Aqr Large Cap Fund Market Value
| AMONX Fund | USD 23.66 0.04 0.17% |
| Symbol | Aqr |
Aqr Large '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 Aqr Large's mutual fund 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 Aqr Large.
| 08/21/2023 |
| 07/11/2025 |
If you would invest 0.00 in Aqr Large on August 21, 2023 and sell it all today you would earn a total of 0.00 from holding Aqr Large Cap or generate 0.0% return on investment in Aqr Large over 690 days. Aqr Large is related to or competes with Mid-cap 15x, Omni Small, Hood River, Lord Abbett, Ab Discovery, Fuller Thaler, and Ashmore Emerging. The fund pursues a momentum investment style by investing primarily in equity or equity-related securities of large-cap ... More
Aqr Large 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 Aqr Large's mutual fund 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 Aqr Large Cap upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.9 | |||
| Information Ratio | 0.0384 | |||
| Maximum Drawdown | 14.39 | |||
| Value At Risk | (2.27) | |||
| Potential Upside | 2.42 |
Aqr Large Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Aqr Large's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Aqr Large's standard deviation. In reality, there are many statistical measures that can use Aqr Large historical prices to predict the future Aqr Large's volatility.| Risk Adjusted Performance | 0.2302 | |||
| Jensen Alpha | 0.3865 | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | 0.0388 | |||
| Treynor Ratio | (0.87) |
Aqr Large Cap Backtested Returns
Aqr Large appears to be very steady, given 3 months investment horizon. Aqr Large Cap secures Sharpe Ratio (or Efficiency) of 0.29, which signifies that the fund had a 0.29 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Aqr Large Cap, which you can use to evaluate the volatility of the entity. Please makes use of Aqr Large's Risk Adjusted Performance of 0.2302, downside deviation of 1.9, and Mean Deviation of 1.06 to double-check if our risk estimates are consistent with your expectations. The fund shows a Beta (market volatility) of -0.35, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Aqr Large are expected to decrease at a much lower rate. During the bear market, Aqr Large is likely to outperform the market.
Auto-correlation | 0.35 |
Below average predictability
Aqr Large Cap has below average predictability. Overlapping area represents the amount of predictability between Aqr Large time series from 21st of August 2023 to 31st of July 2024 and 31st of July 2024 to 11th of July 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 Aqr Large Cap price movement. The serial correlation of 0.35 indicates that nearly 35.0% of current Aqr Large price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.35 | |
| Spearman Rank Test | 0.41 | |
| Residual Average | 0.0 | |
| Price Variance | 1.59 |
Aqr Large Cap lagged returns against current returns
Autocorrelation, which is Aqr Large mutual fund'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 Aqr Large's mutual fund expected returns. We can calculate the autocorrelation of Aqr Large returns to help us make a trade decision. For example, suppose you find that Aqr Large has exhibited high autocorrelation historically, and you observe that the mutual fund 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 |
Aqr Large 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 Aqr Large mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Aqr Large mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Aqr Large mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Aqr Large Lagged Returns
When evaluating Aqr Large's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Aqr Large mutual fund have on its future price. Aqr Large 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, Aqr Large autocorrelation shows the relationship between Aqr Large mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Aqr Large Cap.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in Aqr Mutual Fund
Aqr Large financial ratios help investors to determine whether Aqr Mutual Fund 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 Aqr with respect to the benefits of owning Aqr Large security.
| Portfolio Center All portfolio management and optimization tools to improve performance of your portfolios | |
| Portfolio Holdings Check your current holdings and cash postion to detemine if your portfolio needs rebalancing | |
| Portfolio Backtesting Avoid under-diversification and over-optimization by backtesting your portfolios | |
| Price Exposure Probability Analyze equity upside and downside potential for a given time horizon across multiple markets |