Stock fact sheet · data as of
AQR Managed Futures Strategy Fund (AQMIX): fair value, margin of safety and Wheel Score
Financial Services · Asset Management · United States · Blend
Is AQMIX undervalued?
AQMIX closed at 11.21 on 16 Oct 2026, more than 30% above the GLS average fair value of 2.39. Only 0 of the 2 models that produced a value sit above the price. By our models the shares are priced well beyond what the filed earnings, cash flow and book value support; the Sunday Scan drops names like this at the "below fair value" rule.
Only 2 of the nine models produced a value (10 Cap, DDM); the others need a dividend, positive free cash flow or positive book value the company does not have yet, so the average rests on a narrow base.
The nightly engine files AQMIX under Blend.
Nine valuation models for AQMIX
Each model turns the latest filed numbers into a value per share; the GLS fair value is the simple average of the ones that produce a positive number. The last two rows are shown for reference and never enter the average. The Quote page lets you switch any model off and add your own margin of safety.
| Model | Value | vs price | What it measures |
|---|---|---|---|
| DCF | - | - | Present value of the projected free cash flows, discounted at the cost of capital; no value tonight |
| Graham Number | - | - | The most a defensive investor pays for the earnings and book value per share; no value tonight |
| Graham Growth | - | - | Graham's growth formula: EPS × (8.5 + 2 × growth), adjusted for bond yields; no value tonight |
| Lynch | - | - | EPS × the earnings growth rate (PEG of 1), growth capped at 25%; no value tonight |
| GLS Growth | - | - | EPS compounded ten years at the blended growth rate, discounted back at 15% a year; no value tonight |
| 10 Cap | 1.60 | -86% | Owner's earnings (operating cash flow less maintenance capex) capitalised at 10% |
| Payback Time | - | - | Eight years of compounded free cash flow: the price at which the business pays for itself; no value tonight |
| DDM | 3.18 | -72% | Dividend discount model: next year's dividend ÷ (10% − 3% growth); needs a dividend |
| EPV | - | - | Earnings power value: current EPS capitalised at 9% with no growth; no value tonight |
| Zombie (liquidation) | -0.0587 | -101% | Current assets less all liabilities, per share: the balance-sheet floor. Not in the average |
| Wall St target | 0.0000 | -100% | Analysts' average 12-month price target. Not in the average |
Quality and financial health
Financial health is average - AQMIX passes 6 of the nine Piotroski tests, which passes the Sunday Scan's "6 or more" rule. The Financials tab on the Quote page shows which tests fail. The GLS Moat score is low at 4.5 out of 10, which says the ten-year record of revenue, earnings, margins and returns on capital has been inconsistent - growth and shocks rather than steady compounding.
Returns on capital are thin or negative - ROIC 2.9%, ROE 3.5%, ROA 2.9% - with debt at 0.18 times equity and a free-cash-flow yield of 1.3%.
The dividend yield is 1.93% at a payout ratio of 302%; for a wheel trader holding assigned shares the dividend adds to the covered-call premium, and the ex-dividend date is worth knowing before a call is sold.
Institutional ownership scores 5/10, insider activity 5/10 and Congressional trading 5/10 on the GLS smart-money scales.
| Piotroski F-score | 6 / 9 | ROIC | 2.9% |
|---|---|---|---|
| GLS Moat | 4.5 / 10 | ROE | 3.5% |
| Debt / equity | 0.18 | ROA | 2.9% |
| Free-cash-flow yield | 1.3% | Payout ratio | 302% |
| Institutions | 5 / 10 | Insiders · Congress | 5 · 5 / 10 |
Wheel Score 30: No options
AQMIX has no listed options in the nightly snapshot, so there is nothing to sell and the stock cannot be wheeled however good the business; the Wheel Score is capped at 39 and shown as "No options" (30 here). The valuation and quality numbers still apply to owning the shares outright.
Volume runs at - a day on a market cap of $3.7B, with a beta of -0.13 - a low beta, so day-to-day moves are smaller than the market's; the Stability part of the Wheel Score gives that 10 of 20.
| Part | Points | From | |
|---|---|---|---|
| Value | 0 / 25 | -369% margin of safety | |
| Health | 13 / 20 | Piotroski 6/9 | |
| Moat | 7 / 15 | moat 4.5/10 | |
| Premium | 0 / 20 | no option data | |
| Stability | 10 / 20 | 0k shares/day, $3.7B cap, beta -0.13 |
The Wheel Score ranks ~7,400 US stocks for selling cash-secured puts and covered calls; it is updated nightly and is not a recommendation. The walkthrough lesson shows how the score fits into a trade, start to finish.
Upcoming events
No upcoming earnings date is recorded for AQMIX in the nightly calendar.
Earnings, dividend, IPO, split and economic calendars for the whole market, filterable to your watchlists.
Similar stocks in Asset Management
The 12 companies below are the closest to AQR Managed Futures Strategy Fund by market cap within the Asset Management industry, each with its own fact sheet; the Compare page puts up to eight of them side by side.
| Stock | Close | Fair value | MoS | Wheel | Mkt cap |
|---|---|---|---|---|---|
| TMH Toyota Motor Corporation ADRhedged | 49.78 | 44.36 | -12% | 51Fair | $3.7B |
| SMTAX JPMorgan SmartRetirement 2040 Fund Class A | 25.21 | 5,400.79 | +100% | 39No options | $3.7B |
| JOBBX JPMorgan SmartRetirement Blend 2040 Fund Class R5 | 39.72 | 26.89 | -48% | 17No options | $3.8B |
| CNS Cohen & Steers, Inc. | 68.98 | 47.18 | -46% | 51Fair | $3.5B |
| SCSCX Touchstone Large Cap Focused Fund Class C | 80.08 | 41.65 | -92% | 23No options | $3.5B |
| PRFRX T. Rowe Price Floating Rate Fund, Inc. | 9.01 | 4.63 | -95% | 30No options | $4.0B |
| ARTYX Artisan Developing World Fund - Investor Shares | 23.06 | - | - | 37No options | $4.1B |
| EAPCX Parametric Commodity Strategy Fund | 8.19 | 8.42 | +3% | 39No options | $3.3B |
| TCLNX Nuveen Lifecycle 2030 Fund Retirement | 17.25 | 11.42 | -51% | 25No options | $4.2B |
| AAMI Acadian Asset Management | 92.81 | 62.56 | -48% | 56Fair | $3.3B |
| FGADX Franklin Gold and Precious Metals Adv | 50.54 | 12.72 | -297% | 24No options | $3.3B |
| FHI Federated Hermes, Inc. | 56.47 | 90.61 | +38% | 86Prime | $4.2B |
⚖ Compare AQMIX with 7 of them All Financial Services stocks →
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Start free See the Sunday ScanQuestions about AQMIX
Is AQMIX undervalued right now?
No: at 11.21 the stock trades 369% above the GLS average fair value of 2.39 (data as of 16 Oct 2026), well beyond what trailing earnings, cash flow and book value support.
What is the Wheel Score of AQMIX and what does it mean?
AQMIX has no listed options in our nightly snapshot, so it cannot be wheeled; its Wheel Score is capped at 39 and shown as "No options".
What is the GLS fair value for AQMIX?
2.39 per share as of 16 Oct 2026 - the simple average of the 2 valuation models (out of nine: DCF, Graham Number, Graham Growth, Lynch, GLS Growth, 10 Cap, Payback Time, DDM and EPV) that produced a positive value. The models run every night on the latest filings; the Quote page lets you switch any of them off and add a margin of safety of your own.
When does AQR Managed Futures Strategy Fund report earnings next?
No upcoming earnings date is recorded for AQMIX in our calendar as of 16 Oct 2026; the Calendars page is refreshed every morning.
Does AQMIX have listed options, and how liquid are they?
No. The nightly options snapshot found no listed contracts on AQMIX, so the wheel strategy cannot be run on it and the Wheel Score is capped at 39.