Ford Motor Preferred Stock Market Value
| F-PB Preferred Stock | USD 24.48 0.08 0.33% |
| Symbol | Ford |
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 preferred 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.
| 12/06/2022 |
| 11/25/2024 |
If you would invest 0.00 in Ford on December 6, 2022 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 720 days. Ford is related to or competes with Ford, ATT, ATT, Aegon Funding, and DBA Sempra. 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 preferred 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.
| Downside Deviation | 0.6156 | |||
| Information Ratio | (0.19) | |||
| Maximum Drawdown | 3.13 | |||
| Value At Risk | (0.88) | |||
| Potential Upside | 0.8478 |
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 | 0.0186 | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.09) | |||
| Sortino Ratio | (0.19) | |||
| Treynor Ratio | 0.0557 |
Ford Motor Backtested Returns
Ford Motor secures Sharpe Ratio (or Efficiency) of -0.0274, which denotes the company had a -0.0274% return per unit of risk over the last 3 months. Ford Motor exposes thirty different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Ford's Downside Deviation of 0.6156, mean deviation of 0.4314, and Coefficient Of Variation of 3549.91 to check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.12, which means not very significant fluctuations relative to the market. As returns on the market increase, Ford's returns are expected to increase less than the market. However, during the bear market, the loss of holding Ford is expected to be smaller as well. At this point, Ford Motor has a negative expected return of -0.0156%. Please make sure to confirm Ford's potential upside, skewness, and the relationship between the maximum drawdown and semi variance , to decide if Ford Motor performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.23 |
Weak reverse predictability
Ford Motor has weak reverse predictability. Overlapping area represents the amount of predictability between Ford time series from 6th of December 2022 to 1st of December 2023 and 1st of December 2023 to 25th of November 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 -0.23 indicates that over 23.0% of current Ford price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.23 | |
| Spearman Rank Test | -0.01 | |
| Residual Average | 0.0 | |
| Price Variance | 0.53 |
Ford Motor lagged returns against current returns
Autocorrelation, which is Ford preferred 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 preferred 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 preferred 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 preferred stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Ford preferred stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Ford preferred 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 preferred 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 preferred 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 |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in Ford Preferred Stock
Ford financial ratios help investors to determine whether Ford Preferred 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 security.