Ford Otomotiv (Turkey) Market Value
| FROTO Stock | TRY 973.00 19.00 1.92% |
| 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 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 Otomotiv.
| 12/09/2022 |
| 11/28/2024 |
If you would invest 0.00 in Ford Otomotiv on December 9, 2022 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 720 days. Ford Otomotiv is related to or competes with Eregli Demir, Tofas Turk, Turkiye Petrol, Turkiye Sise, and Arcelik AS. 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 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 Otomotiv Sanayi upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.17 | |||
| Information Ratio | 0.0244 | |||
| Maximum Drawdown | 11.45 | |||
| Value At Risk | (3.58) | |||
| Potential Upside | 3.57 |
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 | 0.0682 | |||
| Jensen Alpha | 0.163 | |||
| Total Risk Alpha | (0.19) | |||
| Sortino Ratio | 0.0261 | |||
| Treynor Ratio | 1.5 |
Ford Otomotiv Sanayi Backtested Returns
Ford Otomotiv is very steady at the moment. Ford Otomotiv Sanayi secures Sharpe Ratio (or Efficiency) of 0.0325, which denotes the company had a 0.0325% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Ford Otomotiv Sanayi, which you can use to evaluate the volatility of the firm. Please confirm Ford Otomotiv's Downside Deviation of 2.17, mean deviation of 1.87, and Coefficient Of Variation of 1243.12 to check if the risk estimate we provide is consistent with the expected return of 0.0748%. Ford Otomotiv has a performance score of 2 on a scale of 0 to 100. 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 Otomotiv's returns are expected to increase less than the market. However, during the bear market, the loss of holding Ford Otomotiv is expected to be smaller as well. Ford Otomotiv Sanayi right now shows a risk of 2.3%. Please confirm Ford Otomotiv Sanayi value at risk, as well as the relationship between the skewness and day median price , to decide if Ford Otomotiv Sanayi will be following its price patterns.
Auto-correlation | 0.15 |
Insignificant predictability
Ford Otomotiv Sanayi has insignificant predictability. Overlapping area represents the amount of predictability between Ford Otomotiv time series from 9th of December 2022 to 4th of December 2023 and 4th of December 2023 to 28th 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 Otomotiv Sanayi price movement. The serial correlation of 0.15 indicates that less than 15.0% of current Ford Otomotiv price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.15 | |
| Spearman Rank Test | 0.27 | |
| Residual Average | 0.0 | |
| Price Variance | 16.2 K |
Ford Otomotiv Sanayi lagged returns against current returns
Autocorrelation, which is Ford Otomotiv 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 Otomotiv's stock 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 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 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 stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Ford Otomotiv stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Ford Otomotiv stock over time.
Current vs Lagged Prices |
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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 stock 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 stock 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 |
Thematic Opportunities
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Other Information on Investing in Ford Stock
Ford Otomotiv 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 Otomotiv security.