Aqr Diversified Arbitrage Fund Price on November 20, 2024
ADAIX Fund | USD 12.19 0.02 0.16% |
If you're considering investing in AQR Mutual Fund, it is important to understand the factors that can impact its price. As of today, the current price of Aqr Diversified stands at 12.19, as last reported on the 25th of November, with the highest price reaching 12.19 and the lowest price hitting 12.19 during the day. Aqr Diversified Arbitrage secures Sharpe Ratio (or Efficiency) of -0.0926, which signifies that the fund had a -0.0926% return per unit of risk over the last 3 months. Aqr Diversified Arbitrage exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Aqr Diversified's Risk Adjusted Performance of (0.11), standard deviation of 0.1503, and Mean Deviation of 0.1098 to double-check the risk estimate we provide.
AQR Mutual Fund price history is provided at the adjusted basis, taking into account all of the recent filings.
AQR |
Sharpe Ratio = -0.0926
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Estimated Market Risk
0.15 actual daily | 1 99% of assets are more volatile |
Expected Return
-0.01 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
-0.09 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Aqr Diversified is not performing at its full potential. However, if added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Aqr Diversified by adding Aqr Diversified to a well-diversified portfolio.
Aqr Diversified Valuation on November 20, 2024
It is possible to determine the worth of Aqr Diversified on a given historical date. On November 20, 2024 AQR was worth 12.16 at the beginning of the trading date compared to the closed value of 12.16. We use multiple weighted factors in our valuation methodologies to arrive at the intrinsic value of Aqr Diversified mutual fund. Still, in general, we apply an absolute valuation method to find Aqr Diversified's value based on its fundamental and technical indicators available within our service. As compared to an absolute model, our relative valuation model uses a comparative analysis of Aqr Diversified where we calculate exposure to its market risk and evaluate relevant financial multiples and ratios against Aqr Diversified's related companies.
Open | High | Low | Close | Volume | |
12.21 | 12.21 | 12.21 | 12.21 | 1.00 | |
11/20/2024 | 12.16 | 12.16 | 12.16 | 12.16 | 1.00 |
12.17 | 12.17 | 12.17 | 12.17 | 1.00 |
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Aqr Diversified Trading Date Momentum on November 20, 2024
On November 21 2024 Aqr Diversified Arbitrage was traded for 12.17 at the closing time. The highest daily price throughout the period was 12.17 and the lowest price was 12.17 . There was no trading activity during the period 1.0. Lack of trading volume on 11/21/2024 added to the next day price jump. The overall trading delta to closing price of the next trading day was 0.08% . The overall trading delta to current closing price is 0.25% . |
Aqr Diversified Arbitrage Fundamentals Correlations and Trends
By evaluating Aqr Diversified's financials over time, investors can gain insight into future company performance. However, you can also analyze the published financial statements to find patterns among Aqr Diversified's main balance sheet or income statement drivers and many other relevant indicators that can statistically be found significantly correlated or uncorrelated. AQR financial account trend analysis is a perfect complement when working with valuation or volatility modules.About Aqr Diversified Mutual Fund history
Aqr Diversified investors dedicate a lot of time and effort to gaining insight into how a market's past behavior relates to its future. Access to timely market data for AQR is vital when making an investment decision, and regardless of whether you use fundamental or technical analysis, your return on investment in Aqr Diversified Arbitrage will depend on recognizing future opportunities and eliminating past mistakes. Historical data analysis is the study of market behavior over a given time. Recorded market-related data such as price, volatility, and volume can be quantified and studied over a defined period. Through a detailed examination of a market's past behavior, traders and investors can gain perspective on the inner workings of that market. The information obtained throughout analyzing Aqr Diversified stock prices may prove useful in developing a viable investing in Aqr Diversified
The fund seeks to outperform, after expenses, the ICE BofAML US 3-Month Treasury Bill Index while seeking to control its tracking risk relative to this benchmark. Aqr Diversified is traded on NASDAQ Exchange in the United States.
Aqr Diversified Mutual Fund Technical Analysis
Aqr Diversified 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.
Price Boundaries
Aqr Diversified Period Price Range
Low | November 25, 2024
| High |
0.00 | 0.00 |
Aqr Diversified Arbitrage cannot be verified against its exchange. Please verify the symbol is currently traded on NMFQS Exchange. If you still believe the symbol you are trying to look up is valid, please let us know, and we will check it as soon as possible.
Aqr Diversified November 25, 2024 Market Strength
Market strength indicators help investors to evaluate how Aqr Diversified 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 Diversified shares will generate the highest return on investment. By undertsting and applying Aqr Diversified mutual fund market strength indicators, traders can identify Aqr Diversified Arbitrage entry and exit signals to maximize returns
Aqr Diversified Technical and Predictive Indicators
Predictive indicators are helping investors to find signals for Aqr Diversified's price direction in advance. Along with the technical and fundamental analysis of AQR Mutual Fund historical price patterns, it is also worthwhile for investors to track various predictive indicators of AQR to make sure they correctly time the market and exploit it's hidden potentials. Even though most predictive indicators are useful for the short-term horizon, it's virtually impossible to predict the unforeseen market. For traders with a short-term horizon, predictive indicators add value when properly applied. Long-term investors, however, may find many predictive indicators less useful.
Risk Adjusted Performance | (0.11) | |||
Jensen Alpha | (0.02) | |||
Total Risk Alpha | (0.05) | |||
Treynor Ratio | (2.92) |
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Volatility Indicators | ||
Volume Indicators |
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.
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