Ford Motor Preferred Stock Market Value
| F-PC Preferred Stock | USD 23.33 0.02 0.09% |
| Symbol | Ford |
Ford's Earnings Breakdown by Geography
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 preferred 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.
| 04/04/2024 |
| 06/03/2024 |
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 preferred 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.
| Information Ratio | (0.11) | |||
| Maximum Drawdown | 4.59 | |||
| Value At Risk | (1.49) | |||
| Potential Upside | 0.8725 |
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 | (0.03) | |||
| Jensen Alpha | (0.08) | |||
| Total Risk Alpha | (0.10) | |||
| Treynor Ratio | (0.11) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Ford's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Ford Motor Backtested Returns
Ford Motor secures Sharpe Ratio (or Efficiency) of -0.0688, which denotes the company had a -0.0688% return per unit of risk over the last 3 months. Ford Motor exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Ford's Standard Deviation of 0.8169, variance of 0.6673, and Mean Deviation of 0.5517 to check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.51, which means possible diversification benefits within a given portfolio. 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. Ford Motor has an expected return of -0.0573%. Please make sure to confirm Ford Motor accumulation distribution, day typical price, and the relationship between the skewness and rate of daily change , to decide if Ford Motor performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.64 |
Very good reverse predictability
Ford Motor has very good reverse predictability. Overlapping area represents the amount of predictability between Ford time series from 4th of April 2024 to 4th of May 2024 and 4th of May 2024 to 3rd of June 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 price movement. The serial correlation of -0.64 indicates that roughly 64.0% of current Ford price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.64 | |
| Spearman Rank Test | -0.57 | |
| Residual Average | 0.0 | |
| Price Variance | 0.12 |
Ford Motor lagged returns against current returns
Autocorrelation, which is Ford preferred 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 preferred 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 preferred 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 preferred stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Ford preferred stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Ford preferred 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 preferred 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 preferred 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 |
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.Check out Ford Correlation, Ford Volatility and Ford Alpha and Beta module to complement your research on Ford. You can also try the Stock Screener module to find equities using a custom stock filter or screen asymmetry in trading patterns, price, volume, or investment outlook..
Complementary Tools for Ford Preferred 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.
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Ford technical preferred stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, preferred stock market cycles, or different charting patterns.