Aqr Small Financials
| ASMNX Fund | USD 19.53 0.10 0.51% |
Aqr |
Please note that past performance is not an indicator of the future performance of Aqr Small, its manager's success, or the effectiveness of its strategy. The performance results shown here may have been adversely or favorably impacted by events and economic conditions that may not prevail in the future. Therefore, you must use caution to infer that these results indicate any fund, manager, or strategy's future performance. Investment returns and principal value will fluctuate so that investors' shares, when sold, may be worth more or less than their original cost.
Aqr Small Fund Summary
Aqr Small competes with Aqr Large, Aqr Large, Aqr International, Aqr International, and Aqr International. 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.Specialization | Small Growth, Large |
| Instrument | USA Mutual Fund View All |
| Exchange | NMFQS Exchange |
| Business Address | AQR Funds |
| Mutual Fund Family | AQR Funds |
| Mutual Fund Category | Small Growth |
| Benchmark | NYSE Composite |
| Phone | 866 290 2688 |
| Currency | USD - US Dollar |
Aqr Financial Ratios Relationships
Comparative valuation techniques use various fundamental indicators to help in determining Aqr Small's current stock value. Our valuation model uses many indicators to compare Aqr Small value to that of its competitors to determine the firm's financial worth. You can analyze the relationship between different fundamental ratios across Aqr Small competition to find correlations between indicators driving Aqr Small's intrinsic value. More Info.Aqr Small Cap is the top fund in price to earning among similar funds. It is the top fund in price to book among similar funds fabricating about 0.11 of Price To Book per Price To Earning. The ratio of Price To Earning to Price To Book for Aqr Small Cap is roughly 9.14 . Comparative valuation analysis is a catch-all model that can be used if you cannot value Aqr Small by discounting back its dividends or cash flows. This model doesn't attempt to find an intrinsic value for Aqr Small's Mutual Fund. Still, instead, it compares the stock's price multiples to a benchmark or nearest competition to determine if the stock is relatively undervalued or overvalued. The reason why the comparable model can be used in almost all circumstances is due to the vast number of multiples that can be utilized, such as the price-to-earnings (P/E), price-to-book (P/B), price-to-sales (P/S), price-to-cash flow (P/CF), and many others. The P/E ratio is the most commonly used of these ratios because it focuses on the Aqr Small's earnings, one of the primary drivers of an investment's value.Aqr Small Cap Systematic Risk
Aqr Small's systematic risk plays a vital role in portfolio allocation when considering its stock to be added to a well-diversified portfolio. Aqr Small volatility which cannot be eliminated through diversification, requires returns over the risk-free rate. Over the long run, a well-diversified portfolio provides returns that match its exposure to systematic risk. In this case, investors face a trade-off between expected returns and systematic risk and, therefore, can only reduce a portfolio's exposure to systematic risk by sacrificing expected returns on the portfolio.
Incorrect Input. Please change your parameters or increase the time horizon required for running this function. The output start index for this execution was zero with a total number of output elements of zero. The Beta measures systematic risk based on how returns on Aqr Small Cap correlated with the market. If Beta is less than 0 Aqr Small generally moves in the opposite direction as compared to the market. If Aqr Small Beta is about zero movement of price series is uncorrelated with the movement of the benchmark. if Beta is between zero and one Aqr Small Cap is generally moves in the same direction as, but less than the movement of the market. For Beta = 1 movement of Aqr Small is generally in the same direction as the market. If Beta > 1 Aqr Small moves generally in the same direction as, but more than the movement of the benchmark.
Aqr Small April 23, 2024 Opportunity Range
Along with financial statement analysis, the daily predictive indicators of Aqr Small help investors to analyze its daily demand and supply, volume, patterns, and price swings to determine the real value of Aqr Small Cap. We use our internally-developed statistical techniques to arrive at the intrinsic value of Aqr Small Cap based on widely used predictive technical indicators. In general, we focus on analyzing Aqr Mutual Fund price patterns and their correlations with different microeconomic environment and drivers. We also apply predictive analytics to build Aqr Small's daily price indicators and compare them against related drivers.
| Downside Deviation | 1.42 | |||
| Information Ratio | 0.0017 | |||
| Maximum Drawdown | 5.65 | |||
| Value At Risk | (2.00) | |||
| Potential Upside | 1.99 |
Check out Trending Equities to better understand how to build diversified portfolios, which includes a position in Aqr Small Cap. Also, note that the market value of any mutual fund could be tightly coupled with the direction of predictive economic indicators such as signals in board of governors. You can also try the Idea Analyzer module to analyze all characteristics, volatility and risk-adjusted return of Macroaxis ideas.