AQR Managed Buy Hold or Sell Recommendation

AM
QMHRX -- USA Fund  

USD 7.69  0.02  0.26%

Assuming the 30 trading days horizon, and your above average risk tolerance our recommendation regarding AQR Managed Futures is 'Strong Buy'. 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 QMHRX positions. The advice algorithm takes into account all of AQR Managed Futures available fundamental, technical, and predictive indicators you will find on this site. The advice is provided from QMHRX buy-and-hold perspective. Please see 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 Instant Ratings tool.

Search Advice

 
Refresh

Time Horizon

Risk Tolerance

Execute Advice
Sell AQR ManagedBuy AQR Managed
Strong Buy

Hype Condition

Current Valuation

Odds of Distress

Analyst Consensus

Not Available
For the selected time horizon AQR Managed Futures has a risk adjusted performance of (0.1), jensen alpha of (0.06), total risk alpha of (0.20) and treynor ratio of 7.3
We provide buy or sell advice to complement the prevailing expert consensus on AQR Managed Futures. Our dynamic recommendation engine makes use of a multidimensional algorithm to analyze the fund's potential to grow using all technical and fundamental data available now. Use AQR Managed Futures price to earning, three year return, as well as the relationship between the Three Year Return and equity positions weight to ensure your buy or sell decision on AQR Managed Futures is adequate.

AQR Managed Trading Alerts and Improvement Suggestions

AQR Managed Futures generates negative expected return over the last 30 days
AQR Managed Futures generated five year return of -6.0%
This fund maintains about 69.25% of its assets in cash

AQR Managed Returns Distribution Density

The chart of the probability distribution of AQR Managed stock daily returns describes the distribution of returns around its average expected value. We use AQR Managed Futures' stock's Value At Risk and its Upside Potential as a relative measure of the distribution. The distribution of AQR Managed returns is essential to provide solid investment advice for AQR Managed stock.
Mean Return-0.05Value At Risk-1.98
Potential Upside1.48Standard Deviation1.18
 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 Managed Futures 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 stock's price will be affected by overall stock 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 QMHRX stock'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 DOW
=-0.06
β
Beta against DOW=-0.0081
σ
Overall volatility
=1.19
Ir
Information ratio =-0.27

AQR Managed Volatility Alert

AQR Managed Futures exhibits very low volatility with skewness of -1.1 and kurtosis of 1.72. However, we advise investors to further study AQR Managed Futures technical indicators to make sure all market info is available and is reliable.
    
 Better Than Average     
    
 Worse Than Average Compare AQR Managed to competition

AQR Managed Fundamental Vs Peers

FundamentalsAQR ManagedPeer Average
Price to Earning16.90 X6.53 X
Price to Book1.98 X0.74 X
Price to Sales1.51 X0.61 X
One Year Return3.67 %4.15 %
Three Year Return(2.14) %3.60 %
Five Year Return(5.83) %3.24 %
Net Asset270.94 M4.11 B
Minimum Initial Investment100 K976.16 K
Last Dividend Paid0.330.65
Cash Position Weight69.25 %10.61 %
Equity Positions Weight0.60 %63.90 %
Bond Positions Weight7.58 %11.24 %

About AQR Managed Buy or Sell Advice

When is the right time to buy or sell AQR Managed Futures? Buying funds such as AQR Managed isn't very hard. However, what challenging for most investors is doing it at the right time to beat the stock 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 bases. Although AQR Managed investors may find it confusing at the beginning, most of our advising modules are very easy to use and apply. Please read more on our stock advisor page.

Did You Try This Idea?

Run Silver Thematic Idea Now

Silver
Silver Theme
Companies involved in mining, production, and distribution of silver and silver goods. Silver theme has 16 constituents.
View All  Next Launch Silver
Please see 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 Instant Ratings tool. Please also try Aroon Oscillator module to analyze current equity momentum using aroon oscillator and other momentum ratios.
Macroaxis is not a registered investment advisor or broker/dealer. All investments, including stocks, funds, ETFs, or cryptocurrencies, are speculative and involve substantial risk of loss. We encourage our investors to invest carefully. Much of our information is derived directly from data published by companies or submitted to governmental agencies which we believe are reliable, but are without our independent verification. Therefore, we cannot assure you that the information is accurate or complete. We do not in any way warrant or guarantee the success of any action you take in reliance on our statements or recommendations. Also, note that past performance is not necessarily indicative of future results. All investments carry risk, and all investment decisions of an individual remain the responsibility of that individual. There is no guarantee that systems, indicators, or signals will result in profits or that they will not result in losses. All investors are advised to fully understand all risks associated with any investing they choose to do. Hypothetical or simulated performance is not indicative of future results. We make no representations or warranties that any investor will, or is likely to, achieve profits similar to those shown because hypothetical or simulated performance is not necessarily indicative of future results. For more information please visit our terms and condition page