Aqr Small Mutual Fund Forecast - 20 Period Moving Average
| ASMOX Fund | USD 19.60 0.10 0.51% |
The 20 Period Moving Average forecasted value of Aqr Small Cap on the next trading day is expected to be 20.64 with a mean absolute deviation of 0.49 and the sum of the absolute errors of 20.19. Aqr Mutual Fund Forecast is based on your current time horizon. Investors can use this forecasting interface to forecast Aqr Small stock prices and determine the direction of Aqr Small Cap's future trends based on various well-known forecasting models. We recommend always using this module together with an analysis of Aqr Small's historical fundamentals, such as revenue growth or operating cash flow patterns.
Check out Historical Fundamental Analysis of Aqr Small to cross-verify your projections. Aqr |
Most investors in Aqr Small cannot accurately predict what will happen the next trading day because, historically, fund markets tend to be unpredictable and even illogical. Modeling turbulent structures requires applying different statistical methods, techniques, and algorithms to find hidden data structures or patterns within the Aqr Small's time series price data and predict how it will affect future prices. One of these methodologies is forecasting, which interprets Aqr Small's price structures and extracts relationships that further increase the generated results' accuracy.
A commonly used 20-period moving average forecast model for Aqr Small Cap is based on a synthetically constructed Aqr Smalldaily price series in which the value for a trading day is replaced by the mean of that value and the values for 20 of preceding and succeeding time periods. This model is best suited for price series data that changes over time. Aqr Small 20 Period Moving Average Price Forecast For the 20th of April
Given 90 days horizon, the 20 Period Moving Average forecasted value of Aqr Small Cap on the next trading day is expected to be 20.64 with a mean absolute deviation of 0.49, mean absolute percentage error of 0.37, and the sum of the absolute errors of 20.19.Please note that although there have been many attempts to predict Aqr Mutual Fund prices using its time series forecasting, we generally do not recommend using it to place bets in the real market. The most commonly used models for forecasting predictions are the autoregressive models, which specify that Aqr Small's next future price depends linearly on its previous prices and some stochastic term (i.e., imperfectly predictable multiplier).
Aqr Small Mutual Fund Forecast Pattern
| Backtest Aqr Small | Aqr Small Price Prediction | Buy or Sell Advice |
Aqr Small Forecasted Value
In the context of forecasting Aqr Small's Mutual Fund value on the next trading day, we examine the predictive performance of the model to find good statistically significant boundaries of downside and upside scenarios. Aqr Small's downside and upside margins for the forecasting period are 19.32 and 21.97, respectively. We have considered Aqr Small's daily market price to evaluate the above model's predictive performance. Remember, however, there is no scientific proof or empirical evidence that traditional linear or nonlinear forecasting models outperform artificial intelligence and frequency domain models to provide accurate forecasts consistently.
Model Predictive Factors
The below table displays some essential indicators generated by the model showing the 20 Period Moving Average forecasting method's relative quality and the estimations of the prediction error of Aqr Small mutual fund data series using in forecasting. Note that when a statistical model is used to represent Aqr Small mutual fund, the representation will rarely be exact; so some information will be lost using the model to explain the process. AIC estimates the relative amount of information lost by a given model: the less information a model loses, the higher its quality.| AIC | Akaike Information Criteria | 80.3498 |
| Bias | Arithmetic mean of the errors | -0.1548 |
| MAD | Mean absolute deviation | 0.4925 |
| MAPE | Mean absolute percentage error | 0.024 |
| SAE | Sum of the absolute errors | 20.1915 |
Predictive Modules for Aqr Small
There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Aqr Small Cap. Regardless of method or technology, however, to accurately forecast the mutual fund market is more a matter of luck rather than a particular technique. Nevertheless, trying to predict the mutual fund market accurately is still an essential part of the overall investment decision process. Using different forecasting techniques and comparing the results might improve your chances of accuracy even though unexpected events may often change the market sentiment and impact your forecasting results.Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Aqr Small's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Other Forecasting Options for Aqr Small
For every potential investor in Aqr, whether a beginner or expert, Aqr Small's price movement is the inherent factor that sparks whether it is viable to invest in it or hold it better. Aqr Mutual Fund price charts are filled with many 'noises.' These noises can hugely alter the decision one can make regarding investing in Aqr. Basic forecasting techniques help filter out the noise by identifying Aqr Small's price trends.Aqr Small Related Equities
One of the popular trading techniques among algorithmic traders is to use market-neutral strategies where every trade hedges away some risk. Because there are two separate transactions required, even if one position performs unexpectedly, the other equity can make up some of the losses. Below are some of the equities that can be combined with Aqr Small mutual fund to make a market-neutral strategy. Peer analysis of Aqr Small could also be used in its relative valuation, which is a method of valuing Aqr Small by comparing valuation metrics with similar companies.
| Risk & Return | Correlation |
Aqr Small Cap Technical and Predictive Analytics
The mutual fund market is financially volatile. Despite the volatility, there exist limitless possibilities of gaining profits and building passive income portfolios. With the complexity of Aqr Small's price movements, a comprehensive understanding of forecasting methods that an investor can rely on to make the right move is invaluable. These methods predict trends that assist an investor in predicting the movement of Aqr Small's current price.| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
Aqr Small Market Strength Events
Market strength indicators help investors to evaluate how Aqr Small mutual fund reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Aqr Small shares will generate the highest return on investment. By undertsting and applying Aqr Small mutual fund market strength indicators, traders can identify Aqr Small Cap entry and exit signals to maximize returns.
| Daily Balance Of Power | (9,223,372,036,855) | |||
| Rate Of Daily Change | 0.99 | |||
| Day Median Price | 19.6 | |||
| Day Typical Price | 19.6 | |||
| Price Action Indicator | (0.05) | |||
| Period Momentum Indicator | (0.10) |
Aqr Small Risk Indicators
The analysis of Aqr Small's basic risk indicators is one of the essential steps in accurately forecasting its future price. The process involves identifying the amount of risk involved in Aqr Small's investment and either accepting that risk or mitigating it. Along with some essential techniques for forecasting aqr mutual fund prices, we also provide a set of basic risk indicators that can assist in the individual investment decision or help in hedging the risk of your existing portfolios.
| Mean Deviation | 1.09 | |||
| Semi Deviation | 1.36 | |||
| Standard Deviation | 1.33 | |||
| Variance | 1.76 | |||
| Downside Variance | 2.01 | |||
| Semi Variance | 1.85 | |||
| Expected Short fall | (1.09) |
Please note, the risk measures we provide can be used independently or collectively to perform a risk assessment. When comparing two potential investments, we recommend comparing similar equities with homogenous growth potential and valuation from related markets to determine which investment holds the most risk.
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Aqr Small in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Aqr Small's short interest history, or implied volatility extrapolated from Aqr Small options trading.
Pair Trading with Aqr Small
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Aqr Small position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Aqr Small will appreciate offsetting losses from the drop in the long position's value.Moving together with Aqr Mutual Fund
| 0.95 | AMONX | Aqr Large Cap | PairCorr |
| 0.95 | AMOMX | Aqr Large Cap | PairCorr |
| 0.79 | ANDRX | Aqr International | PairCorr |
| 0.79 | ANDNX | Aqr International | PairCorr |
| 0.79 | ANDIX | Aqr International | PairCorr |
The ability to find closely correlated positions to Aqr Small could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Aqr Small when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Aqr Small - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Aqr Small Cap to buy it.
The correlation of Aqr Small is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Aqr Small moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Aqr Small Cap moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Aqr Small can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Check out Historical Fundamental Analysis of Aqr Small to cross-verify your projections. You can also try the Price Ceiling Movement module to calculate and plot Price Ceiling Movement for different equity instruments.