Ford Motor Company (F)
Ford Motor Company Beta: 2.372
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F Beta Range, Past 5 Years
| Minimum | 1.688 | Feb 2009 |
| Maximum | 2.901 | Apr 2009 |
| Average | 2.469 |
About Beta 60 Month
YCharts calculates the 60 month market beta by regressing stock returns less the risk free rate of returns on the market returns less the risk free rate of return (Market returns come from the S&P 500 Total Returns Index (SPXTR), and the risk free rate is the 4 Week Average T-Bill (Monthly). There must be a minimum of 36 months of stock returns for a company to have its beta calculated.
Beta is a measure of the risk of a stock when it is included in a well-diversified portfolio.
In financial theory, the Capital Asset Pricing Model breaks down expected stock returns into two components. The first is the return that would be expected based on covariance with the movements of the market (for most stocks, when the market as a whole goes up, the price of the stock will also go up). The second part is the increase in the price of a stock that is not explained by the market. The first part - covariance with the market - is what Beta captures.
When Beta is positive, the stock price tends to move in the same direction as the market, and the magnitude of Beta tells by how much. If a stock's Beta is greater than 1, that means that when the market index goes up 1%, we expect the stock will go up by more than 1%. On the contrary, if the market goes down by 1%, we expect the stock to go down by more than 1%. Negative Betas, while rare, signify a negative correlation. When the market goes up, we would expect the stock price to go down.
For readers with a background in regression analysis, Beta is the slope of the linear regression shown in the formula below, where Returns are the return on an individual stock or portfolio, Rf is the risk free rate, RMarket is the return on a market portfolio, and e is an error term.
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F News
about an hour ago by viper23325
about 2 hours ago by Mallard
about 3 hours ago by studatnu
about 3 hours ago by retail_guru
about 4 hours ago by reebok77
about 4 hours ago by reebok77
about 9 hours ago by bradloncar
about a day ago by bradloncar
about 4 days ago by STNet
about 5 days ago by mainepilot
May 24, 4:37PM Street Insider
about 5 days ago by ClutchCapital
about 5 days ago by theharper
about 5 days ago by ToddSullivan
May 23, 1:30PM Street Insider
May 23, 12:10PM Street Insider
May 22, 4:15PM Benzinga
May 22, 3:48PM Street Insider
May 22, 8:43AM Street Insider
May 17, 7:00PM PR Newswire
May 17, 12:01AM PR Newswire
Recent Quotes
| Symbol | Price | Chg | Chg % | Market Cap |
|---|---|---|---|---|
| F | 10.84 | +0.24 | +2.26% | 40.29B |
| EZY | 42.07 | +0.14 | +0.33% | |
| EZPW | 24.67 | +0.59 | +2.45% | 1.142B |
| EZM | 55.99 | +0.50 | +0.90% | |
| EZCH | 37.45 | +0.38 | +1.03% | 1.003B |
| EZA | 63.37 | +1.38 | +2.23% | |
| EXXI | 31.81 | +1.20 | +3.92% | 2.342B |
| EXTR | 3.715 | +0.14 | +3.77% | 335.66M |
| EWK | 11.08 | +0.03 | +0.27% | |
| EWJ | 8.925 | +0.12 | +1.31% |
