Ford (Mexico) Market Value
| F Stock | MXN 229.47 7.62 3.43% |
| 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 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.
| 10/26/2024 |
| 11/25/2024 |
If you would invest 0.00 in Ford on October 26, 2024 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 30 days. Ford is related to or competes with Tesla, and Toyota. Ford Motor Company designs, manufactures, markets, and services a range of Ford cars, trucks, sport utility vehicles, an... 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 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 | 2.07 | |||
| Information Ratio | 0.046 | |||
| Maximum Drawdown | 11.34 | |||
| Value At Risk | (2.83) | |||
| Potential Upside | 3.2 |
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 | 0.092 | |||
| Jensen Alpha | 0.2019 | |||
| Total Risk Alpha | (0.10) | |||
| Sortino Ratio | 0.044 | |||
| Treynor Ratio | 2.59 |
Ford Motor Backtested Returns
At this stage we consider Ford Stock to be very steady. Ford Motor secures Sharpe Ratio (or Efficiency) of 0.0576, which denotes the company had a 0.0576% return per unit of risk over the last 3 months. We have found thirty technical indicators for Ford Motor, which you can use to evaluate the volatility of the firm. Please confirm Ford's Downside Deviation of 2.07, mean deviation of 1.4, and Coefficient Of Variation of 892.84 to check if the risk estimate we provide is consistent with the expected return of 0.11%. Ford has a performance score of 4 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.0819, 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. Ford Motor right now shows a risk of 1.99%. Please confirm Ford Motor skewness, and the relationship between the value at risk and day median price , to decide if Ford Motor will be following its price patterns.
Auto-correlation | 0.14 |
Insignificant predictability
Ford Motor has insignificant predictability. Overlapping area represents the amount of predictability between Ford time series from 26th of October 2024 to 10th of November 2024 and 10th of November 2024 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 0.14 indicates that less than 14.0% of current Ford price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.14 | |
| Spearman Rank Test | 0.45 | |
| Residual Average | 0.0 | |
| Price Variance | 18.0 |
Ford Motor lagged returns against current returns
Autocorrelation, which is Ford 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 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 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 stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Ford stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Ford 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 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 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 |
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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.Additional Tools for Ford Stock Analysis
When running Ford's price analysis, check to measure Ford's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Ford is operating at the current time. Most of Ford's value examination focuses on studying past and present price action to predict the probability of Ford's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Ford's price. Additionally, you may evaluate how the addition of Ford to your portfolios can decrease your overall portfolio volatility.