Ford Motor Credit Market Value
| 345397A45 | 98.25 0.44 0.45% |
| Symbol | 345397A45 |
345397A45 '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 345397A45's bond 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 345397A45.
| 01/08/2025 |
| 02/07/2025 |
If you would invest 0.00 in 345397A45 on January 8, 2025 and sell it all today you would earn a total of 0.00 from holding Ford Motor Credit or generate 0.0% return on investment in 345397A45 over 30 days. 345397A45 is related to or competes with Western Digital, Paysafe, Vishay Intertechnology, Alto Neuroscience,, NLIGHT, Qorvo, and Teradyne. More
345397A45 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 345397A45's bond 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 Credit upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.5803 | |||
| Information Ratio | (0.17) | |||
| Maximum Drawdown | 3.58 | |||
| Value At Risk | (1.15) | |||
| Potential Upside | 0.9974 |
345397A45 Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for 345397A45's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as 345397A45's standard deviation. In reality, there are many statistical measures that can use 345397A45 historical prices to predict the future 345397A45's volatility.| Risk Adjusted Performance | (0) | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.07) | |||
| Sortino Ratio | (0.17) | |||
| Treynor Ratio | 2.25 |
Ford Motor Credit Backtested Returns
At this point, 345397A45 is very steady. Ford Motor Credit secures Sharpe Ratio (or Efficiency) of 0.0159, which signifies that the bond had a 0.0159 % return per unit of standard deviation over the last 3 months. We have found twenty-seven technical indicators for Ford Motor Credit, which you can use to evaluate the volatility of the entity. Please confirm 345397A45's Semi Deviation of 0.5616, mean deviation of 0.32, and Downside Deviation of 0.5803 to double-check if the risk estimate we provide is consistent with the expected return of 0.0098%. The bond shows a Beta (market volatility) of -0.004, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning 345397A45 are expected to decrease at a much lower rate. During the bear market, 345397A45 is likely to outperform the market.
Auto-correlation | 0.09 |
Virtually no predictability
Ford Motor Credit has virtually no predictability. Overlapping area represents the amount of predictability between 345397A45 time series from 8th of January 2025 to 23rd of January 2025 and 23rd of January 2025 to 7th of February 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 Motor Credit price movement. The serial correlation of 0.09 indicates that less than 9.0% of current 345397A45 price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.09 | |
| Spearman Rank Test | 0.66 | |
| Residual Average | 0.0 | |
| Price Variance | 0.03 |
Ford Motor Credit lagged returns against current returns
Autocorrelation, which is 345397A45 bond'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 345397A45's bond expected returns. We can calculate the autocorrelation of 345397A45 returns to help us make a trade decision. For example, suppose you find that 345397A45 has exhibited high autocorrelation historically, and you observe that the bond 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 |
345397A45 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 345397A45 bond is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if 345397A45 bond is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in 345397A45 bond over time.
Current vs Lagged Prices |
| Timeline |
345397A45 Lagged Returns
When evaluating 345397A45's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of 345397A45 bond have on its future price. 345397A45 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, 345397A45 autocorrelation shows the relationship between 345397A45 bond current value and its past values and can show if there is a momentum factor associated with investing in Ford Motor Credit.
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 345397A45 Bond
345397A45 financial ratios help investors to determine whether 345397A45 Bond 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 345397A45 with respect to the benefits of owning 345397A45 security.