AQR MANAGED Mutual Fund Forward View - Double Exponential Smoothing
| QMHIX Fund | USD 11.14 -0.07 -0.62% |
The Double Exponential Smoothing forecast shown here for AQR MANAGED is reference data produced from its historical price series. The projected value and error measures below serve as reference information. This data is provided for reference and analytical review. The Double Exponential Smoothing output serves as one input among many for analytical review.
The Double Exponential Smoothing forecasted value of Aqr Managed Futures on the next trading day is expected to be 11.16 with a mean absolute deviation of 0.08 and the sum of the absolute errors of 4.99.When Aqr Managed Futures prices exhibit either an increasing or decreasing trend over time, simple exponential smoothing forecasts tend to lag behind observations. Double exponential smoothing is designed to address this type of data series by taking into account any Aqr Managed Futures trend in the prices. So in double exponential smoothing past observations are given exponentially smaller weights as the observations get older. In other words, recent AQR MANAGED observations are given relatively more weight in forecasting than the older observations. This Double Exponential Smoothing reference page for AQR MANAGED presents model-generated projections from historical price data for informational purposes. Double Exponential Smoothing Price Forecast For the 26th of March
Given 90 days horizon, the Double Exponential Smoothing forecasted value of Aqr Managed Futures on the next trading day is expected to be 11.16 with a mean absolute deviation of 0.08 , mean absolute percentage error of 0.01 , and the sum of the absolute errors of 4.99 .Please note that although there have been many attempts to predict AQR Mutual Fund prices using its time series forecasting, we generally do not suggest 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 MANAGED's next future price depends linearly on its previous prices and some stochastic term (i.e., imperfectly predictable multiplier).
Mutual Fund Forecast Pattern
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Forecasted Value
This next-day forecast for Aqr Managed Futures uses model performance to estimate practical downside and upside boundaries rather than a single point target alone. The projected forecast band currently runs from roughly 10.26 on the downside to about 12.06 on the upside.
Model Predictive Factors
The below table displays some essential indicators generated by the model showing the Double Exponential Smoothing forecasting method's relative quality and the estimations of the prediction error of AQR MANAGED mutual fund data series using in forecasting. Note that when a statistical model is used to represent AQR MANAGED 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 | Huge |
| Bias | Arithmetic mean of the errors | -0.0147 |
| MAD | Mean absolute deviation | 0.0847 |
| MAPE | Mean absolute percentage error | 0.008 |
| SAE | Sum of the absolute errors | 4.9944 |
Other Forecasting Options for AQR MANAGED
The distribution of AQR MANAGED's daily returns is typically non-normal, with fatter tails than a Gaussian model predicts. This can reveal hidden support and resistance zones in AQR MANAGED's chart that simple price charts miss. The slope of AQR MANAGED's linear regression channel quantifies trend direction and strength over a chosen lookback period. Divergences between OBV and price can foreshadow trend changes in AQR.AQR MANAGED Related Equities
These firms work in a similar space as AQR MANAGED within the Systematic Trend space and serve as useful points for comparison. Looking at AQR MANAGED's pricing multiples next to these peers shows if the stock trades at a premium or discount. Falling behind peers on key ratios may signal headwinds or execution issues worth looking into. The peer review below gives a clear framework for judging AQR MANAGED's standing among rivals.
| Risk & Return | Correlation |
AQR MANAGED Market Strength Events
Market strength indicators for AQR MANAGED give insight into the mutual fund's responsiveness to broader forces. These indicators are useful for traders seeking optimal timing for positions in Aqr Managed Futures. Market strength analysis for Aqr Managed Futures works best when combined with volume and volatility data. For AQR MANAGED, strength indicators are a practical complement to price and fundamental analysis.
| Rate Of Daily Change | 0.99 | |||
| Day Median Price | 11.14 | |||
| Day Typical Price | 11.14 | |||
| Price Action Indicator | -0.04 | |||
| Period Momentum Indicator | -0.07 |
AQR MANAGED Risk Indicators
A thorough review of AQR MANAGED's risk indicators is an important first step in forecasting its price. Quantifying the risk involved in AQR MANAGED's allows investors to make better decisions about entry, sizing, and hedging. The assessment of AQR MANAGED's risk indicators plays a key role in managing investment exposure. Identifying the magnitude of risk in AQR MANAGED's provides context to choose between accepting or hedging exposure.
| Mean Deviation | 0.7059 | |||
| Semi Deviation | 0.6488 | |||
| Standard Deviation | 0.8836 | |||
| Variance | 0.7807 | |||
| Downside Variance | 1.01 | |||
| Semi Variance | 0.421 | |||
| Expected Short fall | -0.80 |
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.
Story Coverage note for AQR MANAGED
Story coverage around Aqr Managed Futures often expands when market conditions, narrative momentum, or risk-adjusted performance make the security more visible to investors. A disciplined read of coverage separates durable relevance from temporary noise.
Other Macroaxis Stories
Macroaxis story coverage is designed for a broad investing audience that ranges from self-directed traders to advisers, researchers, and institutional market participants. The content is intended to support people who want a more structured path from headline information to portfolio action.