Aqr Small Cap Fund Price on May 8, 2024
| QSMRX Fund | USD 24.04 0.41 1.68% |
Below is the normalized historical share price chart for Aqr Small Cap extending back to July 11, 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 Small stands at 24.04, as last reported on the 14th of December 2024, with the highest price reaching 24.04 and the lowest price hitting 24.04 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 Small Cap secures Sharpe Ratio (or Efficiency) of 0.0864, which signifies that the fund had a 0.0864% return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Aqr Small Cap, which you can use to evaluate the volatility of the entity. Please confirm Aqr Small's Mean Deviation of 1.01, downside deviation of 1.1, and Risk Adjusted Performance of 0.1012 to double-check if the risk estimate we provide is consistent with the expected return of 0.11%.
Aqr Mutual Fund price history is provided at the adjusted basis, taking into account all of the recent filings.
Aqr |
Sharpe Ratio = 0.0864
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Estimated Market Risk
| 1.33 actual daily | 11 89% of assets are more volatile |
Expected Return
| 0.11 actual daily | 2 98% of assets have higher returns |
Risk-Adjusted Return
| 0.09 actual daily | 6 94% of assets perform better |
Based on monthly moving average Aqr Small is performing at about 6% 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 Small by adding it to a well-diversified portfolio.
Aqr Small Valuation on May 8, 2024
It is possible to determine the worth of Aqr Small on a given historical date. On May 8, 2024 Aqr was worth 20.79 at the beginning of the trading date compared to the closed value of 20.79. We use multiple weighted factors in our valuation methodologies to arrive at the intrinsic value of Aqr Small mutual fund. Still, in general, we apply an absolute valuation method to find Aqr Small'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 Small where we calculate exposure to its market risk and evaluate relevant financial multiples and ratios against Aqr Small's related companies.
| Open | High | Low | Close | Volume | |
| 20.92 | 20.92 | 20.92 | 20.92 | 1.00 | |
05/08/2024 | 20.79 | 20.79 | 20.79 | 20.79 | 1.00 |
| 20.96 | 20.96 | 20.96 | 20.96 | 1.00 |
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Aqr Small Trading Date Momentum on May 8, 2024
| On May 09 2024 Aqr Small Cap was traded for 20.96 at the closing time. The highest daily price throughout the period was 20.96 and the lowest price was 20.96 . There was no trading activity during the period 1.0. Lack of trading volume on 05/09/2024 added to the next day price jump. The trading delta at closing time to closing price of the next trading day was 0.82% . The overall trading delta to current closing price is 2.26% . |
Aqr Small Cap Fundamentals Correlations and Trends
By evaluating Aqr Small'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 Small'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 Small Mutual Fund history
Aqr Small 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 Small Cap 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 Small stock prices may prove useful in developing a viable investing in Aqr Small
The fund pursues a momentum investment style by investing primarily in equity or equity-related securities of small-cap companies traded on a principal U.S. exchange or over-the-counter market that the Adviser determines to have positive momentum. Under normal market circumstances, it will invest at least 80 percent of its net assets in small-cap U.S. companies. The fund invests significantly in common stocks.
Aqr Small Mutual Fund Technical Analysis
Aqr Small 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 Small Period Price Range
Low | December 14, 2024
| High |
0.00 | 0.00 |
Aqr Small Cap 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 Small December 14, 2024 Market Strength
Market strength indicators help investors to evaluate how Aqr Small 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 Small shares will generate the highest return on investment. By undertsting and applying Aqr Small mutual fund market strength indicators, traders can identify Aqr Small Cap entry and exit signals to maximize returns
Aqr Small Technical and Predictive Indicators
Predictive indicators are helping investors to find signals for Aqr Small'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 | 0.1012 | |||
| Jensen Alpha | 0.1438 | |||
| Total Risk Alpha | 0.002 | |||
| Sortino Ratio | 0.0739 | |||
| Treynor Ratio | 0.5631 |
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Other Information on Investing in Aqr Mutual Fund
Aqr Small 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 Small security.
| Portfolio Volatility Check portfolio volatility and analyze historical return density to properly model market risk | |
| Volatility Analysis Get historical volatility and risk analysis based on latest market data |