Aqr Managed Futures Fund Buy Hold or Sell Recommendation

AQMIX Fund  USD 9.10  0.01  0.11%   
Assuming the 90 days horizon and your above-average risk tolerance, our recommendation regarding Aqr Managed Futures is 'Sell'. Macroaxis provides Aqr Managed buy-hold-or-sell recommendation only in the context of selected investment horizon and investor attitude towards risk assumed by holding AQMIX positions. The advice algorithm takes into account all of Aqr Managed's available fundamental, technical, and predictive indicators you will find on this site. Key drivers impacting Aqr Managed's buy or sell advice are summarized below:
Real Value
8.75
Hype Value
9.1
Market Value
9.1
Naive Value
9.34
A buy or sell recommendation provided by Macroaxis is an automated directive regarding whether to purchase or sell Aqr Managed Futures given historical horizon and risk tolerance towards Aqr Managed. When Macroaxis issues a 'buy' or 'sell' recommendation for Aqr Managed Futures, the advice is generated through an automated system that utilizes algorithms and statistical models.
  
Check out Aqr Managed 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.
In addition, we conduct extensive research on individual funds such as Aqr and provide practical buy, sell, or hold recommendation based on investors' investing horizon and their risk tolerance towards Aqr Managed Futures. 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 gross domestic product.

Execute Aqr Managed 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 Managed Futures. Macroaxis does not own or have any residual interests in Aqr Managed Futures or other equities on which the buy-or-sell advice is provided. Please provide your input below to execute Aqr Managed's advice using the current market data and latest reported fundamentals.

Time Horizon

Risk Tolerance

Execute Advice
Sell Aqr ManagedBuy Aqr Managed
Sell

Market Performance

SolidDetails

Volatility

Very steadyDetails

Hype Condition

StaleDetails

Current Valuation

OvervaluedDetails

Odds Of Distress

Below AverageDetails

Economic Sensitivity

Slowly supersedes the marketDetails

Analyst Consensus

Not AvailableDetails
For the selected time horizon Aqr Managed Futures has a Mean Deviation of 0.4079, Standard Deviation of 0.5225, Variance of 0.273, Downside Variance of 0.266, Semi Variance of (0.03) and Expected Short fall of (0.53)
We provide trade advice to complement the prevailing expert consensus on Aqr Managed Futures. Our dynamic recommendation engine uses a multidimensional algorithm to analyze the fund's potential to grow using all technical and fundamental data available at the time. Use Aqr Managed Futures year to date return and minimum initial investment to ensure your buy or sell decision on Aqr Managed Futures is adequate.

Aqr Managed Trading Alerts and Improvement Suggestions

The fund holds about 85.48% of its assets under management (AUM) in cash

Aqr Managed Returns Distribution Density

The distribution of Aqr Managed's historical returns is an attempt to chart the uncertainty of Aqr Managed's future price movements. The chart of the probability distribution of Aqr Managed daily returns describes the distribution of returns around its average expected value. We use Aqr Managed Futures price's Value At Risk and its Upside Potential as a relative measure of the distribution. The graph of the distribution of Aqr Managed returns is essential to provide solid investment advice for Aqr Managed.
Mean Return
0.16
Value At Risk
-0.73
Potential Upside
1.04
Standard Deviation
0.52
   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 Managed 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 Managed 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 Managed 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 Managed'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
0.12
β
Beta against NYSE Composite0.30
σ
Overall volatility
0.54
Ir
Information ratio 0.06

Aqr Managed Volatility Alert

Aqr Managed Futures exhibits very low volatility with skewness of 0.32 and kurtosis of 0.67. Understanding different market volatility trends often help investors to time the market. Properly using volatility indicators enable traders to measure Aqr Managed'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 Managed'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 Managed Fundamentals Vs Peers

Comparing Aqr Managed'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 Managed's direct or indirect competition across all of the common fundamentals between Aqr Managed and the related equities. This way, we can detect undervalued stocks with similar characteristics as Aqr Managed or determine the mutual funds which would be an excellent addition to an existing portfolio. Peer analysis of Aqr Managed's fundamental indicators could also be used in its relative valuation, which is a method of valuing Aqr Managed by comparing valuation metrics with those of similar companies.
    
 Better Than Average     
    
 Worse Than Average Compare Aqr Managed to competition
FundamentalsAqr ManagedPeer Average
Price To Earning17.30 X6.53 X
Price To Book2.05 X0.74 X
Price To Sales1.52 X0.61 X
Annual Yield0.08 %0.29 %
Year To Date Return11.37 %0.39 %
One Year Return17.98 %4.15 %
Three Year Return14.03 %3.60 %
Five Year Return9.02 %3.24 %
Ten Year Return0.98 %1.79 %
Net Asset1.46 B4.11 B
Minimum Initial Investment5 M976.16 K
Last Dividend Paid0.420.65
Cash Position Weight85.48 %10.61 %
Equity Positions Weight0.06 %63.90 %
Bond Positions Weight5.17 %11.24 %

Aqr Managed 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.

About Aqr Managed Buy or Sell Advice

When is the right time to buy or sell Aqr Managed Futures? 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.

Use Investing Ideas to Build Portfolios

In addition to having Aqr Managed in your portfolios, you can quickly add positions using our predefined set of ideas and optimize them against your very unique investing style. A single investing idea is a collection of funds, stocks, ETFs, or cryptocurrencies that are programmatically selected from a pull of investment themes. After you determine your investment opportunity, you can then find an optimal portfolio that will maximize potential returns on the chosen idea or minimize its exposure to market volatility.

Did You Try This Idea?

Run Hybrid Mix Funds Thematic Idea Now

Hybrid Mix Funds
Hybrid Mix Funds Theme
Funds or Etfs that are made of portfolios of stocks, bonds, or cash instruments with different maturity horizons and characteristics. The Hybrid Mix Funds theme has 38 constituents at this time.
You can either use a buy-and-hold strategy to lock in the entire theme or actively trade it to take advantage of the short-term price volatility of individual constituents. Macroaxis can help you discover thousands of investment opportunities in different asset classes. In addition, you can partner with us for reliable portfolio optimization as you plan to utilize Hybrid Mix Funds Theme or any other thematic opportunities.
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Check out Aqr Managed 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 Transaction History module to view history of all your transactions and understand their impact on performance.

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When running Aqr Managed's price analysis, check to measure Aqr Managed's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Aqr Managed is operating at the current time. Most of Aqr Managed's value examination focuses on studying past and present price action to predict the probability of Aqr Managed's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Aqr Managed's price. Additionally, you may evaluate how the addition of Aqr Managed to your portfolios can decrease your overall portfolio volatility.
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Please note, there is a significant difference between Aqr Managed's value and its price as these two are different measures arrived at by different means. Investors typically determine if Aqr Managed is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Aqr Managed's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.