ADAIX Mutual Fund Buy Hold or Sell Recommendation

ADAIX -  USA Fund  

USD 11.61  0.05  0.43%

Assuming the 90 days horizon and your above-average risk tolerance, our recommendation regarding Aqr Diversified Arbitrage is '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 ADAIX positions. The advice algorithm takes into account all of Aqr Diversified's available fundamental, technical, and predictive indicators you will find on this site.
  
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The advice is provided from Aqr Diversified's buy-and-hold perspective. Please continue to 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. We conduct extensive research on individual funds such as ADAIX and provide practical buy, sell, or hold recommendation based on selected investing horizon and risk tolerance towards Aqr Diversified Arbitrage.

Execute Aqr Diversified Buy or Sell Advice

The ADAIX 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

Execute Advice
Sell Aqr DiversifiedBuy Aqr Diversified
Hold

Volatility

Very steadyDetails

Hype Condition

StaleDetails

Current Valuation

Fairly ValuedDetails

Odds of Distress

Very SmallDetails

Economic Sensitivity

Barely shadows the marketDetails

Analyst Consensus

Not AvailableDetails
For the selected time horizon Aqr Diversified Arbitrage has a Risk Adjusted Performance of (0.20), Jensen Alpha of (0.027044), Total Risk Alpha of (0.014786) and Treynor Ratio of (0.31)
Our trade advice tool can cross-verify current analyst consensus on Aqr Diversified Arbitrage and to analyze the fund potential to grow in the current economic cycle. Use Aqr Diversified Arbitrage three year return and last dividend paid to ensure your buy or sell decision on Aqr Diversified Arbitrage is adequate.

Aqr Diversified Trading Alerts and Improvement Suggestions

Aqr Diversified generated a negative expected return over the last 90 days
Aqr Diversified is unlikely to experience financial distress in the next 2 years
The fund holds about 7.32% of its assets under management (AUM) in cash

Aqr Diversified Returns Distribution Density

The distribution of Aqr Diversified's historical returns is an attempt to chart the future uncertainty of Aqr Diversified's future price movements. The chart of the probability distribution of Aqr Diversified stock 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 stock.
Mean Return-0.04Value At Risk-0.69
Potential Upside0.44Standard Deviation0.36
 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 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 ADAIX 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
-0.03
β
Beta against DOW0.17
σ
Overall volatility
0.37
Ir
Information ratio 0.27

Aqr Diversified Volatility Alert

Aqr Diversified Arbitrage exhibits very low volatility with skewness of -0.91 and kurtosis of 2.88. However, we advise investors to further study Aqr Diversified Arbitrage technical indicators to make sure all market info is available and is reliable. 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 bullying 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 stocks as prices fall.

Aqr Diversified Implied Volatility

Aqr Diversified's implied volatility exposes the market's sentiment of Aqr Diversified Arbitrage stock's possible movements over time. However, it does not forecast the overall direction of its price. In a nutshell, if Aqr Diversified's implied volatility is high, the market thinks the stock has potential for high price swings in either direction. On the other hand, the low implied volatility suggests that Aqr Diversified stock will not fluctuate a lot when Aqr Diversified's options are near their expiration.

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
FundamentalsAqr DiversifiedPeer Average
Price to Earning20.89 X6.53 X
Price to Book2.05 X0.74 X
Price to Sales1.20 X0.61 X
One Year Return1.88 %4.15 %
Three Year Return3.53 %3.60 %
Five Year Return3.23 %3.24 %
Ten Year Return2.17 %1.79 %
Net Asset1.32 B4.11 B
Minimum Initial Investment5 M976.16 K
Last Dividend Paid0.170.65
Cash Position Weight7.32 %10.61 %
Equity Positions Weight47.98 %63.90 %
Bond Positions Weight13.37 %11.24 %

About Aqr Diversified Buy or Sell Advice

When is the right time to buy or sell Aqr Diversified Arbitrage? Buying financial instruments such as ADAIX Mutual Fund 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 basis. Although Aqr Diversified 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.

Use Investing Ideas to Build Portfolios

In addition to having Aqr Diversified 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 Impulse Thematic Idea Now

Impulse
Impulse Theme
Large corporations operating in retail, broadcasting, energy, airlines and telecom sectors. The Impulse theme has 41 constituents.
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 Impulse Theme or any other thematic opportunities.
View All  Next Launch Impulse
Please continue to 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. Note that the Aqr Diversified Arbitrage information on this page should be used as a complementary analysis to other Aqr Diversified's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try Insider Screener module to find insiders across different sectors to evaluate their impact on performance.

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Please note, there is a significant difference between Aqr Diversified's value and its price as these two are different measures arrived at by different means. Investors typically determine Aqr Diversified value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Aqr Diversified'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.