Ford Value At Risk
| F Stock | | | USD 11.60 -0.07 -0.60% |
This module presents the Value At Risk indicator for Ford Motor using available market inputs. Coverage differences may occur across instruments and market segments. Ford has a market cap of 47.24 B, operating margin of -6.69%, current ratio of 1.2. See
Investing Opportunities for additional portfolio context. Portfolio tools allow users to monitor Ford Motor alongside other positions. All values are based on available data and provided as reference information. Broader economic conditions can influence Ford Motor's company valuation — related indicators include
signals in price.
Ford Motor has current Value At Risk of
-3.07. Value At Risk (or VAR) is a statistical technique used to measure the level of financial risk of investment instrument over a specific time frame. It is a widely used measure of the risk of loss on a specific investing instrument.
Value At Risk | = | ER[a] x N | + | (Z-SCORE x STD x SQRT (N)) |
| = | -3.07 | |
| ER[a] | = | Expected return on investing in Ford |
| STD | = | Standard Deviation of Ford |
| N | = | Number of points for the period |
| Z-SCORE | = | Number of standard deviations above or below the mean |
Value At Risk Peers Comparison
Value At Risk Relative To Other Indicators
Ford Motor is rated
below average in value at risk across its competitive set. It is currently under evaluation in maximum drawdown across its competitive set .
Value At Risk is used by risk managers in order to measure and control the level of risk which the firm undertakes. The risk manager job is to ensure that risks are not taken beyond the level at which the firm can absorb the losses of a probable worst outcome. VAR can be defined as the loss level that will not be exceeded with a certain confidence level during a certain period of time.
Compare Ford to Peers
Other Technical Indicators