Consumer Cyclical / Auto Manufacturers

Ford Motor Company (F)

$16.15
-2.89%
$69.5B
Market Cap
P/E Ratio
1.66
Beta
3.44%
Dividend Yield
Piotroski 2/9Altman Z 0.8 DistressBeneish M 1.35 Flag (> −2.22)ROIC−WACC -12.3%

Quantitative Summary

Deterministic

Below-average fundamentals indicated by Piotroski score of 2/9; Altman Z of 0.8 falls in the academic distress zone. DCF fair value of $148 implies 1117% upside from current prices based on model assumptions. Beneish M-Score of 1.35 exceeds the -2.22 academic threshold — earnings quality may warrant further review.

Generated deterministically from quant metrics and financial statements. Not a recommendation.

Algorithmic Teardown

AI-Generated

The fundamental economics of the company reveal significant distress, characterized by a negative ROIC-WACC spread of -12.2% that indicates value destruction relative to capital costs. This poor return profile is driven by deteriorating operating efficiency rather than leverage; while an equity multiplier of 8.04x suggests high financial gearing, it fails to offset the crushing impact of a -4.4% net margin and sluggish asset turnover of 0.65x. Risk metrics further underscore this fragility, with a Piotroski F-Score of 2/9 signaling severe fundamental weakness and an Altman Z-Score of 0.8 placing the firm in the danger zone for potential bankruptcy, despite a Gross Margin that has stabilized at 0.9%.

Valuation dynamics present a stark divergence between traditional multiples and discounted cash flow models. The current P/E ratio is significantly compressed relative to the sector average of 57.0x, reflecting market skepticism about future earnings power given the negative growth trajectory implied by a -7.0% decade-long free cash flow projection. However, DCF analysis suggests a theoretical fair value of $153, implying substantial upside potential if long-term profitability assumptions improve; this wide gap highlights the sensitivity of valuation to turnaround expectations rather than current operational reality. The stock exhibits distinct factor characteristics with strong positive exposure to both Value (HML: 0.398) and Robust Margins (RMW: 0.587), yet these factors appear counterintuitive given the negative net margin, suggesting a potential re-rating if profitability metrics reverse course.

Recent insider activity shows $1,934,450 in net buying over the last ninety days, which may signal confidence from management regarding future prospects or asset restructuring plans. The Fama-French Alpha of 23.63% indicates significant outperformance relative to a standard factor model, though this could also reflect idiosyncratic risk rather than sustainable alpha generation. Collectively, these data points depict an investment thesis with high asymmetric potential driven by deep value metrics and insider conviction, but one that carries substantial downside risk due to the company's current inability to generate positive returns on invested capital or free cash flow.

Generated by LLM from quantitative data inputs. May contain inaccuracies. Not investment advice.

DCF Sandbox

Interactive
Market Price
$16.15
Fair Value
$151
Implied Upside
+837.5%
$151IMPLIED FAIR VALUEUNDERVALUEDOVERUNDER
Growth Rate (Y1–5)26%
-10%20%50%
Discount Rate (WACC)7.5%
5%12.5%20%

5-year two-stage DCF. Terminal growth 3%. Default sliders match the pre-computed base case. Drag to explore scenarios. Not investment advice.

Reverse DCFMarket-Implied
-6.4%annual FCF growth priced in at $16.15

The growth rate the market implicitly expects over the next 10 years to justify today's price. Compare with historical growth of 1% YoY revenue.

Sensitivity Matrix

TG ↓ / WACC →6%7.5%9.5%
2%$178$121$81
3%$237$148$94
4%$357$191$111

Center = base case. Green = >10% upside, Red = >10% downside vs $16.15.

Pre-computed DCF: WACC=7.5%, terminal growth 3%. Fair value $148 (+1117.2%). Not investment advice.

Price Chart with Moving Averages

Loading chart...
SMA 50 SMA 200

Technical Setup

AI Generated

Ford Motor Company is currently trading at $13.22, a price point that requires contextual comparison against its moving averages to determine the prevailing trend direction and momentum status. Without specific values for short-term or long-term moving averages provided in the dataset, it remains unclear whether the stock is technically positioned above these benchmarks indicating bullish strength, or below them suggesting potential downward pressure. The absence of Relative Strength Index data further limits the ability to assess current short-term momentum, leaving the immediate velocity of price action undefined based solely on the available figures. In this specific snapshot, the technical landscape presents a neutral state where critical trend indicators are missing from the provided information. Determining if the asset is in an uptrend or downtrend necessitates knowing its relationship to key moving average levels, which has not been disclosed. Similarly, gauging whether short-term momentum is accelerating or decelerating relies on RSI readings that are currently unavailable for analysis. Consequently, any assessment of market direction must remain tentative until additional data regarding these specific technical metrics becomes accessible to complete the picture.

RSI (14)
SMA 50
SMA 200

Quant Health Deep Dive

2/9
Piotroski F-Score
Weak — below-average operational and profitability metrics
0.8
Altman Z-Score
Distress Zone — below 1.8 threshold per academic model. Thresholds: >3 safe, 1.8–3 grey, <1.8 distress.
1.35
Beneish M-Score
Above threshold — earnings quality may warrant further review per Beneish model. Threshold: <-2.22 = below threshold.

Profitability & Value Creation

0.9%
Gross Margin
-4.4%
Net Margin
-4.8%
ROIC
7.5%
WACC
ROIC − WACC Spread: -12.3%— Negative spread.
+1.2%
Revenue Growth (YoY)
-239.2%
Earnings Growth (YoY)
12.5B
Free Cash Flow
24%
FCF Payout Ratio

✅ Conservative payout — room for dividend increases.

DuPont Analysis — ROE Decomposition

Breaking down Return on Equity to see how the company generates its ROE — efficiency, margins, or leverage.

-4.4%
Net Profit Margin
NI ÷ Revenue
×
0.65x
Asset Turnover
Revenue ÷ Assets
×
8.04x
Equity Multiplier
Assets ÷ Equity
=
-22.7%
Return on Equity
⚠️ High equity multiplier — ROE is being amplified by leverage, not operational excellence.

Balance Sheet Health

7.04x
Debt / Equity
1.07x
Current Ratio
-7.9x
Interest Coverage
22.7x
Net Debt / EBITDA
9.49%
FCF Yield
3.6B
EBITDA

Insider Activity (Last 90 Days)

Net Insider Flow
+$2M
Net Buying
1
Buy Transactions
0
Sale Transactions
2026-03-04FIELD JOHN DOUGLASOther610,670 shares
2026-03-04AMEND MICHAEL ROther126,416 shares
2026-03-04WU SHENGPOOther115,256 shares
2026-03-04CROLEY STEVEN POther208,086 shares
2026-03-04HOUSE SHERRY ANNOther132,728 shares

Open-market buys vs sells by company insiders. Source: yfinance.

Earnings Surprise History

Q4
✓ Beat
Est: $0.02
Act: $0.14
+557.0%
Q3
✓ Beat
Est: $0.33
Act: $0.37
+11.1%
Q2
✓ Beat
Est: $0.36
Act: $0.45
+25.4%
Q1
✗ Miss
Est: $0.19
Act: $0.13
-32.9%

EPS estimates vs actuals for the most recent reported quarters. Source: yfinance.

Dividend History

$0.1500
Latest Dividend
$0.75
2025 Total
-3.8%
YoY Growth
Annual Dividends per Share
$0.60
2015
$0.85
2016
$0.65
2017
$0.73
2018
$0.60
2019
$0.15
2020
$0.10
2021
$0.50
2022
$1.25
2023
$0.78
2024
$0.75
2025
$0.30
2026
DateAmountChange
2026-05-12$0.15000.0%
2026-02-13$0.15000.0%
2025-11-07$0.15000.0%
2025-08-11$0.15000.0%
2025-05-12$0.1500-50.0%
2025-02-18$0.3000+100.0%
2024-11-07$0.15000.0%
2024-08-07$0.15000.0%
2024-05-07$0.1500-54.5%
2024-02-15$0.3300+120.0%
2023-10-31$0.15000.0%
2023-07-24$0.15000.0%
Stock Splits
2000-08-03: 1.748175:12000-06-29: 1.040908:11998-04-08: 1.505797:11994-07-06: 2:11988-01-13: 2:11986-06-03: 1.5:11983-12-02: 1.5:11977-06-27: 1.25:1

Dividend and split data from SEC filings and market data. Amounts are per share, not adjusted for splits. Source: yfinance.

Risk Profile

32.6%
Annual Volatility
0.97
Sharpe (1Y)
-21.9%
Max Drawdown (5Y)

Sharpe = risk-adjusted return (higher is better). Max drawdown = largest peak-to-trough decline. 1,200+ trading days.

Underwater (Drawdown from Peak)

How far below the all-time high the price has been over time. Deeper = more pain for holders.

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Rolling 60-Day Beta vs S&P 500 (VOO)

How the stock's sensitivity to market moves changes over time. β > 1 = more volatile than the market.

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Rolling Beta Market (β = 1.0)

Fama-French 5-Factor Exposure

Academic factor model decomposition — what's really driving this stock's returns.

0.98
Market β
Mkt-RF
+1.005
Size (SMB)
Small-cap tilt
+0.398
Value (HML)
Value tilt
+0.587
Profit (RMW)
Robust
-0.049
Invest (CMA)
Neutral
Alpha (annual): +23.63%
R²: 41.7%of variance explained by 5 factors

Fama-French 5-Factor Model. Data: Kenneth French Data Library. Regression over 3 years of daily returns.

Fundamentals

9.5
Forward P/E
8.48
PEG Ratio
1.86
Price/Book
60M
Avg Volume
$17.78
52W High
$9.88
52W Low
79%
52W Range Position

Passive Flow Attribution

ETF Draft Effect
$9.1B
Tracked Passive Exposure
8
ETFs Holding F
0.14%
Avg Weight in ETFs
$6.4T
Total ETF AUM

When investors buy or sell ETFs like DVY or SCHD, the fund manager is mechanically forced to buy or sell F shares regardless of Ford Motor Company's individual fundamentals. We estimate $9.1B of passive capital is structurally linked to F through 8 tracked ETFs. This substantial passive exposure means that ETF inflows and outflows — not company fundamentals — can dominate daily volume on this stock.

Passive exposure = Σ (ETF AUM × stock weight in ETF) across 8 tracked ETFs. Actual passive ownership is larger (includes mutual funds). Not investment advice.

ETF Contagion Visualizer

Simulate a price drop in Ford Motor Company to visualize passive redemption contagion across ETFs and collateral stocks.

F Shock
-0%
Est. Passive Redemption
$0
Systemic Risk
STABLE
FEpicenterVTIETFVOOETFIVVETFAMZNLow RiskTSLALow RiskMOLow RiskVZHigh RiskLMTLow Risk
F Price Drop (%)0

If Ford Motor Company (F) experiences a significant drawdown, ETF redemptions can create collateral selling pressure on co-held stocks. Our model identifies AMAZON.COM INC (AMZN) as the most exposed collateral stock, sharing 1 ETFs with F. This is the "Passive Contagion" effect described in the Inelastic Market Hypothesis.

Contagion model based on shared ETF exposure and constituent weights across 33 tracked ETFs. Estimated selling pressure is a simplified model — actual impact depends on market liquidity, ETF redemption mechanics, and market-maker activity.

F Ownership Dynamics

Passive funds hold 1 in every 5 F shares, reducing daily market volatility.

Ticker
F
Total Shares
3.9B
ETF Lock-Up
18.9%
Display Mode
Total Float Impact
18.9%Locked Float

Ford Motor Company (F) exerts notable gravity on the passive index market, currently representing 2.6% of the iShares Select Dividend ETF (DVY) and 2.0% of the Schwab U.S. Dividend Equity ETF (SCHD). Across 33 tracked ETFs, approximately 741M shares (18.9% of float) are held by passive funds and rarely trade on the open market. This level of passive ownership means index rebalances can create outsized volume events.

Float lock-up computed from 33 ETFs tracked by SecuritiesDB. Actual passive ownership is higher (includes mutual funds, pension funds, etc.).

F Institutional Volume Profile

252-day volume distribution by price level. The Point of Control (POC) marks the price where the most institutional volume transacted — an implicit support/resistance floor.

TICKER
F
PRICE
$16.15
FLOOR (POC)
$11.39
STRENGTH
High
$10$107%$11$117%$11POC 16%$129%$1210%$137%$1312%$1310%$148%$14$15$15$16$16$16$16.15$17$17$18
Focus Zone
Point of Control (POC) Support (below price) Resistance (above price) Current Price

The highest-volume price zone for Ford Motor Company over the past year sits near $11.39 (16% of 252-day volume). The current price of $16.15 trades 41.8% above this institutional floor — a sign of upside momentum, though a pullback to the POC zone is a common reversion target. The highly concentrated volume profile (16% at POC) indicates strong consensus on fair value — institutional participants have repeatedly transacted near this price.

Volume Profile computed from 252 trading days of OHLCV data. Volume allocated to price bins proportionally based on daily high-low range. Not investment advice.

F Capital Efficiency

How efficiently does Ford Motor Company convert operating profits into free cash? The FCF Conversion ratio measures the gap between accounting earnings and real cash generation.

Free Cash Flow
$12.5B
EBITDA
$3.6B
FCF Conversion
343%
Reinvestment Rate
-243%
343% of EBITDA → Free Cash
0% (cash burn)25% (low)50% (efficient)100% (pure cash)
ROIC
-4.8%
ROIC − WACC Spread
-12.3%

Ford Motor Company converts 343% of its EBITDA into free cash flow, an exceptional conversion rate indicating an asset-light business model with minimal capital reinvestment drag. However, the ROIC-WACC spread is negative (-12.3%), suggesting reinvested capital is destroying shareholder value.

Capital efficiency = Free Cash Flow ÷ EBITDA. Reinvestment = (EBITDA − FCF) ÷ EBITDA. Metrics from latest annual filings. Not investment advice.

Fails-to-Deliver (FTD) History

SEC-reported settlement failures. Elevated FTDs can indicate high short-selling pressure, operational settlement issues, or naked shorting activity.

DateFailed SharesClose PriceNotional Value
2026-05-1474,682$13.57$1.0M
2026-05-111$12.32$12.32
2026-05-041$11.88$11.88
2026-05-01345,187$12.08$4.2M
2026-04-3077,441$12.24$947,877.84
2026-04-2910,640$12.40$131,936
2026-04-281$12.49$12.49
2026-04-242$12.48$24.96
2026-04-232$12.63$25.26
2026-04-21178$12.87$2,290.86
2026-04-2014,930$12.87$192,149.1
2026-04-16142$12.71$1,804.82
2026-04-1536$12.71$457.56
2026-04-14174$12.16$2,115.84
2026-04-137,300$12.13$88,549
2026-04-07100$11.61$1,161
2026-04-0612,018$11.60$139,408.8
2026-03-25390$11.84$4,617.6
2026-03-241,312$11.76$15,429.12
2026-03-231$11.52$11.52
2026-03-18467,886$11.94$5.6M
2026-03-17538,051$11.71$6.3M
2026-03-13703,000$12.04$8.5M
2026-03-11190,551$12.24$2.3M
2026-03-105,599$12.19$68,251.81
2026-02-27223,891$14.41$3.2M
2026-02-26480$14.43$6,926.4
2026-02-253,600$14.20$51,120
2026-02-232,600$14.01$36,426
2026-02-1947,087$13.85$652,154.95

Source: SEC Regulation SHO FTD data. Data is reported with a ~30 day delay. High FTD quantities relative to average daily volume may indicate settlement stress.

Price Correlations

Statistical correlation of daily returns with other stocks. High correlations indicate stocks that move together; negative correlations can offer diversification.

Peer252-Day (1Y)126-Day (6M)Direction
WTGXXNaNNaN
GM0.6330.643Moderate
ALV0.5450.505Moderate
APTV0.5190.477Moderate
CFG0.5140.497Moderate
SWK0.4960.465Moderate
COLB0.4920.432Moderate
PCAR0.4890.485Moderate
ONB0.4870.434Moderate
FDX0.4820.407Moderate

Pearson correlation of daily log returns. 252d ≈ 1 trading year. Computed from price history. Not investment advice.

Compare F to Peers

Quant metrics computed deterministically from financial statements and price data. Updated: 2026-06-02.

SecuritiesDB provides programmatic data aggregation for informational purposes only. None of the metrics, summaries, or algorithmic flags constitute a recommendation to buy or sell any security.