Ford Stock Market Value

F
 Stock
  

USD 11.06  0.14  1.25%   

Ford's market value is the price at which a share of Ford stock trades on a public exchange. It measures the collective expectations of Ford Motor investors about the entity's future performance. With this module, you can estimate the performance of a buy and hold strategy of Ford Motor and determine expected loss or profit from investing in Ford over a given investment horizon. Please check Ford Hype Analysis, Ford Correlation, Ford Valuation, Ford Volatility, as well as analyze Ford Alpha and Beta and Ford Performance.
Symbol
Backtest


Is Ford's industry expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Ford. If investors know Ford will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Ford listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth YOY
-0.25
Market Capitalization
44.7 B
Quarterly Revenue Growth YOY
-0.048
Return On Assets
0.0227
Return On Equity
0.29
The market value of Ford Motor is measured differently than its book value, which is the value of Ford that is recorded on the company's balance sheet. Investors also form their own opinion of Ford's value that differs from its market value or its book value, called intrinsic value, which is Ford's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Ford's market value can be influenced by many factors that don't directly affect Ford's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Ford's value and its price as these two are different measures arrived at by different means. Investors typically determine Ford value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Ford's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.

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.
0.00
03/08/2022
No Change 0.00  0.0 
In 4 months and 1 day
07/06/2022
0.00
If you would invest  0.00  in Ford on March 8, 2022 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 120 days. Ford is related to or competes with Dupont Denemours, Intel Corp, International Business, Omnia Wellness, American Express, Pfizer, and Walmart. Ford Motor Company designs, manufactures, markets, and services a range of Ford trucks, cars, sport utility vehicles, el...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.

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.
Sophisticated investors, who have witnessed many market ups and downs, frequently view 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. Please use the tools below to analyze the current value of Ford in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
7.7210.7313.74
Details
Intrinsic
Valuation
LowReal ValueHigh
9.8614.0217.03
Details
12 Analysts
Consensus
LowTarget PriceHigh
12.0019.0730.00
Details
Earnings
Estimates (5)
LowProjected EPSHigh
1.831.891.96
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Ford. Your research has to be compared to or analyzed against Ford's peers to derive any actionable benefits. When done correctly, Ford's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy towards taking a position in Ford Motor.

Ford Motor Backtested Returns

Ford Motor secures Sharpe Ratio (or Efficiency) of -0.15, which denotes the company had -0.15% of return per unit of risk over the last 3 months. Macroaxis standpoint towards predicting the risk of any stock is to look at both systematic and unsystematic factors of the business, including all available market data and technical indicators. Ford Motor exposes twenty-seven different technical indicators, which can help you to evaluate volatility that cannot be diversified away. Please be advised to confirm Ford Motor coefficient of variation of (493.85), and Mean Deviation of 2.37 to check the risk estimate we provide.
The firm shows a Beta (market volatility) of 1.5723, which means a somewhat significant risk relative to the market. Let's try to break down what Ford's beta means in this case. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Ford will likely underperform. Even though it is essential to pay attention to Ford Motor historical returns, it is always good to be careful when utilizing equity current trending patterns. Our philosophy towards predicting any stock's future performance is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. Ford Motor exposes twenty-seven different technical indicators, which can help you to evaluate its performance. Ford Motor has an expected return of -0.44%. Please be advised to confirm Ford Motor treynor ratio, expected short fall, day median price, as well as the relationship between the potential upside and accumulation distribution to decide if Ford Motor performance from the past will be repeated at some point in the near future.

Auto-correlation

    
  0.66  

Good predictability

Ford Motor has good predictability. Overlapping area represents the amount of predictability between Ford time series from 8th of March 2022 to 7th of May 2022 and 7th of May 2022 to 6th of July 2022. 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 0.66 indicates that around 66.0% of current Ford price fluctuation can be explain by its past prices.
Correlation Coefficient0.66
Spearman Rank Test0.69
Residual Average0.0
Price Variance0.78

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 stock 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 stock movement to match the lagging time series.
 Current and Lagged Values 
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      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 
Share
      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 
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      Timeline 

Ford Investors Sentiment

The influence of Ford's investor sentiment on the probability of its price appreciation or decline could be a good factor in your decision-making process regarding taking a position in Ford. The overall investor sentiment generally increases the direction of a stock movement in a one-year investment horizon. However, the impact of investor sentiment on the entire stock markets does not have a solid backing from leading economists and market statisticians.
Investor biases related to Ford's public news can be used to forecast risks associated with investment in Ford. The trend in average sentiment can be used to explain how an investor holding Ford can time the market purely based on public headlines and social activities around Ford Motor. Please note that most equiteis that are difficult to arbitrage are affected by market sentiment the most.
Ford's market sentiment shows the aggregated news analyzed to detect positive and negative mentions from the text and comments. The data is normalized to provide daily scores for Ford's and other traded tickers. The bigger the bubble, the more accurate is the estimated score. Higher bars for a given day show more participation in the average Ford's news discussions. The higher the estimate score, the more favorable is the investor's outlook on Ford.

Ford Implied Volatility

    
  67.43  
Ford's implied volatility exposes the market's sentiment of Ford Motor stock's possible movements over time. However, it does not forecast the overall direction of its price. In a nutshell, if Ford's implied volatility is high, the market thinks the stock has potential for high price swings in either direction. On the other hand, the low implied volatility suggests that Ford stock will not fluctuate a lot when Ford's options are near their expiration.
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Ford in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Ford's short interest history, or implied volatility extrapolated from Ford options trading.

Current Sentiment - F

Ford Motor Investor Sentiment

Most of Macroaxis users are currently bullish on Ford Motor. What is your opinion about investing in Ford Motor? Are you bullish or bearish?
Bullish
Bearish
98% Bullish
2% Bearish

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Please check Ford Hype Analysis, Ford Correlation, Ford Valuation, Ford Volatility, as well as analyze Ford Alpha and Beta and Ford Performance. Note that the Ford Motor information on this page should be used as a complementary analysis to other Ford's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try Portfolio Anywhere module to track or share privately all of your investments from the convenience of any device.

Complementary Tools for Ford Stock analysis

When running Ford Motor 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 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 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, stock market cycles, or different charting patterns.
A focus of Ford technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Ford trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...