Ford Otomotiv (Turkey) Market Value
| FROTO Stock | TRY 888.50 3.50 0.39% |
| Symbol | Ford |
Ford Otomotiv '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 Otomotiv'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 Otomotiv.
| 01/27/2025 |
| 02/26/2025 |
If you would invest 0.00 in Ford Otomotiv on January 27, 2025 and sell it all today you would earn a total of 0.00 from holding Ford Otomotiv Sanayi or generate 0.0% return on investment in Ford Otomotiv over 30 days. Ford Otomotiv is related to or competes with Eregli Demir, Tofas Turk, Turkiye Petrol, Turkiye Sise, and Arcelik AS. Ford Otomotiv Sanayi A.S. manufactures, assembles, imports, exports, and sells motor vehicles and spare parts in Turkey More
Ford Otomotiv 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 Otomotiv'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 Otomotiv Sanayi upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.13) | |||
| Maximum Drawdown | 7.97 | |||
| Value At Risk | (2.12) | |||
| Potential Upside | 1.9 |
Ford Otomotiv Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Ford Otomotiv's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Ford Otomotiv's standard deviation. In reality, there are many statistical measures that can use Ford Otomotiv historical prices to predict the future Ford Otomotiv's volatility.| Risk Adjusted Performance | (0.08) | |||
| Jensen Alpha | (0.17) | |||
| Total Risk Alpha | (0.18) | |||
| Treynor Ratio | (0.46) |
Ford Otomotiv Sanayi Backtested Returns
Ford Otomotiv Sanayi secures Sharpe Ratio (or Efficiency) of -0.0936, which denotes the company had a -0.0936 % return per unit of risk over the last 3 months. Ford Otomotiv Sanayi exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Ford Otomotiv's Variance of 1.8, mean deviation of 0.9929, and Standard Deviation of 1.34 to check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.37, which means possible diversification benefits within a given portfolio. As returns on the market increase, Ford Otomotiv's returns are expected to increase less than the market. However, during the bear market, the loss of holding Ford Otomotiv is expected to be smaller as well. At this point, Ford Otomotiv Sanayi has a negative expected return of -0.13%. Please make sure to confirm Ford Otomotiv's treynor ratio, kurtosis, as well as the relationship between the Kurtosis and day typical price , to decide if Ford Otomotiv Sanayi performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.6 |
Good reverse predictability
Ford Otomotiv Sanayi has good reverse predictability. Overlapping area represents the amount of predictability between Ford Otomotiv time series from 27th of January 2025 to 11th of February 2025 and 11th of February 2025 to 26th of February 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 Otomotiv Sanayi price movement. The serial correlation of -0.6 indicates that roughly 60.0% of current Ford Otomotiv price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.6 | |
| Spearman Rank Test | -0.42 | |
| Residual Average | 0.0 | |
| Price Variance | 213.05 |
Ford Otomotiv Sanayi lagged returns against current returns
Autocorrelation, which is Ford Otomotiv 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 Otomotiv's stock expected returns. We can calculate the autocorrelation of Ford Otomotiv returns to help us make a trade decision. For example, suppose you find that Ford Otomotiv 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 Otomotiv 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 Otomotiv stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Ford Otomotiv stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Ford Otomotiv stock over time.
Current vs Lagged Prices |
| Timeline |
Ford Otomotiv Lagged Returns
When evaluating Ford Otomotiv's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Ford Otomotiv stock have on its future price. Ford Otomotiv 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 Otomotiv autocorrelation shows the relationship between Ford Otomotiv stock current value and its past values and can show if there is a momentum factor associated with investing in Ford Otomotiv Sanayi.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Other Information on Investing in Ford Stock
Ford Otomotiv financial ratios help investors to determine whether Ford Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Ford with respect to the benefits of owning Ford Otomotiv security.