Aqr International Defensive Fund Price on May 24, 2024
| ANDIX Fund | USD 14.64 0.12 0.83% |
Below is the normalized historical share price chart for Aqr International Defensive extending back to July 09, 2012. This chart has been adjusted for all splits and dividends and is plotted against all major global economic recessions. As of today, the current price of Aqr International stands at 14.64, as last reported on the 27th of November, with the highest price reaching 14.64 and the lowest price hitting 14.64 during the day.
If you're considering investing in Aqr Mutual Fund, it is important to understand the factors that can impact its price. Aqr International secures Sharpe Ratio (or Efficiency) of -0.11, which signifies that the fund had a -0.11% return per unit of risk over the last 3 months. Aqr International Defensive exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Aqr International's Risk Adjusted Performance of (0.09), standard deviation of 0.6422, and Mean Deviation of 0.5154 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 = -0.1129
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| Negative Returns | ANDIX |
Estimated Market Risk
| 0.65 actual daily | 5 95% of assets are more volatile |
Expected Return
| -0.07 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.11 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Aqr International 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 International by adding Aqr International to a well-diversified portfolio.
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Aqr International Valuation on May 24, 2024
It is possible to determine the worth of Aqr International on a given historical date. On May 24, 2024 Aqr was worth 14.33 at the beginning of the trading date compared to the closed value of 14.33. We use multiple weighted factors in our valuation methodologies to arrive at the intrinsic value of Aqr International mutual fund. Still, in general, we apply an absolute valuation method to find Aqr International'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 International where we calculate exposure to its market risk and evaluate relevant financial multiples and ratios against Aqr International's related companies.
| Open | High | Low | Close | Volume | |
| 14.26 | 14.26 | 14.26 | 14.26 | 1.00 | |
05/24/2024 | 14.33 | 14.33 | 14.33 | 14.33 | 1.00 |
| 14.28 | 14.28 | 14.28 | 14.28 | 1.00 |
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Aqr International Trading Date Momentum on May 24, 2024
| On May 28 2024 Aqr International Defensive was traded for 14.28 at the closing time. The highest daily price throughout the period was 14.28 and the lowest price was 14.28 . There was no trading activity during the period 1.0. Lack of trading volume on 05/28/2024 added to the next day price reduction. The overall trading delta to closing price of the next trading day was 0.35% . The overall trading delta to current closing price is 0.42% . |
Aqr International Fundamentals Correlations and Trends
By evaluating Aqr International'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 International'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 International Mutual Fund history
Aqr International 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 International 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 International stock prices may prove useful in developing a viable investing in Aqr International
The fund pursues a defensive investment style, seeking to provide downside protection with upside potential through active stock selection, risk management and diversification. It pursues its objective by investing, under normal market conditions, at least 80 percent of its net assets in Equity Instruments of International Issuers.
Aqr International Mutual Fund Technical Analysis
Aqr International 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 International Period Price Range
Low | November 27, 2024
| High |
0.00 | 0.00 |
Aqr International Defensive 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 International November 27, 2024 Market Strength
Market strength indicators help investors to evaluate how Aqr International 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 International shares will generate the highest return on investment. By undertsting and applying Aqr International mutual fund market strength indicators, traders can identify Aqr International Defensive entry and exit signals to maximize returns
Aqr International Technical and Predictive Indicators
Predictive indicators are helping investors to find signals for Aqr International'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 | (0.09) | |||
| Jensen Alpha | (0.13) | |||
| Total Risk Alpha | (0.19) | |||
| Treynor Ratio | (0.24) |
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Other Information on Investing in Aqr Mutual Fund
Aqr International 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 International security.
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| Competition Analyzer Analyze and compare many basic indicators for a group of related or unrelated entities |