Amg Fq Tax Managed Fund Market Value
| MFQAX Fund | USD 16.79 0.03 0.18% |
| 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.
| 05/28/2025 |
| 12/24/2025 |
If you would invest 0.00 in Amg Fq on May 28, 2025 and sell it all today you would earn a total of 0.00 from holding Amg Fq Tax Managed or generate 0.0% return on investment in Amg Fq over 210 days. Amg Fq is related to or competes with Riverparkwedgewood, Total Market, Tidal Trust, Westcore Global, Cullen Value, Tcw Servative, and Applied Finance. The investment seeks to provide long-term capital appreciation 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 Tax Managed upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.12) | |||
| Maximum Drawdown | 12.05 | |||
| Value At Risk | (1.18) | |||
| Potential Upside | 0.9804 |
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 | (0.04) | |||
| Jensen Alpha | (0.17) | |||
| Total Risk Alpha | (0.23) | |||
| Treynor Ratio | (0.11) |
Amg Fq Tax Backtested Returns
Amg Fq Tax secures Sharpe Ratio (or Efficiency) of -0.0659, which signifies that the fund had a -0.0659 % return per unit of standard deviation over the last 3 months. Amg Fq Tax Managed exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Amg Fq's risk adjusted performance of (0.04), and Mean Deviation of 0.7608 to double-check the risk estimate we provide. The fund shows a Beta (market volatility) of 1.0, which signifies possible diversification benefits within a given portfolio. Amg Fq returns are very sensitive to returns on the market. As the market goes up or down, Amg Fq is expected to follow.
Auto-correlation | -0.18 |
Insignificant reverse predictability
Amg Fq Tax Managed has insignificant reverse predictability. Overlapping area represents the amount of predictability between Amg Fq time series from 28th of May 2025 to 10th of September 2025 and 10th of September 2025 to 24th of December 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 Amg Fq Tax price movement. The serial correlation of -0.18 indicates that over 18.0% of current Amg Fq price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.18 | |
| Spearman Rank Test | -0.09 | |
| Residual Average | 0.0 | |
| Price Variance | 0.24 |
Amg Fq Tax 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 Tax Managed.
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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