capital Assets Pricing Model (CAPM).However, since Beta is calculated based on historical price movements it may not predict how a firm's stock is going to perform in the future.
| Competition |
In accordance with the recently published financial statements, Ford CDR has a Beta of 0.0. This is 100.0% lower than that of the Consumer Cyclical sector and 100.0% lower than that of the Auto Manufacturers industry. The beta for all Canada stocks is 100.0% lower than that of the firm.
Ford Beta Peer Comparison
Stock peer comparison is one of the most widely used and accepted methods of equity analyses. It analyses Ford CDR's direct or indirect competition against its Beta to detect undervalued stocks with similar characteristics or determine the stocks which would be a good addition to a portfolio. Peer analysis of Ford CDR could also be used in its relative valuation, which is a method of valuing Ford CDR by comparing valuation metrics of similar companies.Ford CDR is currently under evaluation in beta category among its peers.
Ford Fundamentals
| Return On Equity | 10.26 | ||||
| Revenue | 184.99 B | ||||
| Net Income | 5.89 B | ||||
| Cash And Equivalents | 22.93 B | ||||
| Total Debt | 240.36 B | ||||
| Cash Flow From Operations | 15.42 B | ||||
| Earnings Per Share | 1.17 X | ||||
| Number Of Employees | 171 K | ||||
| Market Capitalization | 53.23 B | ||||
| Total Asset | 285.2 B | ||||
| Retained Earnings | 33.74 B | ||||
| Net Asset | 285.2 B |
About Ford CDR Fundamental Analysis
The Macroaxis Fundamental Analysis modules help investors analyze Ford CDR's financials across various querterly and yearly statements, indicators and fundamental ratios. We help investors to determine the real value of Ford CDR using virtually all public information available. We use both quantitative as well as qualitative analysis to arrive at the intrinsic value of Ford CDR based on its fundamental data. In general, a quantitative approach, as applied to this company, focuses on analyzing financial statements comparatively, whereas a qaualitative method uses data that is important to a company's growth but cannot be measured and presented in a numerical way.
Please read more on our fundamental analysis page.
Pair Trading with Ford CDR
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Ford CDR position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Ford CDR will appreciate offsetting losses from the drop in the long position's value.Moving together with Ford Stock
The ability to find closely correlated positions to Ford CDR 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 CDR 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 CDR - 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 CDR to buy it.
The correlation of Ford CDR 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 perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Ford CDR moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Ford CDR moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Ford CDR can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Other Information on Investing in Ford Stock
Ford CDR financial ratios help investors to determine whether Ford Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Ford with respect to the benefits of owning Ford CDR security.