QMNIX
AQR Equity Market Neutral I
1W: +0.3%
1M: +1.6%
3M: +7.9%
YTD: +6.4%
$12.25
+0.00 (+0.00%)
Weekly Expected Move ±0.6%
$12
$12
$12
$12
$12
ETF-Level Metrics
AUM$3.0B
Holdings1,778
Top 10 Wt10.8%
Beta-0.22
% Profitable81%
Coverage11%
Portfolio Valuation
P/E207.5
P/B3.5
P/S1.8
EV/EBITDA22.8
P/FCF10.9
PEG1.39
Profitability & Returns
Gross Margin47.3%
Net Margin-0.2%
ROE-0.3%
ROA-0.0%
ROIC31.2%
Div Yield4.10%
Leverage & Liquidity
Debt/Equity6.27
Debt/Assets0.18
Net Debt/EBITDA-23.8x
Interest Cov0.2x
Current Ratio2.26
Quick Ratio2.26
Growth (YoY)
Revenue+11.4%
Net Income+205.1%
EPS+232.1%
FCF+264.1%
EBITDA+90.7%
Rev CAGR 3Y-29.5%
Quality Scores
Piotroski F9.9
Altman Z-177.06
IS Quality86.5
IS Overall148.9
IS Value147.1
Median P/E18.8
Sector Breakdown
12 sectors| Sector | # Holdings | Total Weight % | Avg P/E |
|---|---|---|---|
| Other | 197 | 55.3% | — |
| Financial Services | 256 | 13.4% | 14.9 |
| Industrials | 345 | 4.6% | 32.0 |
| Consumer Cyclical | 226 | 3.4% | 24.9 |
| Energy | 67 | 1.8% | 14.3 |
| Technology | 235 | 1.6% | 61.2 |
| Consumer Defensive | 120 | 0.2% | 19.8 |
| Communication Services | 72 | -0.3% | 33.3 |
| Basic Materials | 132 | -1.5% | 22.7 |
| Healthcare | 176 | -3.1% | 27.3 |
| Real Estate | 71 | -4.9% | 65.4 |
| Utilities | 82 | -5.4% | 24.6 |
Smart Money Overlap
20 holdings with signals| Symbol | Company | Weight % | Signals | Badge | Insider Buys | Congress | Since Signal |
|---|---|---|---|---|---|---|---|
| TCBI | Texas Capital Bancshares, Inc. | 0.36% | 4 | Bullish | 1 | 4 | -9.2% |
| MSCI | MSCI Inc. | 0.33% | 4 | Bullish | 8 | 1 | -4.3% |
| PODD | Insulet Corp. | 0.29% | 4 | Bullish | 2 | 2 | -11.1% |
| CDW | CDW Corporation | 0.21% | 4 | Bullish | 2 | 1 | -2.4% |
| TFC | Truist Financial Corporation | 0.18% | 4 | Bullish | 1 | 2 | -4.1% |
| CSGP | CoStar Group, Inc. | 0.07% | 4 | Bullish | 3 | 1 | -18.8% |
| GBCI | Glacier Bancorp, Inc. | -0.03% | 4 | Bullish | 1 | 2 | -6.3% |
| CASY | Casey's General Stores, Inc. | -0.08% | 4 | Bullish | 1 | 2 | -20.7% |
| POOL | Pool Corporation | -0.12% | 4 | Bullish | 5 | 2 | -7.3% |
| TSCO | Tractor Supply Company | -0.13% | 4 | Bullish | 4 | 4 | -9.6% |
| CEG | Constellation Energy Corporation | -0.13% | 4 | Bullish | 1 | 4 | -7.3% |
| ERIE | Erie Indemnity Company | -0.15% | 4 | Bullish | 3 | 4 | +6.5% |
| Q | Qnity Electronics, Inc. | -0.17% | 4 | Bullish | 1 | 2 | -4.9% |
| VST | Vistra Corp. | -0.21% | 4 | Bullish | 3 | 1 | +1.4% |
| ACI | Albertsons Companies, Inc. | -0.21% | 4 | Bullish | 4 | 1 | +1.6% |
| GEHC | GE HealthCare Technologies Inc. | -0.29% | 4 | Bullish | 8 | 6 | -8.1% |
| CVNA | Carvana Co. | -0.38% | 4 | Bullish | 2 | 5 | +2.3% |
| HOOD | Robinhood Markets, Inc. | -0.39% | 4 | Bullish | 4 | 3 | +36.7% |
| BRO | Brown & Brown, Inc. | -0.43% | 4 | Bullish | 2 | 2 | +1.3% |
| AVTR | Avantor, Inc. | 0.02% | 3 | Bullish | 2 | 0 | +84.6% |
Showing 50 of 1979 holdings
· Page 1 of 40
| # | Name | Ticker | Weight % ▼ | Mkt Value | Shares | P/E | Mkt Cap | Sector |
|---|---|---|---|---|---|---|---|---|
| 1 | Limited Purpose Cash Investment Fund Cash | — | 24.03% | $796.0M | 796,049,277 | — | — | — |
| 2 | United States of America Private | — | 5.09% | $168.7M | 170,000,000 | — | — | — |
| 3 | United States of America Private | — | 4.78% | $158.2M | 160,000,000 | — | — | — |
| 4 | United States of America Private | — | 4.49% | $148.7M | 150,000,000 | — | — | — |
| 5 | United States of America Private | — | 3.59% | $118.9M | 120,000,000 | — | — | — |
| 6 | United States of America Private | — | 3.56% | $117.8M | 120,000,000 | — | — | — |
| 7 | United States of America Private | — | 3.11% | $103.0M | 103,650,000 | — | — | — |
| 8 | United States of America Private | — | 2.70% | $89.4M | 90,000,000 | — | — | — |
| 9 | United States of America Private | — | 2.39% | $79.2M | 80,000,000 | — | — | — |
| 10 | PG&E Corp. | 0QR3.L | 1.26% | $41.7M | 2,374,770 | 8.9 | $27.1B | Utilities |
| 11 | TotalEnergies SE | FP.SW | 1.19% | $34.1M | 429,578 | 22.2 | $137.8B | Energy |
| 12 | Compass Group plc | XGR2.DE | 1.12% | $28.0M | 1,329,440 | 24.8 | $45.5B | Consumer Cyclical |
| 13 | TJX Cos., Inc. (The) | 0LCE.L | 1.11% | $36.8M | 230,386 | 24.5 | $164.0B | Consumer Cyclical |
| 14 | Edison International | 0IFJ.L | 1.10% | $36.4M | 497,966 | 5.5 | $20.6B | Utilities |
| 15 | Astellas Pharma, Inc. | 4503.T | 1.10% | $5.8B | 2,229,600 | 11.0 | $4.0T | Healthcare |
| 16 | Microsoft Corp. | 4338.HK | 1.06% | $35.0M | 94,684 | 11.3 | $24.7T | Technology |
| 17 | Nestle SA | NESN.SW | 1.06% | $28.0M | 357,062 | 25.9 | $192.4B | Consumer Defensive |
| 18 | General Mills, Inc. | GIS.SW | 0.94% | $31.3M | 839,792 | -365.7 | $36.2B | Consumer Defensive |
| 19 | adidas AG | ADS.DE | 0.92% | $26.2M | 187,300 | 18.6 | $25.2B | Consumer Cyclical |
| 20 | Sanofi SA | SNW.DE | 0.91% | $26.0M | 311,558 | 21.7 | $84.9B | Healthcare |
| 21 | Comfort Systems USA, Inc. | FIX | 0.89% | $29.5M | 21,395 | 42.5 | $60.9B | Industrials |
| 22 | Carrefour SA | CRERF | 0.87% | $24.9M | 1,554,430 | 13.7 | $13.1B | Consumer Defensive |
| 23 | Booking Holdings, Inc. | BKNG.SW | 0.86% | $28.6M | 6,786 | 17.5 | $2.8T | Consumer Cyclical |
| 24 | PNC Financial Services Group, Inc. (The) | 0KEF.L | 0.86% | $28.5M | 136,975 | 12.2 | $88.4B | Financial Services |
| 25 | ASML Holding NV | ASML.WA | 0.84% | $24.2M | 21,028 | 60.0 | $2.7T | Technology |
| 26 | Stifel Financial Corp. | SF | 0.84% | $27.8M | 375,664 | 7.7 | $10.7B | Financial Services |
| 27 | Chubb Ltd. | 0VQD.L | 0.83% | $27.5M | 84,237 | 11.6 | $129.6B | Financial Services |
| 28 | BP plc | BP.SW | 0.82% | $20.4M | 3,452,004 | 44.0 | $86.5B | Energy |
| 29 | Siemens Energy AG | ENR.DE | 0.81% | $23.1M | 155,044 | 46.2 | $124.4B | Industrials |
| 30 | Gartner, Inc. | 0ITV.L | 0.79% | $26.0M | 164,318 | 16.6 | $13.2B | Technology |
| 31 | TechnipFMC plc | FTI | 0.78% | $25.9M | 375,115 | 23.5 | $27.0B | Energy |
| 32 | Occidental Petroleum Corp. | OPC.DE | 0.78% | $25.8M | 396,739 | 8.7 | $50.8B | Energy |
| 33 | Bristol-Myers Squibb Co. | BMY.SW | 0.77% | $25.5M | 420,671 | 13.5 | $87.7B | Healthcare |
| 34 | FedEx Corp. | FDX.SW | 0.76% | $25.3M | 71,084 | 15.8 | $43.4B | Industrials |
| 35 | NatWest Group plc | NWG.L | 0.76% | $19.1M | 3,408,157 | 7.0 | $52.7B | Financial Services |
| 36 | Recruit Holdings Co. Ltd. | RCRRF | 0.74% | $3.9B | 559,100 | 40.5 | $151.7B | Communication Services |
| 37 | T-Mobile US, Inc. | TMUS.SW | 0.73% | $24.1M | 114,603 | 17.1 | $379.7B | Communication Services |
| 38 | JB Hunt Transport Services, Inc. | 0J71.L | 0.72% | $24.0M | 113,258 | 33.3 | $22.1B | Industrials |
| 39 | VeriSign, Inc. | 0LOZ.L | 0.72% | $23.9M | 96,287 | 31.2 | $25.9B | Technology |
| 40 | Suncor Energy, Inc. | SRHBF | 0.72% | $33.3M | 361,521 | 6.4 | $1.2B | Communication Services |
| 41 | Thales SA | 0IW5.L | 0.72% | $20.6M | 81,130 | 30.6 | $46.8B | Industrials |
| 42 | Elastic NV | ESTC | 0.69% | $22.7M | 454,623 | 26.0 | $9.8B | Technology |
| 43 | Vodafone Group plc | VOD.SW | 0.67% | $16.8M | 14,709,213 | -75.7 | $21.1B | Communication Services |
| 44 | Viking Holdings Ltd. | VIK | 0.66% | $22.0M | 299,029 | 26.6 | $35.8B | Consumer Cyclical |
| 45 | Lockheed Martin Corp. | LMT.SW | 0.66% | $21.9M | 36,200 | 27.0 | $107.0B | Industrials |
| 46 | Hermes International SCA | RMS.VI | 0.66% | $18.9M | 11,543 | 30.2 | $136.4B | Consumer Cyclical |
| 47 | Danske Bank A/S | DNSKF | 0.66% | $141.0M | 442,644 | 12.7 | $47.2B | Financial Services |
| 48 | Mizuho Financial Group, Inc. | 8411.T | 0.65% | $3.4B | 533,130 | 15.1 | $20.6T | Financial Services |
| 49 | Walmart, Inc. | WMT.SW | 0.65% | $21.4M | 172,561 | 37.6 | $1.2T | Consumer Defensive |
| 50 | Micron Technology, Inc. | MTE.DE | 0.64% | $21.2M | 62,621 | 14.3 | $1.1T | Technology |