Aqr Large Cap Fund Market Value

AMOMX Fund  USD 22.13  0.17  0.77%   
Aqr Large's market value is the price at which a share of Aqr Large trades on a public exchange. It measures the collective expectations of Aqr Large Cap investors about its performance. Aqr Large is trading at 22.13 as of the 27th of February 2025; that is 0.77 percent increase since the beginning of the trading day. The fund's open price was 21.96.
With this module, you can estimate the performance of a buy and hold strategy of Aqr Large Cap and determine expected loss or profit from investing in Aqr Large over a given investment horizon. Check out Aqr Large Correlation, Aqr Large Volatility and Aqr Large Alpha and Beta module to complement your research on Aqr Large.
Symbol

Please note, there is a significant difference between Aqr Large's value and its price as these two are different measures arrived at by different means. Investors typically determine if Aqr Large is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Aqr Large's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.

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.
0.00
01/28/2025
No Change 0.00  0.0 
In 31 days
02/27/2025
0.00
If you would invest  0.00  in Aqr Large on January 28, 2025 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 30 days. Aqr Large is related to or competes with Nuveen Small, Transamerica International, United Kingdom, Ab Small, Ashmore Emerging, Small Company, and Old Westbury. 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.

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.
Hype
Prediction
LowEstimatedHigh
20.1822.1324.08
Details
Intrinsic
Valuation
LowRealHigh
18.7520.7022.65
Details
Naive
Forecast
LowNextHigh
20.3922.3324.28
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
22.0222.8323.63
Details

Aqr Large Cap Backtested Returns

Aqr Large Cap secures Sharpe Ratio (or Efficiency) of -0.12, which signifies that the fund had a -0.12 % return per unit of risk over the last 3 months. Aqr Large Cap exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Aqr Large's Risk Adjusted Performance of (0.06), mean deviation of 1.03, and Standard Deviation of 1.85 to double-check the risk estimate we provide. The fund shows a Beta (market volatility) of 1.5, which signifies a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Aqr Large will likely underperform.

Auto-correlation

    
  -0.86  

Excellent reverse predictability

Aqr Large Cap has excellent reverse predictability. Overlapping area represents the amount of predictability between Aqr Large time series from 28th of January 2025 to 12th of February 2025 and 12th of February 2025 to 27th of February 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 -0.86 indicates that approximately 86.0% of current Aqr Large price fluctuation can be explain by its past prices.
Correlation Coefficient-0.86
Spearman Rank Test-0.5
Residual Average0.0
Price Variance0.27
Aqr ReturnsAqr Lagged ReturnsDiversified AwayAqr ReturnsAqr Lagged ReturnsDiversified Away100%

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   
JavaScript chart by amCharts 3.21.15Feb 12Feb 14Feb 16Feb 18Feb 20Feb 22Feb 24Feb 26-4%-3%-2%-1%0%1%2% 1
JavaScript chart by amCharts 3.21.15Volume Lagged Volume Prices Lagged Prices
       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   
JavaScript chart by amCharts 3.21.15Feb 12Feb 14Feb 16Feb 18Feb 20Feb 22Feb 24Feb 2622.022.222.422.622.823.023.223.4
JavaScript chart by amCharts 3.21.15Regression Prices Lagged Regression 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   
JavaScript chart by amCharts 3.21.15Jan 28FebFeb 05Feb 09Feb 13Feb 17Feb 21Feb 2522.022.222.422.622.823.023.2
JavaScript chart by amCharts 3.21.15Lagged Returns Returns
       Timeline  

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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.
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