Aqr Risk Parity Fund Alpha and Beta Analysis
| AQRNX Fund | USD 10.71 0.01 0.09% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Aqr Risk Parity. It also helps investors analyze the systematic and unsystematic risks associated with investing in Aqr Risk over a specified time horizon. Remember, high Aqr Risk's alpha is almost always a sign of good performance; however, a high beta will depend on investors' risk tolerance level and may signal increased volatility and potential future overvaluation. Key technical indicators related to Aqr Risk's market risk premium analysis include:
Beta 0.44 | Alpha (0.02) | Risk 0.54 | Sharpe Ratio 0.0466 | Expected Return 0.0249 |
Alpha is a measure of relative performance on a risk-adjusted basis, while beta measures volatility against the benchmark. The goal is to know if an investor is being compensated for the volatility risk taken. The return on investment might be better than its reference but still not compensate for the assumption of the risk.
Aqr |
Aqr Risk Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Aqr Risk market risk premium is the additional return an investor will receive from holding Aqr Risk long position in a well-diversified portfolio. The market premium is part of the Capital Asset Pricing Model (CAPM), which most analysts and investors use to calculate the acceptable rate of return on investment in Aqr Risk. At the center of the CAPM is the concept of risk and reward, which is usually communicated by investors using alpha and beta measures. Alpha and beta are two of the key measurements used to evaluate Aqr Risk's performance over market.| α | -0.02 | β | 0.44 |
Aqr Risk expected buy-and-hold returns
Although buy-and-hold investment strategy may not appeal to all investors, it may be used as a good measure of Aqr Risk's Buy-and-hold return. Our buy-and-hold chart shows how Aqr Risk performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Aqr Risk Market Price Analysis
Market price analysis 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 understating and applying Aqr Risk mutual fund market price indicators, traders can identify Aqr Risk position entry and exit signals to maximize returns.
Aqr Risk Return and Market Media
The median price of Aqr Risk for the period between Tue, Aug 27, 2024 and Mon, Nov 25, 2024 is 10.59 with a coefficient of variation of 1.28. The daily time series for the period is distributed with a sample standard deviation of 0.14, arithmetic mean of 10.58, and mean deviation of 0.11. The Fund did not receive any noticable media coverage during the period. Price Growth (%) |
| Timeline |
About Aqr Risk Beta and Alpha
For many years both, Alpha and Beta indicators are used by professional money managers as critical performance measurement tools across virtually all financial instruments including Aqr or other funds. Alpha measures the amount that position in Aqr Risk Parity has returned in comparison to a selected market index or another relevant benchmark. In other words, Alpha is the excess return on an investment relative to the performance of your selected benchmark. Beta, on the other hand, measures the relative risk of your investment.
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Aqr Risk in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Aqr Risk's short interest history, or implied volatility extrapolated from Aqr Risk options trading.
Build Portfolio with Aqr Risk
Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.Build Diversified Portfolios
Align your risk with return expectations
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.
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