Aqr International Momentum Fund Market Value
| QIORX Fund | USD 17.92 0.17 0.96% |
| Symbol | Aqr |
Aqr International '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 International'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 International.
| 05/14/2025 |
| 08/12/2025 |
If you would invest 0.00 in Aqr International on May 14, 2025 and sell it all today you would earn a total of 0.00 from holding Aqr International Momentum or generate 0.0% return on investment in Aqr International over 90 days. Aqr International is related to or competes with Dodge Cox, Ep Emerging, Siit Emerging, Angel Oak, Ep Emerging, and Jpmorgan Emerging. The fund pursues a momentum investment style by investing primarily in equity or equity-related securities of non-U.S More
Aqr International 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 International'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 International Momentum upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.6701 | |||
| Information Ratio | 0.0477 | |||
| Maximum Drawdown | 3.01 | |||
| Value At Risk | (1.10) | |||
| Potential Upside | 1.24 |
Aqr International Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Aqr International's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Aqr International's standard deviation. In reality, there are many statistical measures that can use Aqr International historical prices to predict the future Aqr International's volatility.| Risk Adjusted Performance | 0.1551 | |||
| Jensen Alpha | 0.129 | |||
| Total Risk Alpha | 0.0441 | |||
| Sortino Ratio | 0.0488 | |||
| Treynor Ratio | (8.86) |
Aqr International Backtested Returns
At this stage we consider Aqr Mutual Fund to be very steady. Aqr International secures Sharpe Ratio (or Efficiency) of 0.22, which signifies that the fund had a 0.22 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Aqr International Momentum, which you can use to evaluate the volatility of the entity. Please confirm Aqr International's Downside Deviation of 0.6701, risk adjusted performance of 0.1551, and Mean Deviation of 0.542 to double-check if the risk estimate we provide is consistent with the expected return of 0.15%. The fund shows a Beta (market volatility) of -0.0144, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Aqr International are expected to decrease at a much lower rate. During the bear market, Aqr International is likely to outperform the market.
Auto-correlation | 0.48 |
Average predictability
Aqr International Momentum has average predictability. Overlapping area represents the amount of predictability between Aqr International time series from 14th of May 2025 to 28th of June 2025 and 28th of June 2025 to 12th of August 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 International price movement. The serial correlation of 0.48 indicates that about 48.0% of current Aqr International price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.48 | |
| Spearman Rank Test | 0.47 | |
| Residual Average | 0.0 | |
| Price Variance | 0.04 |
Aqr International lagged returns against current returns
Autocorrelation, which is Aqr International 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 International's mutual fund expected returns. We can calculate the autocorrelation of Aqr International returns to help us make a trade decision. For example, suppose you find that Aqr International 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 |
Aqr International 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 International mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Aqr International 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 International mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Aqr International Lagged Returns
When evaluating Aqr International's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Aqr International mutual fund have on its future price. Aqr International 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 International autocorrelation shows the relationship between Aqr International mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Aqr International Momentum.
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 Aqr Mutual Fund
Aqr International 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 International security.
| Portfolio Volatility Check portfolio volatility and analyze historical return density to properly model market risk | |
| Money Flow Index Determine momentum by analyzing Money Flow Index and other technical indicators | |
| Aroon Oscillator Analyze current equity momentum using Aroon Oscillator and other momentum ratios | |
| Price Transformation Use Price Transformation models to analyze the depth of different equity instruments across global markets |