Ford Stock Alpha and Beta Analysis

F -  USA Stock  

USD 12.50  0.35  2.72%

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Ford Motor. It also helps investors analyze the systematic and unsystematic risks associated with investing in Ford over a specified time horizon. Remember, high Ford's alpha is almost always a sign of good performance; however, a high beta will depend on investors' risk tolerance level and may signal increased volatility and potential future overvaluation.
Please check Ford Backtesting, Ford Valuation, Ford Correlation, Ford Hype Analysis, Ford Volatility, Ford History and analyze Ford Performance.
  
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Please note that although Ford alpha is a measure of relative return and represented here as a single number, it indicates the percentage above or below your selected benchmark (i.e., DOW index.) So in this particular case, Ford did 0.23  worse than the index. Remember, a high alpha is always good. Beta, on the other hand, measures the volatility (or risk) of an investment. It is an indication of Ford Motor stock's relative risk over its benchmark. Ford Motor has a beta of 1.65  . 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.
Ford Enterprise Value over EBITDA is projected to increase slightly based on the last few years of reporting. The past year's Enterprise Value over EBITDA was at 7.43. The current year Tangible Assets Book Value per Share is expected to grow to 67.84, whereas Book Value per Share is forecasted to decline to 10.70.
Alpha is a measure of relative performance on a risk-adjusted basis, while beta measures volatility against the benchmark. The goal is to know if an investor is being compensated for the volatility risk taken. The return on investment might be better than its reference but still not compensate for the assumption of the risk.

Ford Quarterly Book Value per Share

11.224

Share

Ford Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Ford market risk premium is the additional return an investor will receive from holding Ford long position in a well-diversified portfolio. The market premium is part of the Capital Asset Pricing Model (CAPM), which most analysts and investors use to calculate the acceptable rate of return on investment in Ford. At the center of the CAPM is the concept of risk and reward, which is usually communicated by investors using alpha and beta measures. Alpha and beta are two of the key measurements used to evaluate Ford's performance over market.
α-0.23   β1.65
90 days against DJI

Ford expected buy-and-hold returns

Although buy-and-hold investment strategy may not appeal to all investors, it may be used as a good measure of Ford's Buy-and-hold return. Our buy-and-hold chart shows how Ford performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.

Ford Market Price Analysis

Market price analysis indicators help investors to evaluate how Ford stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Ford shares will generate the highest return on investment. By understating and applying Ford stock market price indicators, traders can identify Ford position entry and exit signals to maximize returns.

Ford Return and Market Media

The median price of Ford for the period between Sun, Feb 20, 2022 and Sat, May 21, 2022 is 15.92 with a coefficient of variation of 9.41. The daily time series for the period is distributed with a sample standard deviation of 1.47, arithmetic mean of 15.61, and mean deviation of 1.2. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
      Timeline 
1
Financial Statements03/02/2022
2
Acquisition by John Veihmeyer of 816 shares of Ford subject ...03/03/2022
3
Exercise or conversion by Ashwani Galhotra of 30553 shares o...03/04/2022
4
Exercise or conversion by Catherine OCallaghan of 8519 share...03/08/2022
5
Exercise or conversion by Catherine OCallaghan of 296 shares...03/18/2022
6
Exercise or conversion by Ashwani Galhotra of 64094 shares o...03/22/2022
7
Ford exotic insider transaction detected03/28/2022
8
EPS Estimate03/31/2022
9
Financial Statements04/04/2022
10
Ford Stock Down 10 Percent During Week Of April 4th April 8t...04/08/2022
11
Ford exotic insider transaction detected04/12/2022
12
Netflix Stocks Tumble Is a Warning to Tesla - Barrons04/20/2022
13
Wall Street is worried inflation and supply issues may dent ...04/26/2022
14
EPS Reported04/27/2022
15
Financial Statements05/04/2022
16
UPDATE 1-Ford sells shares in EV maker Rivian for 214 mln - ...05/10/2022
17
Exercise or conversion by Cannis Theodore J of 17023 shares ...05/17/2022

About Ford Beta and Alpha

For many years both, Alpha and Beta indicators are used by professional money managers as critical performance measurement tools across virtually all equity instruments such as Ford or other stocks, funds, and ETFs. Alpha measures the amount that position in Ford Motor has returned in comparison to a selected market index or another relevant benchmark. In other words, Alpha is the excess return on an investment relative to the performance of your selected benchmark. Beta, on the other hand, measures the relative risk of your investment.
 2019 2020 2021 2022 (projected)
Long Term Debt to Equity3.053.61.822.79
Interest Coverage2.392.932.642.94

Ford Upcoming Company Events

As portrayed in its financial statements, the presentation of Ford's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Ford's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Ford's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Ford. Please utilize our Beneish M Score to check the likelihood of Ford's management manipulating its earnings.
Upcoming Quarterly Report3rd of February 2022
Next Financial Report27th of April 2022
Next Fiscal Quarter End31st of December 2021
Next Fiscal Year End3rd of February 2022
Last Quarter Report30th of September 2021
Last Financial Announcement31st of December 2020

Build Portfolio with Ford

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By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations
Please check Ford Backtesting, Ford Valuation, Ford Correlation, Ford Hype Analysis, Ford Volatility, Ford History and analyze 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 Probability Of Bankruptcy module to get analysis of equity chance of financial distress in the next 2 years.

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...