ASMOX Mutual Fund Probability of Future Mutual Fund Price Finishing Over 26.38

ASMOX -  USA Fund  

USD 26.38  0.05  0.19%

Aqr Small's future price is the expected price of Aqr Small instrument. It is based on its current growth rate as well as the projected cash flow expected by the investors. This tool provides a mechanism to make assumptions about the upside potential and downside risk of Aqr Small Cap performance during a given time horizon utilizing its historical volatility.

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Please continue to Aqr Small Backtesting, Portfolio Optimization, Aqr Small Correlation, Aqr Small Hype Analysis, Aqr Small Volatility, Aqr Small History as well as Aqr Small Performance. Please specify Aqr Small time horizon, a valid symbol (red box) and a target price (blue box) you would like Aqr Small odds to be computed.
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Aqr Small Target Price Odds to finish over 26.38

The tendency of ASMOX Mutual Fund price to converge on an average value over time is a known aspect in finance that investors have used since the beginning of the stock market for foresting. However, many studies suggest that some traded equity instruments are consistently mispriced before traders' demand and supply correct the spread. One possible conclusion to this anomaly is that these stocks have additional risk, for which investors demand compensation in the form of extra returns.
Current PriceHorizonTarget PriceOdds to move above the current price in 90 days
 26.38 90 days 26.38  about 44.32
Based on a normal probability distribution, the odds of Aqr Small to move above the current price in 90 days from now is about 44.32 (This Aqr Small Cap probability density function shows the probability of ASMOX Mutual Fund to fall within a particular range of prices over 90 days) .
Assuming the 90 days horizon Aqr Small has a beta of 0.19. This suggests as returns on the market go up, Aqr Small average returns are expected to increase less than the benchmark. However, during the bear market, the loss on holding Aqr Small Cap will be expected to be much smaller as well. Additionally The company has a negative alpha, implying that the risk taken by holding this instrument is not justified. Aqr Small Cap is significantly underperforming DOW.
 Aqr Small Price Density 
      Price 

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 stock or bond market is more a matter of luck rather than a particular technique. Nevertheless, trying to predict the stock 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, frequently view 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. Please use the tools below to analyze the current value of Aqr Small in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
24.8926.3827.87
Details
Intrinsic
Valuation
LowReal ValueHigh
24.8026.2927.78
Details
Naive
Forecast
LowNext ValueHigh
24.8726.3627.85
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
24.7626.2027.65
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Aqr Small. Your research has to be compared to or analyzed against Aqr Small's peers to derive any actionable benefits. When done correctly, Aqr Small's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy towards taking a position in Aqr Small Cap.

Aqr Small Risk Indicators

For the most part, the last 10-20 years have been a very volatile time for the stock market. Aqr Small is not an exception. The market had few large corrections towards the Aqr Small's value, including both sudden drops in prices as well as massive rallies. These swings have made and broken many portfolios. An investor can limit the violent swings in their portfolio by implementing a hedging strategy designed to limit downside losses. If you hold Aqr Small Cap, one way to have your portfolio be protected is to always look up for changing volatility and market elasticity of Aqr Small within the framework of very fundamental risk indicators.
α
Alpha over DOW
-0.04
β
Beta against DOW0.19
σ
Overall volatility
0.70
Ir
Information ratio -0.04

Aqr Small Alerts and Suggestions

In today's market, stock alerts give investors the competitive edge they need to time the market and increase returns. Checking the ongoing alerts of Aqr Small for significant developments is a great way to find new opportunities for your next move. Suggestions and notifications for Aqr Small Cap can help investors quickly react to important events or material changes in technical or fundamental conditions and significant headlines that can affect investment decisions.
Aqr Small Cap generates negative expected return over the last 90 days
The fund holds 96.54% of its assets under management (AUM) in equities

Aqr Small Technical Analysis

Aqr Small's future price can be derived by breaking down and analyzing its technical indicators over time. ASMOX Mutual Fund technical analysis helps investors analyze different prices and returns patterns as well as diagnose historical swings to determine the real value of Aqr Small Cap. In general, you should focus on analyzing ASMOX Mutual Fund price patterns and their correlations with different microeconomic environments and drivers.

Aqr Small Predictive Forecast Models

Aqr Small time-series forecasting models is one of many Aqr Small's mutual fund analysis techniquest aimed to predict future share value based on previously observed values. Time-series forecasting models ae widely used for non-stationary data. Non-stationary data are called the data whose statistical properties e.g. the mean and standard deviation are not constant over time but instead, these metrics vary over time. These non-stationary Aqr Small's historical data is usually called time-series. Some empirical experimentation suggests that the statistical forecasting models outperform the models based exclusively on fundamental analysis to predict the direction of the stock market movement and maximize returns from investment trading.

Things to note about Aqr Small Cap

Checking the ongoing alerts about Aqr Small for important developments is a great way to find new opportunities for your next move. Our stock alerts and notifications screener for Aqr Small Cap help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.

Aqr Small Alerts

Aqr Small Alerts and Suggestions

Aqr Small Cap generates negative expected return over the last 90 days
The fund holds 96.54% of its assets under management (AUM) in equities
Please continue to Aqr Small Backtesting, Portfolio Optimization, Aqr Small Correlation, Aqr Small Hype Analysis, Aqr Small Volatility, Aqr Small History as well as Aqr Small Performance. Note that the Aqr Small Cap information on this page should be used as a complementary analysis to other Aqr Small's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try Global Markets Map module to get a quick overview of global market snapshot using zoomable world map. Drill down to check world indexes.

Complementary Tools for ASMOX Mutual Fund analysis

When running Aqr Small Cap price analysis, check to measure Aqr Small's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Aqr Small is operating at the current time. Most of Aqr Small's value examination focuses on studying past and present price action to predict the probability of Aqr Small's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Aqr Small's price. Additionally, you may evaluate how the addition of Aqr Small to your portfolios can decrease your overall portfolio volatility.
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Please note, there is a significant difference between Aqr Small's value and its price as these two are different measures arrived at by different means. Investors typically determine Aqr Small value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Aqr Small'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.