Ford Motor Probability of Target Price

Ford Motor probability of target price tool provides mechanism to make assumptions about upside and downside potential of Ford Motor Co performance during a given time horizon utilizing its historical volatility. Please specify Ford Motor time horizon, a valid symbol (red box) and a target price (blue box) you would like Ford Motor odds to be computed. Additionally see Ford Motor Backtesting, Ford Motor Valuation, Ford Motor Correlation, Ford Motor Hype Analysis, Ford Motor Volatility, Ford Motor History as well as Ford Motor Performance
Investment Horizon     30 Days    Login   to change
Refresh Odds

Odds Analysis

Current PriceHorizonTarget PriceAbove OddsBelow Odds
 12.47 30 days 12.47  about 58.62% about 40.48%
Based on normal probability distribution, the odds of Ford Motor to move above current price in 30 days from now is about 58.62%.
Taking into account the 30 trading days horizon, Ford Motor Co has beta of -0.2383 suggesting as returns on benchmark increase, returns on holding Ford Motor are expected to decrease at a much smaller rate. During bear market, however, Ford Motor Co is likely to outperform the market. Additionally Ford Motor Co has a negative alpha implying that the risk taken by holding this equity is not justified. The company is significantly underperforming NYSE
Odds to move above current price in 30 days
 Ford Motor Price Density 
Current Price   Target Price   
Alpha over NYSE
βBeta against NYSE=(0.24) 
Overall volatility
= 0.14 
 IrInformation ratio =(0.22)