Aqr Lse Fusion Fund Key Fundamental Indicators
| QLFNX Fund | 11.53 0.17 1.50% |
As of the 26th of February, Aqr Lse shows the Downside Deviation of 1.04, risk adjusted performance of 0.0307, and Mean Deviation of 0.7034. In respect to fundamental indicators, the technical analysis model gives you tools to check existing technical drivers of Aqr Lse, as well as the relationship between them.
Aqr Lse's financial statements offer valuable quarterly and annual insights to potential investors, highlighting the company's current and historical financial position, overall management performance, and changes in financial standing over time. Key fundamentals influencing Aqr Lse's valuation are provided below:Aqr Lse Fusion does not presently have any fundamental signals for analysis. This module does not cover all equities due to inconsistencies in global equity categorizations. Continue to Equity Screeners to view more equity screening tools. Aqr |
Aqr Lse '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 Lse'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 Lse.
| 11/28/2025 |
| 02/26/2026 |
If you would invest 0.00 in Aqr Lse on November 28, 2025 and sell it all today you would earn a total of 0.00 from holding Aqr Lse Fusion or generate 0.0% return on investment in Aqr Lse over 90 days. Aqr Lse is related to or competes with Aqr Large, Aqr Large, Aqr International, Aqr International, Aqr International, Aqr Long-short, and Aqr Long-short. The fund seeks to provide investors with two different sources of return strategic exposure to equity markets , and the potential gains from a long-short equity portfolio that is designed to be market or beta neutral . More
Aqr Lse 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 Lse'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 Lse Fusion upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.04 | |||
| Information Ratio | (0.08) | |||
| Maximum Drawdown | 4.27 | |||
| Value At Risk | (1.66) | |||
| Potential Upside | 1.5 |
Aqr Lse Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Aqr Lse's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Aqr Lse's standard deviation. In reality, there are many statistical measures that can use Aqr Lse historical prices to predict the future Aqr Lse's volatility.| Risk Adjusted Performance | 0.0307 | |||
| Jensen Alpha | 0.0351 | |||
| Total Risk Alpha | (0.09) | |||
| Sortino Ratio | (0.07) | |||
| Treynor Ratio | (0.23) |
Aqr Lse February 26, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.0307 | |||
| Market Risk Adjusted Performance | (0.22) | |||
| Mean Deviation | 0.7034 | |||
| Semi Deviation | 0.937 | |||
| Downside Deviation | 1.04 | |||
| Coefficient Of Variation | 2646.39 | |||
| Standard Deviation | 0.9182 | |||
| Variance | 0.8431 | |||
| Information Ratio | (0.08) | |||
| Jensen Alpha | 0.0351 | |||
| Total Risk Alpha | (0.09) | |||
| Sortino Ratio | (0.07) | |||
| Treynor Ratio | (0.23) | |||
| Maximum Drawdown | 4.27 | |||
| Value At Risk | (1.66) | |||
| Potential Upside | 1.5 | |||
| Downside Variance | 1.08 | |||
| Semi Variance | 0.878 | |||
| Expected Short fall | (0.74) | |||
| Skewness | (0.46) | |||
| Kurtosis | 0.3277 |
Aqr Lse Fusion Backtested Returns
Aqr Lse Fusion secures Sharpe Ratio (or Efficiency) of close to zero, which signifies that the fund had a close to zero % return per unit of risk over the last 3 months. Aqr Lse Fusion exposes twenty-eight different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Aqr Lse's Mean Deviation of 0.7034, downside deviation of 1.04, and Risk Adjusted Performance of 0.0307 to double-check the risk estimate we provide. The fund shows a Beta (market volatility) of -0.11, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Aqr Lse are expected to decrease at a much lower rate. During the bear market, Aqr Lse is likely to outperform the market.
Auto-correlation | -0.47 |
Modest reverse predictability
Aqr Lse Fusion has modest reverse predictability. Overlapping area represents the amount of predictability between Aqr Lse time series from 28th of November 2025 to 12th of January 2026 and 12th of January 2026 to 26th of February 2026. 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 Lse Fusion price movement. The serial correlation of -0.47 indicates that about 47.0% of current Aqr Lse price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.47 | |
| Spearman Rank Test | -0.4 | |
| Residual Average | 0.0 | |
| Price Variance | 0.03 |
Net Asset is the value used in calculating NAV of a fund. NAV (or Net Asset Value) is computed once a day based on the formula that uses closing prices of all positions in the fund's portfolio.
| Competition |
Based on the recorded statements, Aqr Lse Fusion has a Net Asset of 31.16 M. This is much higher than that of the AQR Funds family and significantly higher than that of the Large Blend category. The net asset for all United States funds is notably lower than that of the firm.
Aqr Net Asset Peer Comparison
Stock peer comparison is one of the most widely used and accepted methods of equity analyses. It analyses Aqr Lse's direct or indirect competition against its Net Asset to detect undervalued stocks with similar characteristics or determine the mutual funds which would be a good addition to a portfolio. Peer analysis of Aqr Lse could also be used in its relative valuation, which is a method of valuing Aqr Lse by comparing valuation metrics of similar companies.Aqr Lse is rated fifth largest fund in net asset among similar funds.
About Aqr Lse Fundamental Analysis
The Macroaxis Fundamental Analysis modules help investors analyze Aqr Lse Fusion's financials across various querterly and yearly statements, indicators and fundamental ratios. We help investors to determine the real value of Aqr Lse using virtually all public information available. We use both quantitative as well as qualitative analysis to arrive at the intrinsic value of Aqr Lse Fusion based on its fundamental data. In general, a quantitative approach, as applied to this mutual fund, focuses on analyzing financial statements comparatively, whereas a qaualitative method uses data that is important to a company's growth but cannot be measured and presented in a numerical way.
Please read more on our fundamental analysis page.The fund seeks to provide investors with two different sources of return strategic exposure to equity markets , and the potential gains from a long-short equity portfolio that is designed to be market or beta neutral .
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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 Lse 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 Lse security.
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