Aqr Style Premia Fund Market Value
| QSPIX Fund | USD 9.16 0.01 0.11% |
| Symbol | Aqr |
Aqr Style '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 Style'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 Style.
| 11/29/2025 |
| 02/27/2026 |
If you would invest 0.00 in Aqr Style on November 29, 2025 and sell it all today you would earn a total of 0.00 from holding Aqr Style Premia or generate 0.0% return on investment in Aqr Style over 90 days. Aqr Style is related to or competes with T Rowe, Columbia Select, Champlain Small, Oberweis Small-cap, Independent Franchise, and Pear Tree. The fund pursues its investment objective by aiming to provide exposure to four separate investment styles value, moment... More
Aqr Style 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 Style'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 Style Premia upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.6291 | |||
| Information Ratio | (0.05) | |||
| Maximum Drawdown | 2.68 | |||
| Value At Risk | (0.93) | |||
| Potential Upside | 1.13 |
Aqr Style Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Aqr Style's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Aqr Style's standard deviation. In reality, there are many statistical measures that can use Aqr Style historical prices to predict the future Aqr Style's volatility.| Risk Adjusted Performance | 0.1052 | |||
| Jensen Alpha | 0.0855 | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | (0.05) | |||
| Treynor Ratio | (1.30) |
Aqr Style February 27, 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 | 0.1052 | |||
| Market Risk Adjusted Performance | (1.29) | |||
| Mean Deviation | 0.5014 | |||
| Semi Deviation | 0.4469 | |||
| Downside Deviation | 0.6291 | |||
| Coefficient Of Variation | 709.49 | |||
| Standard Deviation | 0.6292 | |||
| Variance | 0.3959 | |||
| Information Ratio | (0.05) | |||
| Jensen Alpha | 0.0855 | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | (0.05) | |||
| Treynor Ratio | (1.30) | |||
| Maximum Drawdown | 2.68 | |||
| Value At Risk | (0.93) | |||
| Potential Upside | 1.13 | |||
| Downside Variance | 0.3958 | |||
| Semi Variance | 0.1997 | |||
| Expected Short fall | (0.62) | |||
| Skewness | 0.0482 | |||
| Kurtosis | (0.29) |
Aqr Style Premia Backtested Returns
At this stage we consider Aqr Mutual Fund to be very steady. Aqr Style Premia 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. We have found twenty-seven technical indicators for Aqr Style Premia, which you can use to evaluate the volatility of the entity. Please confirm Aqr Style's Downside Deviation of 0.6291, risk adjusted performance of 0.1052, and Mean Deviation of 0.5014 to double-check if the risk estimate we provide is consistent with the expected return of 0.1%. The fund shows a Beta (market volatility) of -0.0605, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Aqr Style are expected to decrease at a much lower rate. During the bear market, Aqr Style is likely to outperform the market.
Auto-correlation | 0.44 |
Average predictability
Aqr Style Premia has average predictability. Overlapping area represents the amount of predictability between Aqr Style time series from 29th of November 2025 to 13th of January 2026 and 13th of January 2026 to 27th 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 Aqr Style Premia price movement. The serial correlation of 0.44 indicates that just about 44.0% of current Aqr Style price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.44 | |
| Spearman Rank Test | 0.41 | |
| Residual Average | 0.0 | |
| Price Variance | 0.05 |
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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 Style 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 Style security.
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