Ford (UK) Market Value
| 0P4F Stock | 11.13 0.02 0.18% |
| Symbol | Ford |
Ford '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'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.
| 04/20/2025 |
| 07/19/2025 |
If you would invest 0.00 in Ford on April 20, 2025 and sell it all today you would earn a total of 0.00 from holding Ford Motor or generate 0.0% return on investment in Ford over 90 days. Ford is related to or competes with Infrastrutture Wireless, Golden Metal, Atalaya Mining, Batm Advanced, Spirent Communications, Mobilezone Holding, and Southern Copper. More
Ford 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'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 Motor upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.66 | |||
| Information Ratio | 0.0807 | |||
| Maximum Drawdown | 8.32 | |||
| Value At Risk | (2.20) | |||
| Potential Upside | 3.37 |
Ford Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Ford's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Ford's standard deviation. In reality, there are many statistical measures that can use Ford historical prices to predict the future Ford's volatility.| Risk Adjusted Performance | 0.1586 | |||
| Jensen Alpha | 0.2517 | |||
| Total Risk Alpha | 0.0318 | |||
| Sortino Ratio | 0.0811 | |||
| Treynor Ratio | 2.56 |
Ford Motor Backtested Returns
Ford appears to be not too volatile, given 3 months investment horizon. Ford Motor secures Sharpe Ratio (or Efficiency) of 0.17, which denotes the company had a 0.17 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Ford Motor, which you can use to evaluate the volatility of the firm. Please utilize Ford's Mean Deviation of 1.23, coefficient of variation of 605.74, and Downside Deviation of 1.66 to check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Ford holds a performance score of 13. The firm shows a Beta (market volatility) of 0.1, which means not very significant fluctuations relative to the market. As returns on the market increase, Ford's returns are expected to increase less than the market. However, during the bear market, the loss of holding Ford is expected to be smaller as well. Please check Ford's coefficient of variation, jensen alpha, sortino ratio, as well as the relationship between the standard deviation and total risk alpha , to make a quick decision on whether Ford's price patterns will revert.
Auto-correlation | 0.47 |
Average predictability
Ford Motor has average predictability. Overlapping area represents the amount of predictability between Ford time series from 20th of April 2025 to 4th of June 2025 and 4th of June 2025 to 19th of July 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 price movement. The serial correlation of 0.47 indicates that about 47.0% of current Ford price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.47 | |
| Spearman Rank Test | 0.52 | |
| Residual Average | 0.0 | |
| Price Variance | 0.33 |
Ford Motor lagged returns against current returns
Autocorrelation, which is Ford 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's stock expected returns. We can calculate the autocorrelation of Ford returns to help us make a trade decision. For example, suppose you find that Ford 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 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 stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Ford stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Ford stock over time.
Current vs Lagged Prices |
| Timeline |
Ford Lagged Returns
When evaluating Ford's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Ford stock have on its future price. Ford 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 autocorrelation shows the relationship between Ford stock current value and its past values and can show if there is a momentum factor associated with investing in Ford Motor.
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 Stock Analysis
When running Ford's price analysis, check to measure Ford'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 is operating at the current time. Most of Ford's value examination focuses on studying past and present price action to predict the probability of Ford'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's price. Additionally, you may evaluate how the addition of Ford to your portfolios can decrease your overall portfolio volatility.