Amg Fq Tax Managed Fund Market Value
| MFQAX Fund | USD 16.26 0.15 0.93% |
| 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.
| 11/11/2025 |
| 02/09/2026 |
If you would invest 0.00 in Amg Fq on November 11, 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 90 days. Amg Fq is related to or competes with Riverparkwedgewood, Total Market, Exchange Listed, Tidal Trust, Westcore Global, Cullen Value, and Tcw Conservative. The adviser intends to invest in equity securities of a relatively select group of global companies, identified through ... 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.
| Downside Deviation | 0.9133 | |||
| Information Ratio | 0.0235 | |||
| Maximum Drawdown | 12.16 | |||
| Value At Risk | (1.27) | |||
| Potential Upside | 1.43 |
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 | 0.072 | |||
| Jensen Alpha | 0.066 | |||
| Total Risk Alpha | (0.03) | |||
| Sortino Ratio | 0.0383 | |||
| Treynor Ratio | 0.1877 |
Amg Fq February 9, 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 | 0.072 | |||
| Market Risk Adjusted Performance | 0.1977 | |||
| Mean Deviation | 0.7733 | |||
| Semi Deviation | 0.6716 | |||
| Downside Deviation | 0.9133 | |||
| Coefficient Of Variation | 1195.44 | |||
| Standard Deviation | 1.49 | |||
| Variance | 2.22 | |||
| Information Ratio | 0.0235 | |||
| Jensen Alpha | 0.066 | |||
| Total Risk Alpha | (0.03) | |||
| Sortino Ratio | 0.0383 | |||
| Treynor Ratio | 0.1877 | |||
| Maximum Drawdown | 12.16 | |||
| Value At Risk | (1.27) | |||
| Potential Upside | 1.43 | |||
| Downside Variance | 0.8341 | |||
| Semi Variance | 0.451 | |||
| Expected Short fall | (0.84) | |||
| Skewness | 4.77 | |||
| Kurtosis | 31.94 |
Amg Fq Tax Backtested Returns
At this stage we consider Amg Mutual Fund to be very steady. Amg Fq Tax secures Sharpe Ratio (or Efficiency) of 0.0816, which signifies that the fund had a 0.0816 % return per unit of standard deviation over the last 3 months. We have found twenty-seven technical indicators for Amg Fq Tax Managed, which you can use to evaluate the volatility of the entity. Please confirm Amg Fq's mean deviation of 0.7733, and Risk Adjusted Performance of 0.072 to double-check if the risk estimate we provide is consistent with the expected return of 0.12%. The fund shows a Beta (market volatility) of 0.61, 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 | -0.84 |
Excellent reverse predictability
Amg Fq Tax Managed has excellent reverse predictability. Overlapping area represents the amount of predictability between Amg Fq time series from 11th of November 2025 to 26th of December 2025 and 26th of December 2025 to 9th 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 Amg Fq Tax price movement. The serial correlation of -0.84 indicates that around 84.0% of current Amg Fq price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.84 | |
| Spearman Rank Test | -0.24 | |
| Residual Average | 0.0 | |
| Price Variance | 0.09 |
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.
| Share Portfolio Track or share privately all of your investments from the convenience of any device | |
| Commodity Channel Use Commodity Channel Index to analyze current equity momentum | |
| Sync Your Broker Sync your existing holdings, watchlists, positions or portfolios from thousands of online brokerage services, banks, investment account aggregators and robo-advisors. | |
| Companies Directory Evaluate performance of over 100,000 Stocks, Funds, and ETFs against different fundamentals |