Aqr Alternative Risk Fund Price on November 25, 2024
| QRPNX Fund | USD 11.27 0.02 0.18% |
Below is the normalized historical share price chart for Aqr Alternative Risk extending back to September 19, 2017. 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 Alternative stands at 11.27, as last reported on the 1st of December, with the highest price reaching 11.27 and the lowest price hitting 11.27 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 Alternative Risk secures Sharpe Ratio (or Efficiency) of -0.012, which signifies that the fund had a -0.012% return per unit of risk over the last 3 months. Aqr Alternative Risk exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Aqr Alternative's Mean Deviation of 0.4495, standard deviation of 0.5643, and Risk Adjusted Performance of (0.02) 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 = -0.012
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| Negative Returns | QRPNX |
Estimated Market Risk
| 0.56 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
| -0.01 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Aqr Alternative 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 Alternative by adding Aqr Alternative to a well-diversified portfolio.
Aqr Alternative Valuation on November 25, 2024
It is possible to determine the worth of Aqr Alternative on a given historical date. On November 25, 2024 Aqr was worth 11.29 at the beginning of the trading date compared to the closed value of 11.29. We use multiple weighted factors in our valuation methodologies to arrive at the intrinsic value of Aqr Alternative mutual fund. Still, in general, we apply an absolute valuation method to find Aqr Alternative'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 Alternative where we calculate exposure to its market risk and evaluate relevant financial multiples and ratios against Aqr Alternative's related companies.
| Open | High | Low | Close | Volume | |
| 11.43 | 11.43 | 11.43 | 11.43 | 1.00 | |
11/25/2024 | 11.29 | 11.29 | 11.29 | 11.29 | 1.00 |
| 11.33 | 11.33 | 11.33 | 11.33 | 1.00 |
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Aqr Alternative Trading Date Momentum on November 25, 2024
| On November 26 2024 Aqr Alternative Risk was traded for 11.33 at the closing time. The highest daily price throughout the period was 11.33 and the lowest price was 11.33 . There was no trading activity during the period 1.0. Lack of trading volume on 11/26/2024 added to the next day price jump. The trading delta at closing time to closing price of the next trading day was 0.35% . The overall trading delta to current closing price is 0.18% . |
Aqr Alternative Risk Fundamentals Correlations and Trends
By evaluating Aqr Alternative'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 Alternative'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 Alternative Mutual Fund history
Aqr Alternative 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 Alternative Risk 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 Alternative stock prices may prove useful in developing a viable investing in Aqr Alternative
The advisor pursues the funds investment objective by aiming to provide exposure to five separate investment styles value, momentum, carry, defensive and trend using both long and short positions within the following asset groups stocks, equity indices, bonds, interest rates, currencies and commodities. The fund will achieve its exposure to any of the Asset Groups by using derivatives or holding those assets directly. It will also use derivatives for hedging purposes.
Aqr Alternative Mutual Fund Technical Analysis
Aqr Alternative 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 Alternative Period Price Range
Low | December 1, 2024
| High |
0.00 | 0.00 |
Aqr Alternative Risk 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 Alternative December 1, 2024 Market Strength
Market strength indicators help investors to evaluate how Aqr Alternative 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 Alternative shares will generate the highest return on investment. By undertsting and applying Aqr Alternative mutual fund market strength indicators, traders can identify Aqr Alternative Risk entry and exit signals to maximize returns
Aqr Alternative Technical and Predictive Indicators
Predictive indicators are helping investors to find signals for Aqr Alternative'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 | (0.02) | |||
| Jensen Alpha | (0.08) | |||
| Total Risk Alpha | (0.12) | |||
| Treynor Ratio | (0.07) |
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Other Information on Investing in Aqr Mutual Fund
Aqr Alternative 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 Alternative security.
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