Amg Fq Long Short Fund Market Value
| FQUAX Fund | USD 21.79 0.19 0.88% |
| Symbol | Amg |
Amg Fq '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 Amg Fq'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 Amg Fq.
| 08/26/2024 |
| 11/24/2024 |
If you would invest 0.00 in Amg Fq on August 26, 2024 and sell it all today you would earn a total of 0.00 from holding Amg Fq Long Short or generate 0.0% return on investment in Amg Fq over 90 days. Amg Fq is related to or competes with Amg Fq, Aqr Long-short, and Amg Managers. Under normal circumstances, the fund invests at least 80 percent of its net assets, plus the amount of any borrowings fo... More
Amg Fq 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 Amg Fq'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 Amg Fq Long Short upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.5829 | |||
| Information Ratio | 0.0088 | |||
| Maximum Drawdown | 2.98 | |||
| Value At Risk | (0.82) | |||
| Potential Upside | 1.46 |
Amg Fq Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Amg Fq's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Amg Fq's standard deviation. In reality, there are many statistical measures that can use Amg Fq historical prices to predict the future Amg Fq's volatility.| Risk Adjusted Performance | 0.1529 | |||
| Jensen Alpha | 0.0429 | |||
| Total Risk Alpha | 0.0196 | |||
| Sortino Ratio | 0.0103 | |||
| Treynor Ratio | 0.1825 |
Amg Fq Long Backtested Returns
At this stage we consider Amg Mutual Fund to be very steady. Amg Fq Long secures Sharpe Ratio (or Efficiency) of 0.17, which signifies that the fund had a 0.17% return per unit of standard deviation over the last 3 months. We have found twenty-eight technical indicators for Amg Fq Long Short, which you can use to evaluate the volatility of the entity. Please confirm Amg Fq's mean deviation of 0.5182, and Risk Adjusted Performance of 0.1529 to double-check if the risk estimate we provide is consistent with the expected return of 0.11%. The fund shows a Beta (market volatility) of 0.69, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Amg Fq's returns are expected to increase less than the market. However, during the bear market, the loss of holding Amg Fq is expected to be smaller as well.
Auto-correlation | 0.63 |
Good predictability
Amg Fq Long Short has good predictability. Overlapping area represents the amount of predictability between Amg Fq time series from 26th of August 2024 to 10th of October 2024 and 10th of October 2024 to 24th of November 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Amg Fq Long price movement. The serial correlation of 0.63 indicates that roughly 63.0% of current Amg Fq price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.63 | |
| Spearman Rank Test | 0.52 | |
| Residual Average | 0.0 | |
| Price Variance | 0.2 |
Amg Fq Long lagged returns against current returns
Autocorrelation, which is Amg Fq 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 Amg Fq's mutual fund expected returns. We can calculate the autocorrelation of Amg Fq returns to help us make a trade decision. For example, suppose you find that Amg Fq 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 |
| Timeline |
Amg Fq 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 Amg Fq mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Amg Fq mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Amg Fq mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Amg Fq Lagged Returns
When evaluating Amg Fq's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Amg Fq mutual fund have on its future price. Amg Fq 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, Amg Fq autocorrelation shows the relationship between Amg Fq mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Amg Fq Long Short.
Regressed Prices |
| Timeline |
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 Amg Mutual Fund
Amg Fq financial ratios help investors to determine whether Amg 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 Amg with respect to the benefits of owning Amg Fq security.
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