Aqr Large Mutual Fund Forecast - Naive Prediction
| QMORX Fund | USD 20.18 0.09 0.45% |
The Naive Prediction forecasted value of Aqr Large Cap on the next trading day is expected to be 19.60 with a mean absolute deviation of 0.53 and the sum of the absolute errors of 32.95. Aqr Mutual Fund Forecast is based on your current time horizon.
At this time the relative strength index (rsi) of Aqr Large's share price is below 20 indicating that the mutual fund is significantly oversold. The fundamental principle of the Relative Strength Index (RSI) is to quantify the velocity at which market participants are driving the price of a financial instrument upwards or downwards. Momentum 0
Sell Peaked
Oversold | Overbought |
Using Aqr Large hype-based prediction, you can estimate the value of Aqr Large Cap from the perspective of Aqr Large response to recently generated media hype and the effects of current headlines on its competitors.
The Naive Prediction forecasted value of Aqr Large Cap on the next trading day is expected to be 19.60 with a mean absolute deviation of 0.53 and the sum of the absolute errors of 32.95. Aqr Large after-hype prediction price | USD 19.35 |
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 Large 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 Large Naive Prediction Price Forecast For the 24th of January
Given 90 days horizon, the Naive Prediction forecasted value of Aqr Large Cap on the next trading day is expected to be 19.60 with a mean absolute deviation of 0.53, mean absolute percentage error of 0.60, and the sum of the absolute errors of 32.95.Please note that although there have been many attempts to predict Aqr Mutual Fund prices using its time series forecasting, we generally do not recommend 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 Large's next future price depends linearly on its previous prices and some stochastic term (i.e., imperfectly predictable multiplier).
Aqr Large Mutual Fund Forecast Pattern
| Backtest Aqr Large | Aqr Large Price Prediction | Buy or Sell Advice |
Aqr Large Forecasted Value
In the context of forecasting Aqr Large's 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 Large's downside and upside margins for the forecasting period are 15.44 and 23.76, respectively. We have considered Aqr Large's 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 Naive Prediction forecasting method's relative quality and the estimations of the prediction error of Aqr Large mutual fund data series using in forecasting. Note that when a statistical model is used to represent Aqr Large 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 | 119.4344 |
| Bias | Arithmetic mean of the errors | None |
| MAD | Mean absolute deviation | 0.5314 |
| MAPE | Mean absolute percentage error | 0.0322 |
| SAE | Sum of the absolute errors | 32.9493 |
Predictive Modules for Aqr Large
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 Large Cap. 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 Large After-Hype Price Prediction Density Analysis
As far as predicting the price of Aqr Large 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 Large 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 Large, with the unreliable approximations that try to describe financial returns.
Next price density |
| Expected price to next headline |
Aqr Large Estimiated After-Hype Price Volatility
In the context of predicting Aqr Large's mutual fund value on the day after the next significant headline, we show statistically significant boundaries of downside and upside scenarios based on Aqr Large's historical news coverage. Aqr Large's after-hype downside and upside margins for the prediction period are 15.19 and 23.51, respectively. We have considered Aqr Large's 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 outperform traditional linear, nonlinear models or artificial intelligence models to provide accurate predictions consistently.
Current Value
Aqr Large is not too volatile at this time. Analysis and calculation of next after-hype price of Aqr Large Cap is based on 3 months time horizon.
Aqr Large Mutual Fund Price Prediction Analysis
Have you ever been surprised when a price of a Mutual Fund such as Aqr Large is soaring high without any particular reason? This is usually happening because many institutional investors are aggressively trading Aqr Large 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 Large, 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 |
0.56 | 4.16 | 0.83 | 16.29 | 7 Events / Month | 1 Events / Month | In about 7 days |
| Latest traded price | Expected after-news price | Potential return on next major news | Average after-hype volatility | ||
20.18 | 19.35 | 4.11 |
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Aqr Large Hype Timeline
Aqr Large Cap is at this time traded for 20.18. The entity has historical hype elasticity of -0.83, and average elasticity to hype of competition of 16.29. Aqr is projected to decline in value after the next headline, with the price expected to drop to 19.35. The average volatility of media hype impact on the company price is over 100%. The price reduction on the next news is expected to be -4.11%, whereas the daily expected return is at this time at 0.56%. The volatility of related hype on Aqr Large is about 14.3%, with the expected price after the next announcement by competition of 36.47. The company last dividend was issued on the 23rd of December 1970. Assuming the 90 days horizon the next projected press release will be in about 7 days. Check out Historical Fundamental Analysis of Aqr Large to cross-verify your projections.Aqr Large Related Hype Analysis
Having access to credible news sources related to Aqr Large's direct competition is more important than ever and may enhance your ability to predict Aqr Large's future price movements. Getting to know how Aqr Large's 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 Large may potentially react to the hype associated with one of its peers.
| HypeElasticity | NewsDensity | SemiDeviation | InformationRatio | PotentialUpside | ValueAt Risk | MaximumDrawdown | |||
| BPSCX | Boston Partners Small | 0.11 | 4 per month | 0.50 | 0.13 | 2.30 | (1.34) | 8.31 | |
| ERBAX | Eaton Vance Richard | 0.1 | 1 per month | 0.72 | (0.01) | 1.17 | (1.23) | 3.25 | |
| ERBIX | Eaton Vance Richard | 119.69 | 1 per month | 0.70 | (0.01) | 1.16 | (1.23) | 3.30 | |
| LBHIX | Thrivent High Yield | 0.00 | 0 per month | 0.00 | (0.43) | 0.24 | (0.24) | 0.77 | |
| GWEIX | Amg Gwk Small | 106.75 | 1 per month | 0.59 | 0.14 | 2.18 | (1.29) | 8.99 | |
| BPSIX | Boston Partners Small | 87.24 | 5 per month | 0.66 | 0.05 | 2.25 | (1.35) | 4.02 | |
| PNRAX | Putnam Research Fund | (22.87) | 7 per month | 0.74 | (0.04) | 1.18 | (1.32) | 3.67 | |
| PTTFX | T Rowe Price | 0.00 | 0 per month | 0.15 | (0.49) | 0.36 | (0.24) | 0.72 | |
| WMLIX | Wilmington Large Cap Strategy | (0.11) | 1 per month | 0.52 | 0.09 | 1.20 | (1.22) | 14.86 | |
| PCKAX | Pimco Small Cap | 0.00 | 0 per month | 0.95 | 0.04 | 1.94 | (1.79) | 4.90 |
Other Forecasting Options for Aqr Large
For every potential investor in Aqr, whether a beginner or expert, Aqr Large's 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 Large's price trends.Aqr Large 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 Large mutual fund to make a market-neutral strategy. Peer analysis of Aqr Large could also be used in its relative valuation, which is a method of valuing Aqr Large by comparing valuation metrics with similar companies.
| Risk & Return | Correlation |
Aqr Large Market Strength Events
Market strength indicators help investors to evaluate how Aqr Large 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 Large shares will generate the highest return on investment. By undertsting and applying Aqr Large mutual fund market strength indicators, traders can identify Aqr Large Cap entry and exit signals to maximize returns.
| Daily Balance Of Power | 9.2 T | |||
| Rate Of Daily Change | 1.0 | |||
| Day Median Price | 20.18 | |||
| Day Typical Price | 20.18 | |||
| Price Action Indicator | 0.045 | |||
| Period Momentum Indicator | 0.09 |
Aqr Large Risk Indicators
The analysis of Aqr Large's 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 Large's 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 | 1.25 | |||
| Semi Deviation | 0.4398 | |||
| Standard Deviation | 3.97 | |||
| Variance | 15.75 | |||
| Downside Variance | 1.33 | |||
| Semi Variance | 0.1934 | |||
| Expected Short fall | (1.56) |
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 Large
The number of cover stories for Aqr Large depends on current market conditions and Aqr Large's risk-adjusted performance over time. The coverage that generates the most noise at a given time depends on the prevailing investment theme that Aqr Large 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 Large's 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 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.
| Instant Ratings Determine any equity ratings based on digital recommendations. Macroaxis instant equity ratings are based on combination of fundamental analysis and risk-adjusted market performance | |
| Headlines Timeline Stay connected to all market stories and filter out noise. Drill down to analyze hype elasticity | |
| Equity Valuation Check real value of public entities based on technical and fundamental data | |
| Aroon Oscillator Analyze current equity momentum using Aroon Oscillator and other momentum ratios |