Aqr International Defensive Fund Probability of Future Mutual Fund Price Finishing Over 14.63
| ANDRX Fund | USD 14.63 0.11 0.76% |
AQR |
Aqr International Target Price Odds to finish over 14.63
The tendency of AQR Mutual Fund price to converge on an average value over time is a known aspect in finance that investors have used since the beginning of the stock market for forecasting. However, many studies suggest that some traded equity instruments are consistently mispriced before traders' demand and supply correct the spread. One possible conclusion to this anomaly is that these stocks have additional risk, for which investors demand compensation in the form of extra returns.
| Current Price | Horizon | Target Price | Odds to move above the current price in 90 days |
| 14.63 | 90 days | 14.63 | about 89.44 |
Based on a normal probability distribution, the odds of Aqr International to move above the current price in 90 days from now is about 89.44 (This Aqr International Defensive probability density function shows the probability of AQR Mutual Fund to fall within a particular range of prices over 90 days) .
Assuming the 90 days horizon Aqr International has a beta of 0.35. This suggests as returns on the market go up, Aqr International average returns are expected to increase less than the benchmark. However, during the bear market, the loss on holding Aqr International Defensive will be expected to be much smaller as well. Additionally Aqr International Defensive has a negative alpha, implying that the risk taken by holding this instrument is not justified. The company is significantly underperforming the Dow Jones Industrial. Aqr International Price Density |
| Price |
Predictive Modules for Aqr International
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 International. 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 International Risk Indicators
For the most part, the last 10-20 years have been a very volatile time for the stock market. Aqr International is not an exception. The market had few large corrections towards the Aqr International's value, including both sudden drops in prices as well as massive rallies. These swings have made and broken many portfolios. An investor can limit the violent swings in their portfolio by implementing a hedging strategy designed to limit downside losses. If you hold Aqr International Defensive, one way to have your portfolio be protected is to always look up for changing volatility and market elasticity of Aqr International within the framework of very fundamental risk indicators.α | Alpha over Dow Jones | -0.13 | |
β | Beta against Dow Jones | 0.35 | |
σ | Overall volatility | 0.32 | |
Ir | Information ratio | -0.32 |
Aqr International Alerts and Suggestions
In today's market, stock alerts give investors the competitive edge they need to time the market and increase returns. Checking the ongoing alerts of Aqr International for significant developments is a great way to find new opportunities for your next move. Suggestions and notifications for Aqr International can help investors quickly react to important events or material changes in technical or fundamental conditions and significant headlines that can affect investment decisions.| Aqr International generated a negative expected return over the last 90 days | |
| The fund holds 95.5% of its assets under management (AUM) in equities |
Aqr International Technical Analysis
Aqr International's future price can be derived by breaking down and analyzing its technical indicators over time. AQR Mutual Fund technical analysis helps investors analyze different prices and returns patterns as well as diagnose historical swings to determine the real value of Aqr International Defensive. In general, you should focus on analyzing AQR Mutual Fund price patterns and their correlations with different microeconomic environments and drivers.
Aqr International Predictive Forecast Models
Aqr International's time-series forecasting models is one of many Aqr International's mutual fund analysis techniques aimed to predict future share value based on previously observed values. Time-series forecasting models are widely used for non-stationary data. Non-stationary data are called the data whose statistical properties, e.g., the mean and standard deviation, are not constant over time, but instead, these metrics vary over time. This non-stationary Aqr International's historical data is usually called time series. Some empirical experimentation suggests that the statistical forecasting models outperform the models based exclusively on fundamental analysis to predict the direction of the mutual fund market movement and maximize returns from investment trading.
Things to note about Aqr International
Checking the ongoing alerts about Aqr International for important developments is a great way to find new opportunities for your next move. Our stock alerts and notifications screener for Aqr International help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.
| Aqr International generated a negative expected return over the last 90 days | |
| The fund holds 95.5% of its assets under management (AUM) in equities |
Other Information on Investing in AQR Mutual Fund
Aqr International 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 International security.
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