Ford Correlations

F Stock

USD 13.14 0.11 0.84%

The current 90-days correlation between Ford Motor and General Motors is 0.58 (i.e., Very weak diversification). The correlation of Ford is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.

Ford Correlation With Market

Very weak diversification

The correlation between Ford Motor and DJI is 0.44 (i.e., Very weak diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Ford Motor and DJI in the same portfolio, assuming nothing else is changed.

Build AI portfolio with Ford Stock

Check out Investing Opportunities to better understand how to build diversified portfolios, which includes a position in Ford Motor. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in price.

Moving together with Ford Stock

0.66	TM	Toyota Motor	Pair Corr
0.77	000572	Haima Automobile	Pair Corr
0.62	PBCRF	PT Bank Central	Pair Corr
0.81	RWEOY	RWE AG PK	Pair Corr
0.76	JPDYY	Japan Display ADR	Pair Corr
0.69	AHFI	Absolute Health	Pair Corr
0.76	AB	AllianceBernstein	Pair Corr
0.77	VWDRY	Vestas Wind Systems	Pair Corr
0.66	WILC	G Willi Food	Pair Corr
0.81	EW	Edwards Lifesciences Corp	Pair Corr
0.64	PCOR	Procore Technologies Sell-off Trend	Pair Corr
0.85	MBGYY	Mercedes Benz Group	Pair Corr
0.81	KO	Coca Cola	Pair Corr
0.8	MMLTF	MMG Limited	Pair Corr

Moving against Ford Stock

0.72	HCMC	Healthier Choices	Pair Corr
0.63	600418	Anhui Jianghuai Auto	Pair Corr
0.59	FLYE	Fly E Group,	Pair Corr
0.53	000625	Chongqing Changan	Pair Corr

Related Correlations Analysis

	GM	JD	ROST	TCOM	DHI	CPRT	GELHY	AZO	RACE	STLA
GM		-0.68	0.85	-0.37	-0.55	-0.82	-0.66	-0.76	-0.63	0.55	GM
JD	-0.68		-0.74	0.57	0.56	0.67	0.86	0.53	0.67	-0.17	JD
ROST	0.85	-0.74		-0.59	-0.45	-0.86	-0.7	-0.6	-0.69	0.56	ROST
TCOM	-0.37	0.57	-0.59		0.5	0.49	0.36	0.52	0.74	-0.33	TCOM
DHI	-0.55	0.56	-0.45	0.5		0.7	0.46	0.85	0.78	-0.34	DHI
CPRT	-0.82	0.67	-0.86	0.49	0.7		0.71	0.73	0.71	-0.57	CPRT
GELHY	-0.66	0.86	-0.7	0.36	0.46	0.71		0.46	0.48	-0.04	GELHY
AZO	-0.76	0.53	-0.6	0.52	0.85	0.73	0.46		0.77	-0.54	AZO
RACE	-0.63	0.67	-0.69	0.74	0.78	0.71	0.48	0.77		-0.48	RACE
STLA	0.55	-0.17	0.56	-0.33	-0.34	-0.57	-0.04	-0.54	-0.48		STLA
	GM	JD	ROST	TCOM	DHI	CPRT	GELHY	AZO	RACE	STLA

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Correlation Matchups

Over a given time period, the two securities move together when the Correlation Coefficient is positive. Conversely, the two assets move in opposite directions when the Correlation Coefficient is negative. Determining your positions' relationship to each other is valuable for analyzing and projecting your portfolio's future expected return and risk.

High positive correlations

GELHY	+ 0.86	JD
ROST	+ 0.85	GM
AZO	+ 0.85	DHI
RACE	+ 0.78	DHI
RACE	+ 0.77	AZO
RACE	+ 0.74	TCOM

High negative correlations

CPRT	- 0.86	ROST
CPRT	- 0.82	GM
AZO	- 0.76	GM
ROST	- 0.74	JD
GELHY	- 0.7	ROST
RACE	- 0.69	ROST

Risk-Adjusted Indicators

There is a big difference between Ford Stock performing well and Ford Company doing well as a business compared to the competition. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze Ford's multiple risk-adjusted performance indicators across the competitive landscape. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.

	Mean Deviation	Jensen Alpha	Sortino Ratio	Treynor Ratio	Semi Deviation	Expected Shortfall	Potential Upside	Value @Risk	Maximum Drawdown
GM	1.36	0.34	0.25	0.34	1.12	(1.61)	2.83	(1.97)	18.58
JD	1.73	(0.13)	0.00	(0.03)	0.00	0.00	3.40	(2.93)	11.98
ROST	0.91	0.17	0.15	0.25	0.73	(0.96)	2.54	(1.47)	9.16
TCOM	1.01	(0.08)	0.00	(0.03)	0.00	0.00	2.41	(2.63)	8.40
DHI	1.54	(0.24)	0.00	(0.10)	0.00	0.00	3.16	(3.35)	9.43
CPRT	1.01	(0.42)	0.00	(0.90)	0.00	0.00	1.58	(2.80)	6.88
GELHY	1.52	(0.14)	0.00	(0.07)	0.00	0.00	3.30	(3.05)	11.21
AZO	1.00	(0.16)	0.00	(2.35)	0.00	0.00	2.39	(2.47)	6.41
RACE	1.55	(0.40)	0.00	(0.30)	0.00	0.00	2.38	(2.86)	17.91
STLA	2.45	0.27	0.13	0.16	2.83	(2.93)	4.66	(3.91)	18.92

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