Aqr Risk Parity Fund Price on September 25, 2024
| AQRIX Fund | USD 10.76 0.06 0.56% |
Below is the normalized historical share price chart for Aqr Risk Parity extending back to September 30, 2010. 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 Risk stands at 10.76, as last reported on the 22nd of November, with the highest price reaching 10.76 and the lowest price hitting 10.76 during the day.
If you're considering investing in Aqr Mutual Fund, it is important to understand the factors that can impact its price. At this stage we consider Aqr Mutual Fund to be very steady. Aqr Risk Parity secures Sharpe Ratio (or Efficiency) of 0.0222, which signifies that the fund had a 0.0222% return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Aqr Risk Parity, which you can use to evaluate the volatility of the entity. Please confirm Aqr Risk's Risk Adjusted Performance of 0.0217, mean deviation of 0.4346, and Downside Deviation of 0.5156 to double-check if the risk estimate we provide is consistent with the expected return of 0.0116%.
Aqr Mutual Fund price history is provided at the adjusted basis, taking into account all of the recent filings.
Aqr |
Sharpe Ratio = 0.0222
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| Negative Returns | AQRIX |
Estimated Market Risk
| 0.52 actual daily | 4 96% of assets are more volatile |
Expected Return
| 0.01 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.02 actual daily | 1 99% of assets perform better |
Based on monthly moving average Aqr Risk is performing at about 1% of its full potential. 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 Risk by adding it to a well-diversified portfolio.
Aqr Risk Valuation on September 25, 2024
It is possible to determine the worth of Aqr Risk on a given historical date. On September 25, 2024 Aqr was worth 10.82 at the beginning of the trading date compared to the closed value of 10.82. We use multiple weighted factors in our valuation methodologies to arrive at the intrinsic value of Aqr Risk mutual fund. Still, in general, we apply an absolute valuation method to find Aqr Risk'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 Risk where we calculate exposure to its market risk and evaluate relevant financial multiples and ratios against Aqr Risk's related companies.
| Open | High | Low | Close | Volume | |
| 10.90 | 10.90 | 10.90 | 10.90 | 1.00 | |
09/25/2024 | 10.82 | 10.82 | 10.82 | 10.82 | 1.00 |
| 10.86 | 10.86 | 10.86 | 10.86 | 1.00 |
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Aqr Risk Trading Date Momentum on September 25, 2024
| On September 26 2024 Aqr Risk Parity was traded for 10.86 at the closing time. The highest daily price throughout the period was 10.86 and the lowest price was 10.86 . There was no trading activity during the period 1.0. Lack of trading volume on 09/26/2024 added to the next day price jump. The overall trading delta to closing price of the next trading day was 0.37% . The overall trading delta to current closing price is 1.11% . |
Aqr Risk Parity Fundamentals Correlations and Trends
By evaluating Aqr Risk'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 Risk'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 Risk Mutual Fund history
Aqr Risk 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 Risk Parity 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 Risk stock prices may prove useful in developing a viable investing in Aqr Risk
The adviser allocates the funds assets among major asset classes. It will generally have some level of investment in the majority of asset classes and Instruments but there is no stated limit on the percentage of assets the fund can invest in a particular Instrument or the percentage of assets the adviser will allocate to any one asset class, and at times the adviser may focus on a small number of Instruments or asset classes. It is non-diversified.
Aqr Risk Mutual Fund Technical Analysis
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.
Price Boundaries
Aqr Risk Period Price Range
Low | November 22, 2024
| High |
0.00 | 0.00 |
Aqr Risk Parity 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 Risk November 22, 2024 Market Strength
Market strength indicators help investors to evaluate how Aqr Risk 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 Risk shares will generate the highest return on investment. By undertsting and applying Aqr Risk mutual fund market strength indicators, traders can identify Aqr Risk Parity entry and exit signals to maximize returns
Aqr Risk Technical and Predictive Indicators
Predictive indicators are helping investors to find signals for Aqr Risk'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 | 0.0217 | |||
| Jensen Alpha | (0.03) | |||
| Total Risk Alpha | (0.07) | |||
| Sortino Ratio | (0.18) | |||
| Treynor Ratio | 0.0198 |
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| Volume Indicators |
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.
| Price Ceiling Movement Calculate and plot Price Ceiling Movement for different equity instruments | |
| Performance Analysis Check effects of mean-variance optimization against your current asset allocation | |
| Portfolio Rebalancing Analyze risk-adjusted returns against different time horizons to find asset-allocation targets | |
| Instant Ratings Determine any equity ratings based on digital recommendations. Macroaxis instant equity ratings are based on combination of fundamental analysis and risk-adjusted market performance |