Aqr Style Premia Fund Price on November 12, 2024
| QSPNX Fund | USD 8.05 0.01 0.12% |
Below is the normalized historical share price chart for Aqr Style Premia extending back to October 30, 2013. 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 Style stands at 8.05, as last reported on the 25th of November, with the highest price reaching 8.05 and the lowest price hitting 8.05 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 Style Premia secures Sharpe Ratio (or Efficiency) of 0.0367, which signifies that the fund had a 0.0367% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Aqr Style Premia, which you can use to evaluate the volatility of the entity. Please confirm Aqr Style's Risk Adjusted Performance of 0.0268, downside deviation of 0.5983, and Mean Deviation of 0.4162 to double-check if the risk estimate we provide is consistent with the expected return of 0.0212%.
Aqr Mutual Fund price history is provided at the adjusted basis, taking into account all of the recent filings.
Aqr |
Sharpe Ratio = 0.0367
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| Negative Returns | QSPNX |
Estimated Market Risk
| 0.58 actual daily | 5 95% of assets are more volatile |
Expected Return
| 0.02 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.04 actual daily | 2 98% of assets perform better |
Based on monthly moving average Aqr Style is performing at about 2% 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 Style by adding it to a well-diversified portfolio.
Aqr Style Valuation on November 12, 2024
It is possible to determine the worth of Aqr Style on a given historical date. On November 12, 2024 Aqr was worth 8.02 at the beginning of the trading date compared to the closed value of 8.02. We use multiple weighted factors in our valuation methodologies to arrive at the intrinsic value of Aqr Style mutual fund. Still, in general, we apply an absolute valuation method to find Aqr Style'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 Style where we calculate exposure to its market risk and evaluate relevant financial multiples and ratios against Aqr Style's related companies.
| Open | High | Low | Close | Volume | |
| 8.02 | 8.02 | 8.02 | 8.02 | 1.00 | |
11/12/2024 | 8.02 | 8.02 | 8.02 | 8.02 | 1.00 |
| 8.07 | 8.07 | 8.07 | 8.07 | 1.00 |
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Aqr Style Trading Date Momentum on November 12, 2024
| On November 13 2024 Aqr Style Premia was traded for 8.07 at the closing time. The highest daily price throughout the period was 8.07 and the lowest price was 8.07 . There was no trading activity during the period 1.0. Lack of trading volume on 11/13/2024 added to the next day price jump. The trading delta at closing time to closing price of the next trading day was 0.62% . The overall trading delta to current closing price is 0.37% . |
Aqr Style Premia Fundamentals Correlations and Trends
By evaluating Aqr Style'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 Style'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 Style Mutual Fund history
Aqr Style 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 Style Premia 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 Style stock prices may prove useful in developing a viable investing in Aqr Style
The fund pursues its investment objective by aiming to provide exposure to four separate investment styles value, momentum, carry and defensive, using both long and short positions within the following asset groups equities, bonds, interest rates, commodities and currencies. It will achieve its exposure to any of the Asset Groups by using derivatives or holding those assets directly.
Aqr Style Mutual Fund Technical Analysis
Aqr Style 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 Style Period Price Range
Low | November 25, 2024
| High |
0.00 | 0.00 |
Aqr Style Premia 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 Style November 25, 2024 Market Strength
Market strength indicators help investors to evaluate how Aqr Style 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 Style shares will generate the highest return on investment. By undertsting and applying Aqr Style mutual fund market strength indicators, traders can identify Aqr Style Premia entry and exit signals to maximize returns
Aqr Style Technical and Predictive Indicators
Predictive indicators are helping investors to find signals for Aqr Style'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 | 0.0268 | |||
| Jensen Alpha | (0) | |||
| Total Risk Alpha | (0.08) | |||
| Sortino Ratio | (0.18) | |||
| Treynor Ratio | 0.0965 |
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| Volume Indicators |
Other Information on Investing in Aqr Mutual Fund
Aqr Style 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 Style security.
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