Aqr Ms Mutual Fund Forward View - Simple Regression
| QMFIX Fund | 11.61 0.09 0.78% |
Aqr Mutual Fund outlook is based on your current time horizon.
At this time, The relative strength index (RSI) of Aqr Ms' share price is at 53 indicating that the mutual fund is in nutural position, most likellhy at or near its resistance level. The main idea of RSI analysis is to track how fast people are buying or selling Aqr Ms, making its price go up or down. Momentum 53
Impartial
Oversold | Overbought |
Using Aqr Ms hype-based prediction, you can estimate the value of Aqr Ms Fusion from the perspective of Aqr Ms response to recently generated media hype and the effects of current headlines on its competitors.
The Simple Regression forecasted value of Aqr Ms Fusion on the next trading day is expected to be 11.55 with a mean absolute deviation of 0.10 and the sum of the absolute errors of 6.18. Aqr Ms after-hype prediction price | USD 11.61 |
There is no one specific way to measure market sentiment using hype analysis or a similar predictive technique. This prediction method should be used in combination with more fundamental and traditional techniques such as fund price forecasting, technical analysis, analysts consensus, earnings estimates, and various momentum models.
Aqr |
Aqr Ms Additional Predictive Modules
Most predictive techniques to examine Aqr price help traders to determine how to time the market. We provide a combination of tools to recognize potential entry and exit points for Aqr using various technical indicators. When you analyze Aqr charts, please remember that the event formation may indicate an entry point for a short seller, and look at other indicators across different periods to confirm that a breakdown or reversion is likely to occur.| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
Aqr Ms Simple Regression Price Forecast For the 28th of February
Given 90 days horizon, the Simple Regression forecasted value of Aqr Ms Fusion on the next trading day is expected to be 11.55 with a mean absolute deviation of 0.10, mean absolute percentage error of 0.01, and the sum of the absolute errors of 6.18.Please note that although there have been many attempts to predict Aqr Mutual Fund prices using its time series forecasting, we generally do not suggest using it to place bets in the real market. The most commonly used models for forecasting predictions are the autoregressive models, which specify that Aqr Ms' next future price depends linearly on its previous prices and some stochastic term (i.e., imperfectly predictable multiplier).
Aqr Ms Mutual Fund Forecast Pattern
| Backtest Aqr Ms | Aqr Ms Price Prediction | Research Analysis |
Aqr Ms Forecasted Value
In the context of forecasting Aqr Ms' Mutual Fund value on the next trading day, we examine the predictive performance of the model to find good statistically significant boundaries of downside and upside scenarios. Aqr Ms' downside and upside margins for the forecasting period are 10.76 and 12.33, respectively. We have considered Aqr Ms' daily market price to evaluate the above model's predictive performance. Remember, however, there is no scientific proof or empirical evidence that traditional linear or nonlinear forecasting models outperform artificial intelligence and frequency domain models to provide accurate forecasts consistently.
Model Predictive Factors
The below table displays some essential indicators generated by the model showing the Simple Regression forecasting method's relative quality and the estimations of the prediction error of Aqr Ms mutual fund data series using in forecasting. Note that when a statistical model is used to represent Aqr Ms mutual fund, the representation will rarely be exact; so some information will be lost using the model to explain the process. AIC estimates the relative amount of information lost by a given model: the less information a model loses, the higher its quality.| AIC | Akaike Information Criteria | 113.8705 |
| Bias | Arithmetic mean of the errors | None |
| MAD | Mean absolute deviation | 0.1013 |
| MAPE | Mean absolute percentage error | 0.0088 |
| SAE | Sum of the absolute errors | 6.1805 |
Predictive Modules for Aqr Ms
There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Aqr Ms Fusion. Regardless of method or technology, however, to accurately forecast the mutual fund market is more a matter of luck rather than a particular technique. Nevertheless, trying to predict the mutual fund market accurately is still an essential part of the overall investment decision process. Using different forecasting techniques and comparing the results might improve your chances of accuracy even though unexpected events may often change the market sentiment and impact your forecasting results.Aqr Ms After-Hype Price Density Analysis
As far as predicting the price of Aqr Ms at your current risk attitude, this probability distribution graph shows the chance that the prediction will fall between or within a specific range. We use this chart to confirm that your returns on investing in Aqr Ms or, for that matter, your successful expectations of its future price, cannot be replicated consistently. Please note, a large amount of money has been lost over the years by many investors who confused the symmetrical distributions of Mutual Fund prices, such as prices of Aqr Ms, with the unreliable approximations that try to describe financial returns.
Next price density |
| Expected price to next headline |
Aqr Ms Estimiated After-Hype Price Volatility
In the context of predicting Aqr Ms' mutual fund value on the day after the next significant headline, we show statistically significant boundaries of downside and upside scenarios based on Aqr Ms' historical news coverage. Aqr Ms' after-hype downside and upside margins for the prediction period are 10.82 and 12.40, respectively. We have considered Aqr Ms' daily market price in relation to the headlines to evaluate this method's predictive performance. Remember, however, there is no scientific proof or empirical evidence that news-based prediction models compare with traditional linear, nonlinear models or artificial intelligence models to provide accurate predictions consistently.
Current Value
Aqr Ms is very steady at this time. Analysis and calculation of next after-hype price of Aqr Ms Fusion is based on 3 months time horizon.
Aqr Ms Mutual Fund Price Outlook Analysis
Have you ever been surprised when a price of a Mutual Fund such as Aqr Ms is soaring high without any particular reason? This is usually happening because many institutional investors are aggressively trading Aqr Ms backward and forwards among themselves. Have you ever observed a lot of a particular company's price movement is driven by press releases or news about the company that has nothing to do with actual earnings? Usually, hype to individual companies acts as price momentum. If not enough favorable publicity is forthcoming, the Fund price eventually runs out of speed. So, the rule of thumb here is that as long as this news hype has nothing to do with immediate earnings, you should pay more attention to it. If you see this tendency with Aqr Ms, there might be something going there, and it might present an excellent short sale opportunity.
| Expected Return | Period Volatility | Hype Elasticity | Related Elasticity | News Density | Related Density | Expected Hype |
0.05 | 0.79 | 0.00 | 0.05 | 1 Events / Month | 0 Events / Month | Very soon |
| Latest traded price | Expected after-news price | Potential return on next major news | Average after-hype volatility | |
11.61 | 11.61 | 0.00 |
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Aqr Ms Hype Timeline
Aqr Ms Fusion is at this time traded for 11.61. The entity stock is not elastic to its hype. The average elasticity to hype of competition is -0.05. Aqr is forecasted not to react to the next headline, with the price staying at about the same level, and average media hype impact volatility is over 100%. The immediate return on the next news is forecasted to be very small, whereas the daily expected return is at this time at 0.05%. %. The volatility of related hype on Aqr Ms is about 77.54%, with the expected price after the next announcement by competition of 11.56. The company had not issued any dividends in recent years. Assuming the 90 days horizon the next forecasted press release will be very soon. Check out Historical Fundamental Analysis of Aqr Ms to cross-verify your projections.Aqr Ms Related Hype Analysis
Having access to credible news sources related to Aqr Ms' direct competition is more important than ever and may enhance your ability to predict Aqr Ms' future price movements. Getting to know how Aqr Ms' peers react to changing market sentiment, related social signals, and mainstream news is a great way to find investing opportunities and time the market. The summary table below summarizes the essential lagging indicators that can help you analyze how Aqr Ms may potentially react to the hype associated with one of its peers.
| HypeElasticity | NewsDensity | SemiDeviation | InformationRatio | PotentialUpside | ValueAt Risk | MaximumDrawdown | |||
| AMONX | Aqr Large Cap | (9.07) | 2 per month | 0.00 | 0.13 | 1.42 | (1.67) | 33.19 | |
| AMOMX | Aqr Large Cap | 0.00 | 0 per month | 0.87 | (0.01) | 1.24 | (1.71) | 4.85 | |
| ANDRX | Aqr International Defensive | 0.00 | 0 per month | 0.00 | 0.13 | 1.20 | (0.56) | 3.35 | |
| ANDNX | Aqr International Defensive | (0.1) | 3 per month | 0.00 | 0.13 | 1.14 | (0.59) | 3.43 | |
| ANDIX | Aqr International Defensive | 0.00 | 0 per month | 0.00 | 0.13 | 1.20 | (0.61) | 3.46 | |
| QLENX | Aqr Long Short Equity | 0.00 | 0 per month | 0.32 | (0.1) | 0.85 | (0.69) | 2.30 | |
| QLEIX | Aqr Long Short Equity | 0.00 | 0 per month | 0.32 | (0.09) | 0.85 | (0.71) | 2.33 | |
| QLERX | Aqr Long Short Equity | 0.00 | 0 per month | 0.31 | (0.08) | 0.84 | (0.71) | 2.35 | |
| QMHIX | Aqr Managed Futures | 0.00 | 0 per month | 0.75 | 0.09 | 1.41 | (1.12) | 4.05 |
Other Forecasting Options for Aqr Ms
For every potential investor in Aqr, whether a beginner or expert, Aqr Ms' price movement is the inherent factor that sparks whether it is viable to invest in it or hold it better. Aqr Mutual Fund price charts are filled with many 'noises.' These noises can hugely alter the decision one can make regarding investing in Aqr. Basic forecasting techniques help filter out the noise by identifying Aqr Ms' price trends.Aqr Ms Related Equities
One of the popular trading techniques among algorithmic traders is to use market-neutral strategies where every trade hedges away some risk. Because there are two separate transactions required, even if one position performs unexpectedly, the other equity can make up some of the losses. Below are some of the equities that can be combined with Aqr Ms mutual fund to make a market-neutral strategy. Peer analysis of Aqr Ms could also be used in its relative valuation, which is a method of valuing Aqr Ms by comparing valuation metrics with similar companies.
| Risk & Return | Correlation |
Aqr Ms Market Strength Events
Market strength indicators help investors to evaluate how Aqr Ms mutual fund reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Aqr Ms shares will generate the highest return on investment. By undertsting and applying Aqr Ms mutual fund market strength indicators, traders can identify Aqr Ms Fusion entry and exit signals to maximize returns.
| Daily Balance Of Power | 9.2 T | |||
| Rate Of Daily Change | 1.01 | |||
| Day Median Price | 11.61 | |||
| Day Typical Price | 11.61 | |||
| Price Action Indicator | 0.045 | |||
| Period Momentum Indicator | 0.09 | |||
| Relative Strength Index | 53.2 |
Aqr Ms Risk Indicators
The analysis of Aqr Ms' basic risk indicators is one of the essential steps in accurately forecasting its future price. The process involves identifying the amount of risk involved in Aqr Ms' investment and either accepting that risk or mitigating it. Along with some essential techniques for forecasting aqr mutual fund prices, we also provide a set of basic risk indicators that can assist in the individual investment decision or help in hedging the risk of your existing portfolios.
| Mean Deviation | 0.6113 | |||
| Semi Deviation | 0.7495 | |||
| Standard Deviation | 0.8098 | |||
| Variance | 0.6558 | |||
| Downside Variance | 0.8423 | |||
| Semi Variance | 0.5617 | |||
| Expected Short fall | (0.66) |
Please note, the risk measures we provide can be used independently or collectively to perform a risk assessment. When comparing two potential investments, we recommend comparing similar equities with homogenous growth potential and valuation from related markets to determine which investment holds the most risk.
Story Coverage note for Aqr Ms
The number of cover stories for Aqr Ms depends on current market conditions and Aqr Ms' risk-adjusted performance over time. The coverage that generates the most noise at a given time depends on the prevailing investment theme that Aqr Ms is classified under. However, while its typical story may have numerous social followers, the rapid visibility can also attract short-sellers, who usually are skeptical about Aqr Ms' long-term prospects. So, having above-average coverage will typically attract above-average short interest, leading to significant price volatility.
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Other Information on Investing in Aqr Mutual Fund
Aqr Ms 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 Ms security.
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