Aqr Diversified Arbitrage Fund Buy Hold or Sell Recommendation
| QDARX Fund | USD 11.91 0.01 0.08% |
Assuming the 90 days horizon and your above-average risk tolerance, our recommendation regarding Aqr Diversified Arbitrage is 'Cautious Hold'. Macroaxis provides Aqr Diversified buy-hold-or-sell recommendation only in the context of selected investment horizon and investor attitude towards risk assumed by holding QDARX positions. The advice algorithm takes into account all of Aqr Diversified's available fundamental, technical, and predictive indicators you will find on this site. Key drivers impacting Aqr Diversified's buy or sell advice are summarized below:
Real Value 11.92 | Hype Value 11.91 | Market Value 11.91 | Naive Value 11.88 |
A buy or sell recommendation provided by Macroaxis is an automated directive regarding whether to purchase or sell Aqr Diversified Arbitrage given historical horizon and risk tolerance towards Aqr Diversified. When Macroaxis issues a 'buy' or 'sell' recommendation for Aqr Diversified Arbitrage, the advice is generated through an automated system that utilizes algorithms and statistical models.
Aqr |
Execute Aqr Diversified Buy or Sell Advice
The Aqr recommendation should be used to complement the buy-or-sell advice compiled from the current analysts' consensus on Aqr Diversified Arbitrage. Macroaxis does not own or have any residual interests in Aqr Diversified Arbitrage or other equities on which the buy-or-sell advice is provided. Please provide your input below to execute Aqr Diversified's advice using the current market data and latest reported fundamentals.
Time Horizon
Risk Tolerance
 |  |
Cautious Hold
Market Performance | Insignificant | Details | |
Volatility | Very steady | Details | |
Hype Condition | Stale | Details | |
Current Valuation | Fairly Valued | Details | |
Odds Of Distress | Low | Details | |
Economic Sensitivity | Barely shadows the market | Details | |
Analyst Consensus | Not Available | Details |
Aqr Diversified Trading Alerts and Improvement Suggestions
| The fund maintains about 24.27% of its assets in cash |
Aqr Diversified Returns Distribution Density
The distribution of Aqr Diversified's historical returns is an attempt to chart the uncertainty of Aqr Diversified's future price movements. The chart of the probability distribution of Aqr Diversified daily returns describes the distribution of returns around its average expected value. We use Aqr Diversified Arbitrage price's Value At Risk and its Upside Potential as a relative measure of the distribution. The graph of the distribution of Aqr Diversified returns is essential to provide solid investment advice for Aqr Diversified.
| Mean Return | 0.01 | Value At Risk | -0.17 | Potential Upside | 0.17 | Standard Deviation | 0.1 |
Return Density |
| Distribution |
Investment risk management requires an estimate of the probability of extreme price changes. Therefore, the correct representation of the distribution of Aqr Diversified historical returns presented in an easy-to-digest graphical form helps investors and money managers understand the risk-reward trade-off of different investement strategies.
Aqr Diversified Greeks
Most traded equities are subject to two types of risk - systematic (i.e., market) and unsystematic (i.e., nonmarket or company-specific) risk. Unsystematic risk is the risk that events specific to Aqr Diversified or AQR Funds sector will adversely affect the stock's price. This type of risk can be diversified away by owning several different stocks in different industries whose stock prices have shown a small correlation to each other. On the other hand, systematic risk is the risk that Aqr Diversified's price will be affected by overall mutual fund market movements and cannot be diversified away. So, no matter how many positions you have, you cannot eliminate market risk. However, you can measure a Aqr fund's historical response to market movements and buy it if you are comfortable with its volatility direction. Beta and standard deviation are two commonly used measures to help you make the right decision.
α | Alpha over NYSE Composite | -0.0098 | |
β | Beta against NYSE Composite | 0.07 | |
σ | Overall volatility | 0.1 | |
Ir | Information ratio | -0.91 |
Aqr Diversified Volatility Alert
Aqr Diversified Arbitrage exhibits very low volatility with skewness of -0.62 and kurtosis of 0.41. Understanding different market volatility trends often help investors to time the market. Properly using volatility indicators enable traders to measure Aqr Diversified's mutual fund risk against market volatility during both bullish and bearish trends. The higher level of volatility that comes with bear markets can directly impact Aqr Diversified's mutual fund price while adding stress to investors as they watch their shares' value plummet. This usually forces investors to rebalance their portfolios by buying different financial instruments as prices fall.Aqr Diversified Fundamentals Vs Peers
Comparing Aqr Diversified's fundamentals to the average values of its peers is one of the most widely used and accepted methods of equity analyses. It helps to analyze Aqr Diversified's direct or indirect competition across all of the common fundamentals between Aqr Diversified and the related equities. This way, we can detect undervalued stocks with similar characteristics as Aqr Diversified or determine the mutual funds which would be an excellent addition to an existing portfolio. Peer analysis of Aqr Diversified's fundamental indicators could also be used in its relative valuation, which is a method of valuing Aqr Diversified by comparing valuation metrics with those of similar companies.
| Better Than Average | Worse Than Average | Compare Aqr Diversified to competition |
| Fundamentals | Aqr Diversified | Peer Average |
| Price To Earning | 20.89 X | 6.53 X |
| Price To Book | 2.05 X | 0.74 X |
| Price To Sales | 1.20 X | 0.61 X |
| Annual Yield | 0.03 % | 0.29 % |
| Year To Date Return | 0.34 % | 0.39 % |
| One Year Return | 3.54 % | 4.15 % |
| Three Year Return | 0.77 % | 3.60 % |
| Five Year Return | 7.23 % | 3.24 % |
| Ten Year Return | 2.23 % | 1.79 % |
| Net Asset | 467.83 M | 4.11 B |
| Last Dividend Paid | 0.18 | 0.65 |
| Cash Position Weight | 24.27 % | 10.61 % |
| Equity Positions Weight | 15.63 % | 63.90 % |
| Bond Positions Weight | 0.19 % | 11.24 % |
Aqr Diversified Market Momentum
Traders often use several daily momentume indicators to supplement a more traditional technical analysis when analyzing securities such as Aqr . With many different options, investors must choose the best indicators for them and familiarize themselves with how they work. We suggest combining traditional momentum indicators with more near-term forms of technical analysis such as Accumulation Distribution or Daily Balance Of Power. With their quantitative nature, daily value technical indicators can also be incorporated into your automated trading systems.
| Daily Balance Of Power | (9,223,372,036,855) | |||
| Rate Of Daily Change | 1.0 | |||
| Day Median Price | 11.91 | |||
| Day Typical Price | 11.91 | |||
| Price Action Indicator | (0.01) | |||
| Period Momentum Indicator | (0.01) | |||
| Relative Strength Index | 95.74 |
About Aqr Diversified Buy or Sell Advice
When is the right time to buy or sell Aqr Diversified Arbitrage? Buying financial instruments such as Aqr Mutual Fund isn't very hard. However, what challenging for most investors is doing it at the right time to beat the market. Proper market timing is something most people cannot do without sophisticated tools, which help to isolate the right opportunities. Macroaxis provides hands-on modules to deliver winning trades and diversify your portfolios on a daily basis. Most of our advising modules are very easy to use and apply.
Please read more on our stock advisor page.
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Check out Aqr Diversified Analyst Recommendation to compare Macroaxis Buy or Sell Recommendation with the current analyst consensus. To check ratings for multiple equity instruments, please use the Instant Ratings tool. You can also try the Economic Indicators module to top statistical indicators that provide insights into how an economy is performing.