Ford Motor Credit Market Value
| 345397ZR7 | 90.25 7.83 7.98% |
| Symbol | 345397ZR7 |
345397ZR7 '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 345397ZR7'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 345397ZR7.
| 12/10/2022 |
| 11/29/2024 |
If you would invest 0.00 in 345397ZR7 on December 10, 2022 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 345397ZR7 over 720 days. 345397ZR7 is related to or competes with WiMi Hologram, Asbury Automotive, Cimpress, WPP PLC, Titan Machinery, Fast Retailing, and Magnite. More
345397ZR7 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 345397ZR7'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.
| Information Ratio | (0.25) | |||
| Maximum Drawdown | 2.31 | |||
| Value At Risk | (0.87) | |||
| Potential Upside | 0.502 |
345397ZR7 Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for 345397ZR7's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as 345397ZR7's standard deviation. In reality, there are many statistical measures that can use 345397ZR7 historical prices to predict the future 345397ZR7's volatility.| Risk Adjusted Performance | (0.10) | |||
| Jensen Alpha | (0.20) | |||
| Total Risk Alpha | (0.32) | |||
| Treynor Ratio | (0.42) |
Ford Motor Credit Backtested Returns
Ford Motor Credit secures Sharpe Ratio (or Efficiency) of -0.14, which signifies that the bond had a -0.14% return per unit of standard deviation over the last 3 months. Ford Motor Credit exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm 345397ZR7's Mean Deviation of 0.4037, standard deviation of 1.08, and Coefficient Of Variation of (732.34) to double-check the risk estimate we provide. The bond shows a Beta (market volatility) of 0.37, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, 345397ZR7's returns are expected to increase less than the market. However, during the bear market, the loss of holding 345397ZR7 is expected to be smaller as well.
Auto-correlation | -0.1 |
Very weak reverse predictability
Ford Motor Credit has very weak reverse predictability. Overlapping area represents the amount of predictability between 345397ZR7 time series from 10th of December 2022 to 5th of December 2023 and 5th of December 2023 to 29th 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 Credit price movement. The serial correlation of -0.1 indicates that less than 10.0% of current 345397ZR7 price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.1 | |
| Spearman Rank Test | -0.06 | |
| Residual Average | 0.0 | |
| Price Variance | 1.79 |
Ford Motor Credit lagged returns against current returns
Autocorrelation, which is 345397ZR7 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 345397ZR7's bond expected returns. We can calculate the autocorrelation of 345397ZR7 returns to help us make a trade decision. For example, suppose you find that 345397ZR7 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 |
345397ZR7 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 345397ZR7 bond is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if 345397ZR7 bond is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in 345397ZR7 bond over time.
Current vs Lagged Prices |
| Timeline |
345397ZR7 Lagged Returns
When evaluating 345397ZR7's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of 345397ZR7 bond have on its future price. 345397ZR7 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, 345397ZR7 autocorrelation shows the relationship between 345397ZR7 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 345397ZR7 Bond
345397ZR7 financial ratios help investors to determine whether 345397ZR7 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 345397ZR7 with respect to the benefits of owning 345397ZR7 security.