Aqr Diversified Arbitrage Fund Probability of Future Mutual Fund Price Finishing Under 12.24
| ADANX Fund | USD 12.15 0.02 0.16% |
Aqr |
Aqr Diversified Target Price Odds to finish below 12.24
The tendency of Aqr 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 forecasting. 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 Price | Horizon | Target Price | Odds to stay under $ 12.24 after 90 days |
| 12.15 | 90 days | 12.24 | about 17.88 |
Based on a normal probability distribution, the odds of Aqr Diversified to stay under $ 12.24 after 90 days from now is about 17.88 (This Aqr Diversified Arbitrage probability density function shows the probability of Aqr Mutual Fund to fall within a particular range of prices over 90 days) . Probability of Aqr Diversified Arbitrage price to stay between its current price of $ 12.15 and $ 12.24 at the end of the 90-day period is about 19.36 .
Assuming the 90 days horizon Aqr Diversified has a beta of 0.0663. This suggests as returns on the market go up, Aqr Diversified average returns are expected to increase less than the benchmark. However, during the bear market, the loss on holding Aqr Diversified Arbitrage will be expected to be much smaller as well. Additionally Aqr Diversified Arbitrage has a negative alpha, implying that the risk taken by holding this instrument is not justified. The company is significantly underperforming the Dow Jones Industrial. Aqr Diversified Price Density |
| Price |
Predictive Modules for Aqr Diversified
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 Diversified Arbitrage. 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.Aqr Diversified Risk Indicators
For the most part, the last 10-20 years have been a very volatile time for the stock market. Aqr Diversified is not an exception. The market had few large corrections towards the Aqr Diversified'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 Diversified Arbitrage, one way to have your portfolio be protected is to always look up for changing volatility and market elasticity of Aqr Diversified within the framework of very fundamental risk indicators.α | Alpha over Dow Jones | -0.03 | |
β | Beta against Dow Jones | 0.07 | |
σ | Overall volatility | 0.05 | |
Ir | Information ratio | -0.99 |
Aqr Diversified 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 Diversified for significant developments is a great way to find new opportunities for your next move. Suggestions and notifications for Aqr Diversified Arbitrage 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 Diversified generated a negative expected return over the last 90 days | |
| The fund holds about 24.27% of its assets under management (AUM) in cash |
Aqr Diversified Technical Analysis
Aqr Diversified's future price can be derived by breaking down and analyzing its technical indicators over time. Aqr 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 Diversified Arbitrage. In general, you should focus on analyzing Aqr Mutual Fund price patterns and their correlations with different microeconomic environments and drivers.
Aqr Diversified Predictive Forecast Models
Aqr Diversified's time-series forecasting models is one of many Aqr Diversified's mutual fund analysis techniques aimed to predict future share value based on previously observed values. Time-series forecasting models are 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. This non-stationary Aqr Diversified'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 mutual fund market movement and maximize returns from investment trading.
Things to note about Aqr Diversified Arbitrage
Checking the ongoing alerts about Aqr Diversified for important developments is a great way to find new opportunities for your next move. Our stock alerts and notifications screener for Aqr Diversified Arbitrage help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.
| Aqr Diversified generated a negative expected return over the last 90 days | |
| The fund holds about 24.27% of its assets under management (AUM) in cash |
Other Information on Investing in Aqr Mutual Fund
Aqr Diversified 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 Diversified security.
| Price Transformation Use Price Transformation models to analyze the depth of different equity instruments across global markets | |
| Options Analysis Analyze and evaluate options and option chains as a potential hedge for your portfolios | |
| Portfolio Holdings Check your current holdings and cash postion to detemine if your portfolio needs rebalancing | |
| Portfolio Backtesting Avoid under-diversification and over-optimization by backtesting your portfolios |