Acr Multi Strategy Quality Fund Market Value

MQRIX Fund  USD 18.00  0.07  0.39%   
Acr Multi's market value is the price at which a share of Acr Multi trades on a public exchange. It measures the collective expectations of Acr Multi Strategy Quality investors about its performance. Acr Multi is trading at 18.00 as of the 24th of July 2025; that is 0.39 percent up since the beginning of the trading day. The fund's open price was 17.93.
With this module, you can estimate the performance of a buy and hold strategy of Acr Multi Strategy Quality and determine expected loss or profit from investing in Acr Multi over a given investment horizon. Check out Acr Multi Correlation, Acr Multi Volatility and Acr Multi Alpha and Beta module to complement your research on Acr Multi.
Symbol

Please note, there is a significant difference between Acr Multi's value and its price as these two are different measures arrived at by different means. Investors typically determine if Acr Multi is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Acr Multi'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.

Acr Multi '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 Acr Multi'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 Acr Multi.
0.00
04/25/2025
No Change 0.00  0.0 
In 2 months and 31 days
07/24/2025
0.00
If you would invest  0.00  in Acr Multi on April 25, 2025 and sell it all today you would earn a total of 0.00 from holding Acr Multi Strategy Quality or generate 0.0% return on investment in Acr Multi over 90 days. Acr Multi is related to or competes with Aqr Sustainable, Nuveen Short, Alpine Ultra, Astor Long/short, Cmg Ultra, Ab Select, and Boston Partners. The fund seeks to preserve capital during periods of economic decline More

Acr Multi 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 Acr Multi'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 Acr Multi Strategy Quality upside and downside potential and time the market with a certain degree of confidence.

Acr Multi Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Acr Multi's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Acr Multi's standard deviation. In reality, there are many statistical measures that can use Acr Multi historical prices to predict the future Acr Multi's volatility.
Hype
Prediction
LowEstimatedHigh
17.3818.0018.62
Details
Intrinsic
Valuation
LowRealHigh
16.2019.2519.87
Details
Naive
Forecast
LowNextHigh
17.0717.6918.31
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
17.0517.6818.32
Details

Acr Multi Strategy Backtested Returns

Acr Multi appears to be very steady, given 3 months investment horizon. Acr Multi Strategy secures Sharpe Ratio (or Efficiency) of 0.31, which signifies that the fund had a 0.31 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Acr Multi Strategy Quality, which you can use to evaluate the volatility of the entity. Please makes use of Acr Multi's Risk Adjusted Performance of 0.2761, downside deviation of 0.6741, and Mean Deviation of 0.4603 to double-check if our risk estimates are consistent with your expectations. The fund shows a Beta (market volatility) of 0.44, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Acr Multi's returns are expected to increase less than the market. However, during the bear market, the loss of holding Acr Multi is expected to be smaller as well.

Auto-correlation

    
  0.96  

Excellent predictability

Acr Multi Strategy Quality has excellent predictability. Overlapping area represents the amount of predictability between Acr Multi time series from 25th of April 2025 to 9th of June 2025 and 9th of June 2025 to 24th of July 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 Acr Multi Strategy price movement. The serial correlation of 0.96 indicates that 96.0% of current Acr Multi price fluctuation can be explain by its past prices.
Correlation Coefficient0.96
Spearman Rank Test0.88
Residual Average0.0
Price Variance0.15

Acr Multi Strategy lagged returns against current returns

Autocorrelation, which is Acr Multi 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 Acr Multi's mutual fund expected returns. We can calculate the autocorrelation of Acr Multi returns to help us make a trade decision. For example, suppose you find that Acr Multi 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  

Acr Multi 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 Acr Multi mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Acr Multi mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Acr Multi mutual fund over time.
   Current vs Lagged Prices   
       Timeline  

Acr Multi Lagged Returns

When evaluating Acr Multi's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Acr Multi mutual fund have on its future price. Acr Multi 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, Acr Multi autocorrelation shows the relationship between Acr Multi mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Acr Multi Strategy Quality.
   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 Acr Mutual Fund

Acr Multi financial ratios help investors to determine whether Acr 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 Acr with respect to the benefits of owning Acr Multi security.
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