Aqr Small Cap Fund Market Value

QSMNX Fund  USD 16.67  0.52  3.03%   
Aqr Small's market value is the price at which a share of Aqr Small trades on a public exchange. It measures the collective expectations of Aqr Small Cap investors about its performance. Aqr Small is trading at 16.67 as of the 21st of February 2025; that is 3.03% down since the beginning of the trading day. The fund's open price was 17.19.
With this module, you can estimate the performance of a buy and hold strategy of Aqr Small Cap and determine expected loss or profit from investing in Aqr Small over a given investment horizon. Check out Aqr Small Correlation, Aqr Small Volatility and Aqr Small Alpha and Beta module to complement your research on Aqr Small.
Symbol

Please note, there is a significant difference between Aqr Small's value and its price as these two are different measures arrived at by different means. Investors typically determine if Aqr Small is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Aqr Small'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 Small '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 Small'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 Small.
0.00
12/23/2024
No Change 0.00  0.0 
In 2 months and 2 days
02/21/2025
0.00
If you would invest  0.00  in Aqr Small on December 23, 2024 and sell it all today you would earn a total of 0.00 from holding Aqr Small Cap or generate 0.0% return on investment in Aqr Small over 60 days. Aqr Small is related to or competes with Us Government, Old Westbury, Us Government, Bbh Intermediate, and Federated Muni. The fund pursues its investment objective by investing, under normal market conditions, at least 80 percent of its net a... More

Aqr Small 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 Small'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 Small Cap upside and downside potential and time the market with a certain degree of confidence.

Aqr Small Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Aqr Small's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Aqr Small's standard deviation. In reality, there are many statistical measures that can use Aqr Small historical prices to predict the future Aqr Small's volatility.
Hype
Prediction
LowEstimatedHigh
15.3417.1919.04
Details
Intrinsic
Valuation
LowRealHigh
15.7017.5519.40
Details

Aqr Small Cap Backtested Returns

Aqr Small Cap secures Sharpe Ratio (or Efficiency) of -0.16, which signifies that the fund had a -0.16 % return per unit of risk over the last 3 months. Aqr Small Cap exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Aqr Small's Mean Deviation of 1.0, standard deviation of 1.79, and Risk Adjusted Performance of (0.09) to double-check the risk estimate we provide. The fund shows a Beta (market volatility) of 0.0169, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Aqr Small's returns are expected to increase less than the market. However, during the bear market, the loss of holding Aqr Small is expected to be smaller as well.

Auto-correlation

    
  0.07  

Virtually no predictability

Aqr Small Cap has virtually no predictability. Overlapping area represents the amount of predictability between Aqr Small time series from 23rd of December 2024 to 22nd of January 2025 and 22nd of January 2025 to 21st 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 Small Cap price movement. The serial correlation of 0.07 indicates that barely 7.0% of current Aqr Small price fluctuation can be explain by its past prices.
Correlation Coefficient0.07
Spearman Rank Test-0.29
Residual Average0.0
Price Variance0.01
Aqr ReturnsAqr Lagged ReturnsDiversified AwayAqr ReturnsAqr Lagged ReturnsDiversified Away100%

Aqr Small Cap lagged returns against current returns

Autocorrelation, which is Aqr Small 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 Small's mutual fund expected returns. We can calculate the autocorrelation of Aqr Small returns to help us make a trade decision. For example, suppose you find that Aqr Small 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 3.21.15Jan 22Jan 26Jan 30FebFeb 07Feb 11Feb 15Feb 19-5%-4%-3%-2%-1%0%1%2%3% 1
JavaScript chart by amCharts 3.21.15Volume Lagged Volume Prices Lagged Prices
       Timeline  

Aqr Small 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 Small mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Aqr Small 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 Small mutual fund over time.
   Current vs Lagged Prices   
JavaScript chart by amCharts 3.21.15Jan 22Jan 26Jan 30FebFeb 07Feb 11Feb 15Feb 1917.017.117.217.317.417.517.6
JavaScript chart by amCharts 3.21.15Regression Prices Lagged Regression Prices
       Timeline  

Aqr Small Lagged Returns

When evaluating Aqr Small's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Aqr Small mutual fund have on its future price. Aqr Small 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 Small autocorrelation shows the relationship between Aqr Small mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Aqr Small Cap.
   Regressed Prices   
JavaScript chart by amCharts 3.21.15Dec 23Dec 30JanJan 13Jan 20Jan 27FebFeb 10Feb 1716.416.616.817.017.217.417.617.8
JavaScript chart by amCharts 3.21.15Lagged Returns Returns
       Timeline  

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Other Information on Investing in Aqr Mutual Fund

Aqr Small 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 Small security.
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