Aqr Equity Market Fund Manager Performance Evaluation
| QMNRX Fund | USD 10.42 0.05 0.48% |
The fund shows a Beta (market volatility) of 0.0977, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Aqr Equity's returns are expected to increase less than the market. However, during the bear market, the loss of holding Aqr Equity is expected to be smaller as well.
Risk-Adjusted Performance
11 of 100
Weak | Strong |
Good
Compared to the overall equity markets, risk-adjusted returns on investments in Aqr Equity Market are ranked lower than 11 (%) of all funds and portfolios of funds over the last 90 days. In spite of fairly strong basic indicators, Aqr Equity is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors.
...more| Expense Ratio | 4.9300 |
Aqr |
Aqr Equity Relative Risk vs. Return Landscape
If you would invest 1,008 in Aqr Equity Market on August 31, 2024 and sell it today you would earn a total of 34.00 from holding Aqr Equity Market or generate 3.37% return on investment over 90 days. Aqr Equity Market is currently producing 0.0534% returns and takes up 0.3718% volatility of returns over 90 trading days. Put another way, 3% 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 Equity Current Valuation
Fairly Valued
Today
Please note that Aqr Equity's price fluctuation is very steady at this time. At this time, the entity appears to be fairly valued. Aqr Equity Market shows a prevailing Real Value of $10.37 per share. The current price of the fund is $10.42. We determine the value of Aqr Equity Market 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 Equity is currently traded on the exchange, buyers and sellers on that exchange determine the market value of Aqr Mutual Fund. However, Aqr Equity'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 10.42 | Real 10.37 | Hype 10.42 |
The intrinsic value of Aqr Equity'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 Equity'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 Equity Market 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 Equity more accurately as focusing exclusively on Aqr Equity's fundamentals will not take into account other important factors: Aqr Equity Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Aqr Equity's investment risk. Standard deviation is the most common way to measure market volatility of mutual funds, such as Aqr Equity Market, and traders can use it to determine the average amount a Aqr Equity'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 = 0.1435
| Best Portfolio | Best Equity | |||
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| Cash | QMNRX | Average Risk | High Risk | Huge Risk |
| Negative Returns |
Estimated Market Risk
| 0.37 actual daily | 3 97% of assets are more volatile |
Expected Return
| 0.05 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.14 actual daily | 11 89% of assets perform better |
Based on monthly moving average Aqr Equity is performing at about 11% 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 Equity by adding it to a well-diversified portfolio.
Aqr Equity Fundamentals Growth
Aqr Mutual Fund prices reflect investors' perceptions of the future prospects and financial health of Aqr Equity, and Aqr Equity 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 | 15.58 X | ||||
| Price To Book | 1.74 X | ||||
| Price To Sales | 0.84 X | ||||
| Total Asset | 130.53 M | ||||
About Aqr Equity Performance
Evaluating Aqr Equity's performance through its fundamental ratios, provides valuable insights into its operational efficiency and profitability. For instance, if Aqr Equity 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 Equity 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 is designed to be market- or beta-neutral, which means that the fund seeks to achieve returns that are not closely correlated with the returns of the equity markets in which the fund invests. Under normal market conditions, it pursues its investment objective by investing at least 80 percent of its net assets in equity instruments and equity related andor derivative instruments.Things to note about Aqr Equity Market performance evaluation
Checking the ongoing alerts about Aqr Equity for important developments is a great way to find new opportunities for your next move. Mutual Fund alerts and notifications screener for Aqr Equity Market help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| The fund maintains about 32.13% of its assets in cash |
- Analyzing Aqr Equity'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 Equity's stock is overvalued or undervalued compared to its peers.
- Examining Aqr Equity'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 Equity's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Aqr Equity's management team can help you assess the Mutual Fund's leadership.
- Pay attention to analyst opinions and ratings of Aqr Equity's mutual fund. These opinions can provide insight into Aqr Equity's potential for growth and whether the stock is currently undervalued or overvalued.
Other Information on Investing in Aqr Mutual Fund
Aqr Equity 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 Equity security.
| Price Transformation Use Price Transformation models to analyze the depth of different equity instruments across global markets | |
| 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 | |
| Portfolio Backtesting Avoid under-diversification and over-optimization by backtesting your portfolios | |
| Bollinger Bands Use Bollinger Bands indicator to analyze target price for a given investing horizon |