Ford Otomotiv Sanayi Stock Market Value
| FOVSY Stock | USD 11.50 0.00 0.00% |
| Symbol | Ford |
Ford Otomotiv '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 Otomotiv's pink sheet 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 Otomotiv.
| 11/28/2025 |
| 12/28/2025 |
If you would invest 0.00 in Ford Otomotiv on November 28, 2025 and sell it all today you would earn a total of 0.00 from holding Ford Otomotiv Sanayi or generate 0.0% return on investment in Ford Otomotiv over 30 days. Ford Otomotiv is related to or competes with Piaggio C, Aston Martin, Aston Martin, Fenix Outdoor, J D, and Harvia Oyj. Ford Otomotiv Sanayi A.S. manufactures, assembles, imports, exports, and sells motor vehicles and spare parts in Turkey More
Ford Otomotiv 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 Otomotiv's pink sheet 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 Otomotiv Sanayi upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.05) | |||
| Maximum Drawdown | 21.36 | |||
| Value At Risk | (6.10) | |||
| Potential Upside | 5.92 |
Ford Otomotiv Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Ford Otomotiv's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Ford Otomotiv's standard deviation. In reality, there are many statistical measures that can use Ford Otomotiv historical prices to predict the future Ford Otomotiv's volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | (0.05) | |||
| Total Risk Alpha | (0.48) | |||
| Treynor Ratio | 0.1587 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Ford Otomotiv'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 Otomotiv Sanayi Backtested Returns
Ford Otomotiv Sanayi secures Sharpe Ratio (or Efficiency) of -0.0245, which denotes the company had a -0.0245 % return per unit of risk over the last 3 months. Ford Otomotiv Sanayi exposes eighteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Ford Otomotiv's Mean Deviation of 1.32, standard deviation of 3.54, and Variance of 12.57 to check the risk estimate we provide. The firm shows a Beta (market volatility) of -0.6, which means possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Ford Otomotiv are expected to decrease at a much lower rate. During the bear market, Ford Otomotiv is likely to outperform the market. At this point, Ford Otomotiv Sanayi has a negative expected return of -0.0881%. Please make sure to confirm Ford Otomotiv's jensen alpha, potential upside, as well as the relationship between the Potential Upside and rate of daily change , to decide if Ford Otomotiv Sanayi performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.00 |
No correlation between past and present
Ford Otomotiv Sanayi has no correlation between past and present. Overlapping area represents the amount of predictability between Ford Otomotiv time series from 28th of November 2025 to 13th of December 2025 and 13th of December 2025 to 28th of December 2025. 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 Otomotiv Sanayi price movement. The serial correlation of 0.0 indicates that just 0.0% of current Ford Otomotiv price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | -0.53 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Ford Otomotiv Sanayi lagged returns against current returns
Autocorrelation, which is Ford Otomotiv pink sheet'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 Otomotiv's pink sheet expected returns. We can calculate the autocorrelation of Ford Otomotiv returns to help us make a trade decision. For example, suppose you find that Ford Otomotiv has exhibited high autocorrelation historically, and you observe that the pink sheet 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 Otomotiv 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 Otomotiv pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Ford Otomotiv pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Ford Otomotiv pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Ford Otomotiv Lagged Returns
When evaluating Ford Otomotiv's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Ford Otomotiv pink sheet have on its future price. Ford Otomotiv 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 Otomotiv autocorrelation shows the relationship between Ford Otomotiv pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Ford Otomotiv Sanayi.
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 Pink Sheet Analysis
When running Ford Otomotiv's price analysis, check to measure Ford Otomotiv'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 Otomotiv is operating at the current time. Most of Ford Otomotiv's value examination focuses on studying past and present price action to predict the probability of Ford Otomotiv'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 Otomotiv's price. Additionally, you may evaluate how the addition of Ford Otomotiv to your portfolios can decrease your overall portfolio volatility.