Aqr Small Cap Fund Technical Analysis
| QSMRX Fund | USD 24.45 0.16 0.66% |
As of the 13th of December 2024, Aqr Small shows the Risk Adjusted Performance of 0.1218, mean deviation of 0.9952, and Downside Deviation of 1.07. In respect to fundamental indicators, the technical analysis model gives you tools to check existing technical drivers of Aqr Small, as well as the relationship between them.
Aqr Small Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as Aqr, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to AqrAqr |
Aqr Small technical mutual fund analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, fund market cycles, or different charting patterns.
Aqr Small Cap Technical Analysis
The output start index for this execution was fifty-two with a total number of output elements of nine. The Average True Range was developed by J. Welles Wilder in 1970s. It is one of components of the Welles Wilder Directional Movement indicators. The ATR is a measure of Aqr Small Cap volatility. High ATR values indicate high volatility, and low values indicate low volatility.
Aqr Small Cap Trend Analysis
Use this graph to draw trend lines for Aqr Small Cap. You can use it to identify possible trend reversals for Aqr Small as well as other signals and approximate when it will take place. Remember, you need at least two touches of the trend line with actual Aqr Small price movement. To start drawing, click on the pencil icon on top-right. To remove the trend, use eraser icon.Aqr Small Best Fit Change Line
The following chart estimates an ordinary least squares regression model for Aqr Small Cap applied against its price change over selected period. The best fit line has a slop of 0.04 , which means Aqr Small Cap will continue generating value for investors. It has 122 observation points and a regression sum of squares at 71.21, which is the sum of squared deviations for the predicted Aqr Small price change compared to its average price change.About Aqr Small Technical Analysis
The technical analysis module can be used to analyzes prices, returns, volume, basic money flow, and other market information and help investors to determine the real value of Aqr Small Cap on a daily or weekly bases. We use both bottom-up as well as top-down valuation methodologies to arrive at the intrinsic value of Aqr Small Cap based on its technical analysis. In general, a bottom-up approach, as applied to this mutual fund, focuses on Aqr Small Cap price pattern first instead of the macroeconomic environment surrounding Aqr Small Cap. By analyzing Aqr Small's financials, daily price indicators, and related drivers such as dividends, momentum ratios, and various types of growth rates, we attempt to find the most accurate representation of Aqr Small's intrinsic value. As compared to a bottom-up approach, our top-down model examines the macroeconomic factors that affect the industry/economy before zooming in to Aqr Small specific price patterns or momentum indicators. Please read more on our technical analysis page.
Aqr Small December 13, 2024 Technical Indicators
Most technical analysis of Aqr help investors determine whether a current trend will continue and, if not, when it will shift. We provide a combination of tools to recognize potential entry and exit points for Aqr from various momentum indicators to cycle indicators. When you analyze Aqr charts, please remember that the event formation may indicate an entry point for a short seller, and look at different other indicators across different periods to confirm that a breakdown or reversion is likely to occur.
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.1218 | |||
| Market Risk Adjusted Performance | 0.7159 | |||
| Mean Deviation | 0.9952 | |||
| Semi Deviation | 0.8487 | |||
| Downside Deviation | 1.07 | |||
| Coefficient Of Variation | 620.01 | |||
| Standard Deviation | 1.34 | |||
| Variance | 1.8 | |||
| Information Ratio | 0.078 | |||
| Jensen Alpha | 0.1768 | |||
| Total Risk Alpha | 0.0184 | |||
| Sortino Ratio | 0.0979 | |||
| Treynor Ratio | 0.7059 | |||
| Maximum Drawdown | 7.93 | |||
| Value At Risk | (1.78) | |||
| Potential Upside | 2.3 | |||
| Downside Variance | 1.14 | |||
| Semi Variance | 0.7204 | |||
| Expected Short fall | (1.21) | |||
| Skewness | 1.19 | |||
| Kurtosis | 3.61 |
Aqr Small Cap One Year Return
Based on the recorded statements, Aqr Small Cap has an One Year Return of 42.0204%. This is 451.34% lower than that of the AQR Funds family and significantly higher than that of the Small Growth category. The one year return for all United States funds is notably lower than that of the firm.
Although One Year Fund Return indicator can give a sense of overall fund short-term potential, it is recommended to look at mid and long term return measure before selecting a particular fund or ETF. The great way to validate fund short-term performance is to compare it with other similar funds or ETFs for the same 12 months interval.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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