Aqr Style Premia Fund Manager Performance Evaluation
| QSPRX Fund | USD 8.09 0.00 0.00% |
The fund shows a Beta (market volatility) of 0.0682, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Aqr Style's returns are expected to increase less than the market. However, during the bear market, the loss of holding Aqr Style is expected to be smaller as well.
Risk-Adjusted Performance
0 of 100
Weak | Strong |
Very Weak
Over the last 90 days Aqr Style Premia has generated negative risk-adjusted returns adding no value to fund investors. In spite of fairly strong basic indicators, Aqr Style is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors.
...more1 | When You Should Invest More in Alternatives - Morningstar | 09/11/2024 |
| Expense Ratio | 5.1000 |
Aqr |
Aqr Style Relative Risk vs. Return Landscape
If you would invest 815.00 in Aqr Style Premia on September 4, 2024 and sell it today you would lose (6.00) from holding Aqr Style Premia or give up 0.74% of portfolio value over 90 days. Aqr Style Premia is currently producing negative expected returns and takes up 0.5961% volatility of returns over 90 trading days. Put another way, 5% of traded mutual funds are less volatile than Aqr, and 99% of all traded equity instruments are likely to generate higher returns over the next 90 trading days. Expected Return |
| Risk |
Aqr Style Current Valuation
Fairly Valued
Today
Please note that Aqr Style's price fluctuation is very steady at this time. At this time, the entity appears to be fairly valued. Aqr Style Premia shows a prevailing Real Value of $8.09 per share. The current price of the fund is $8.09. We determine the value of Aqr Style Premia from analyzing fund fundamentals and technical indicators as well as its Probability Of Bankruptcy. In general, we favor acquiring undervalued mutual funds and dropping overvalued mutual funds since, at some point, mutual fund prices and their ongoing real values will blend.
Since Aqr Style is currently traded on the exchange, buyers and sellers on that exchange determine the market value of Aqr Mutual Fund. However, Aqr Style's intrinsic value may or may not be the same as its current market price, in which case there is an opportunity to profit from the mispricing, assuming the market price will eventually merge with its intrinsic value. | Historical | Market 8.09 | Real 8.09 | Hype 8.09 | Naive 8.02 |
The intrinsic value of Aqr Style's stock can be calculated using various methods such as discounted cash flow analysis, price-to-earnings ratio, or price-to-book ratio. That value may differ from its current market price, which is determined by supply and demand factors such as investor sentiment, market trends, news, and other external factors that may influence Aqr Style's stock price. It is important to note that the real value of any stock may change over time based on changes in the company's performance.
Estimating the potential upside or downside of Aqr Style Premia helps investors to forecast how Aqr mutual fund's addition to their portfolios will impact the overall performance. We also use other valuation drivers to help us estimate the true value of Aqr Style more accurately as focusing exclusively on Aqr Style's fundamentals will not take into account other important factors: Aqr Style Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Aqr Style's investment risk. Standard deviation is the most common way to measure market volatility of mutual funds, such as Aqr Style Premia, and traders can use it to determine the average amount a Aqr Style's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = -0.0167
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | QSPRX |
Estimated Market Risk
| 0.6 actual daily | 5 95% 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 | 0 Most of other assets perform better |
Based on monthly moving average Aqr Style 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 Style by adding Aqr Style to a well-diversified portfolio.
Aqr Style Fundamentals Growth
Aqr Mutual Fund prices reflect investors' perceptions of the future prospects and financial health of Aqr Style, and Aqr Style fundamentals are critical determinants of its market performance. Overall, investors pay close attention to revenue and earnings growth, profit margins, and debt levels. These fundamentals can have a significant impact on Aqr Mutual Fund performance.
| Price To Earning | 13.77 X | ||||
| Price To Book | 1.46 X | ||||
| Price To Sales | 0.76 X | ||||
| Total Asset | 749.3 M | ||||
About Aqr Style Performance
Evaluating Aqr Style's performance through its fundamental ratios, provides valuable insights into its operational efficiency and profitability. For instance, if Aqr Style has a high ROA and ROE, it suggests that the company is efficiently using its assets and equity to generate substantial profits, making it an attractive investment. Conversely, if Aqr Style has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements. Please also refer to our technical analysis and fundamental analysis pages.
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.Things to note about Aqr Style Premia performance evaluation
Checking the ongoing alerts about Aqr Style for important developments is a great way to find new opportunities for your next move. Mutual Fund alerts and notifications screener for Aqr Style Premia help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Aqr Style Premia generated a negative expected return over the last 90 days | |
| The fund maintains about 18.78% of its assets in cash |
- Analyzing Aqr Style's financial statements, including its income statement, balance sheet, and cash flow statement, helps in understanding its overall financial health and growth potential.
- Getting a closer look at valuation ratios like price-to-earnings (P/E) ratio, price-to-sales (P/S) ratio, and price-to-book (P/B) ratio help in understanding whether Aqr Style's stock is overvalued or undervalued compared to its peers.
- Examining Aqr Style's industry or sector and how it is performing can give you an idea of its growth potential and how it is positioned relative to its competitors.
- Evaluating Aqr Style's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Aqr Style's management team can help you assess the Mutual Fund's leadership.
- Pay attention to analyst opinions and ratings of Aqr Style's mutual fund. These opinions can provide insight into Aqr Style's potential for growth and whether the stock is currently undervalued or overvalued.
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.
| Pattern Recognition Use different Pattern Recognition models to time the market across multiple global exchanges | |
| Sync Your Broker Sync your existing holdings, watchlists, positions or portfolios from thousands of online brokerage services, banks, investment account aggregators and robo-advisors. | |
| Content Syndication Quickly integrate customizable finance content to your own investment portal |