Aqr Global Macro Fund Price on November 12, 2024
| QGMNX Fund | USD 9.43 0.04 0.42% |
Below is the normalized historical share price chart for Aqr Global Macro extending back to April 09, 2014. 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 Global stands at 9.43, as last reported on the 14th of December 2024, with the highest price reaching 9.43 and the lowest price hitting 9.43 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 Global Macro secures Sharpe Ratio (or Efficiency) of 0.0058, which signifies that the fund had a 0.0058% return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Aqr Global Macro, which you can use to evaluate the volatility of the entity. Please confirm Aqr Global's Downside Deviation of 0.4468, risk adjusted performance of 0.0429, and Mean Deviation of 0.3779 to double-check if the risk estimate we provide is consistent with the expected return of 0.0028%.
Aqr Mutual Fund price history is provided at the adjusted basis, taking into account all of the recent filings.
Aqr |
Sharpe Ratio = 0.0058
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| Negative Returns | QGMNX |
Estimated Market Risk
| 0.48 actual daily | 4 96% of assets are more volatile |
Expected Return
| 0.0 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 Global 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 Global by adding Aqr Global to a well-diversified portfolio.
Aqr Global Valuation on November 12, 2024
It is possible to determine the worth of Aqr Global on a given historical date. On November 12, 2024 Aqr was worth 9.15 at the beginning of the trading date compared to the closed value of 9.15. We use multiple weighted factors in our valuation methodologies to arrive at the intrinsic value of Aqr Global mutual fund. Still, in general, we apply an absolute valuation method to find Aqr Global'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 Global where we calculate exposure to its market risk and evaluate relevant financial multiples and ratios against Aqr Global's related companies.
| Open | High | Low | Close | Volume | |
| 9.18 | 9.18 | 9.18 | 9.18 | 1.00 | |
11/12/2024 | 9.15 | 9.15 | 9.15 | 9.15 | 1.00 |
| 9.17 | 9.17 | 9.17 | 9.17 | 1.00 |
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Aqr Global Trading Date Momentum on November 12, 2024
| On November 13 2024 Aqr Global Macro was traded for 9.17 at the closing time. The highest daily price throughout the period was 9.17 and the lowest price was 9.17 . 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 0.22% . The overall trading delta to current closing price is 2.40% . |
Aqr Global Macro Fundamentals Correlations and Trends
By evaluating Aqr Global'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 Global'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 Global Mutual Fund history
Aqr Global 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 Global Macro 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 Global stock prices may prove useful in developing a viable investing in Aqr Global
The fund invests globally across a wide range of asset classes, including equities, fixed income, currencies and commodities, and may take both long and short positions in each of the asset classes or Instruments. The advisor has the flexibility to shift its allocation across asset classes and markets around the world, including emerging markets, based on the Advisers assessment of their relative attractiveness. The fund is non-diversified.
Aqr Global Mutual Fund Technical Analysis
Aqr Global 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 Global Period Price Range
Low | December 14, 2024
| High |
0.00 | 0.00 |
Aqr Global Macro 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 Global December 14, 2024 Market Strength
Market strength indicators help investors to evaluate how Aqr Global 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 Global shares will generate the highest return on investment. By undertsting and applying Aqr Global mutual fund market strength indicators, traders can identify Aqr Global Macro entry and exit signals to maximize returns
Aqr Global Technical and Predictive Indicators
Predictive indicators are helping investors to find signals for Aqr Global'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 | 0.0429 | |||
| Jensen Alpha | 0.0172 | |||
| Total Risk Alpha | (0.04) | |||
| Sortino Ratio | (0.15) | |||
| Treynor Ratio | 0.4209 |
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Other Information on Investing in Aqr Mutual Fund
Aqr Global 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 Global security.
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