Aqr Large Cap Fund Market Value
| AMOMX Fund | USD 20.36 0.09 0.44% |
| Symbol | Aqr |
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.
| 10/25/2025 |
| 01/23/2026 |
If you would invest 0.00 in Aqr Large on October 25, 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 90 days. Aqr Large is related to or competes with Aqr Small, Aqr Small, and Aqr Small. 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.
| Downside Deviation | 1.19 | |||
| Information Ratio | (0.06) | |||
| Maximum Drawdown | 4.24 | |||
| Value At Risk | (1.96) | |||
| Potential Upside | 1.29 |
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.| Risk Adjusted Performance | 0.0361 | |||
| Jensen Alpha | (0.06) | |||
| Total Risk Alpha | (0.09) | |||
| Sortino Ratio | (0.05) | |||
| Treynor Ratio | 0.0361 |
Aqr Large January 23, 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 | 0.0361 | |||
| Market Risk Adjusted Performance | 0.0461 | |||
| Mean Deviation | 0.7514 | |||
| Semi Deviation | 1.09 | |||
| Downside Deviation | 1.19 | |||
| Coefficient Of Variation | 2195.01 | |||
| Standard Deviation | 0.982 | |||
| Variance | 0.9643 | |||
| Information Ratio | (0.06) | |||
| Jensen Alpha | (0.06) | |||
| Total Risk Alpha | (0.09) | |||
| Sortino Ratio | (0.05) | |||
| Treynor Ratio | 0.0361 | |||
| Maximum Drawdown | 4.24 | |||
| Value At Risk | (1.96) | |||
| Potential Upside | 1.29 | |||
| Downside Variance | 1.42 | |||
| Semi Variance | 1.18 | |||
| Expected Short fall | (0.73) | |||
| Skewness | (0.64) | |||
| Kurtosis | 0.1631 |
Aqr Large Cap Backtested Returns
Aqr Large Cap 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 Large Cap exposes twenty-eight different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Aqr Large's Risk Adjusted Performance of 0.0361, mean deviation of 0.7514, and Downside Deviation of 1.19 to double-check the risk estimate we provide. The fund shows a Beta (market volatility) of 0.96, which signifies possible diversification benefits within a given portfolio. Aqr Large returns are very sensitive to returns on the market. As the market goes up or down, Aqr Large is expected to follow.
Auto-correlation | -0.09 |
Very weak reverse predictability
Aqr Large Cap has very weak reverse predictability. Overlapping area represents the amount of predictability between Aqr Large time series from 25th of October 2025 to 9th of December 2025 and 9th of December 2025 to 23rd of January 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 Large Cap price movement. The serial correlation of -0.09 indicates that less than 9.0% of current Aqr Large price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.09 | |
| Spearman Rank Test | -0.22 | |
| Residual Average | 0.0 | |
| Price Variance | 0.07 |
Also Currently Popular
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 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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