Aqr Risk Balanced Modities Fund Technical Analysis
| ARCIX Fund | USD 8.97 0.08 0.90% |
As of the 12th of December 2024, Aqr Risk shows the Downside Deviation of 0.9387, risk adjusted performance of 0.1063, and Mean Deviation of 0.5795. Aqr Risk Balanced technical analysis gives you the methodology to make use of historical prices and volume patterns to determine a pattern that approximates the direction of the entity's future prices.
Aqr Risk 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 Risk 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 Risk Balanced Technical Analysis
The output start index for this execution was fourteen with a total number of output elements of fourty-seven. 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 Risk Balanced volatility. High ATR values indicate high volatility, and low values indicate low volatility.
Aqr Risk Balanced Trend Analysis
Use this graph to draw trend lines for Aqr Risk Balanced Modities. You can use it to identify possible trend reversals for Aqr Risk 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 Risk price movement. To start drawing, click on the pencil icon on top-right. To remove the trend, use eraser icon.Aqr Risk Best Fit Change Line
The following chart estimates an ordinary least squares regression model for Aqr Risk Balanced Modities applied against its price change over selected period. The best fit line has a slop of 0.0008 , which may suggest that Aqr Risk Balanced Modities market price will keep on failing further. It has 122 observation points and a regression sum of squares at 0.02, which is the sum of squared deviations for the predicted Aqr Risk price change compared to its average price change.About Aqr Risk 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 Risk Balanced Modities 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 Risk Balanced Modities based on its technical analysis. In general, a bottom-up approach, as applied to this mutual fund, focuses on Aqr Risk Balanced price pattern first instead of the macroeconomic environment surrounding Aqr Risk Balanced. By analyzing Aqr Risk'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 Risk'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 Risk specific price patterns or momentum indicators. Please read more on our technical analysis page.
Aqr Risk December 12, 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 | 0.1063 | |||
| Market Risk Adjusted Performance | 0.7417 | |||
| Mean Deviation | 0.5795 | |||
| Semi Deviation | 0.6674 | |||
| Downside Deviation | 0.9387 | |||
| Coefficient Of Variation | 685.36 | |||
| Standard Deviation | 0.7902 | |||
| Variance | 0.6244 | |||
| Information Ratio | (0.01) | |||
| Jensen Alpha | 0.0888 | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | (0.01) | |||
| Treynor Ratio | 0.7317 | |||
| Maximum Drawdown | 3.67 | |||
| Value At Risk | (1.34) | |||
| Potential Upside | 1.48 | |||
| Downside Variance | 0.8812 | |||
| Semi Variance | 0.4454 | |||
| Expected Short fall | (0.58) | |||
| Skewness | (0.37) | |||
| Kurtosis | 0.4012 |
Aqr Risk Balanced One Year Return
Based on the recorded statements, Aqr Risk Balanced Modities has an One Year Return of 8.5731%. This is 171.68% lower than that of the AQR Funds family and significantly higher than that of the Commodities Broad Basket 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 Risk 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 Risk security.
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