AQR International Alpha and Beta Analysis Overview

ANDRX -- USA Fund  

USD 12.53  0.00  0.00%

This module allows you to check different measures of market premium for AQR International Defensive Style R6 as well as systematic risk associated with investing in AQR International over a specified time horizon. Check also AQR International Backtesting, Portfolio Optimization, AQR International Correlation, AQR International Hype Analysis, AQR International Volatility, AQR International History and analyze AQR International Performance.
Horizon     30 Days    Login   to change
Symbol
Run Premiums

AQR International Market Premiums

α0.08   β0.0187
30 days against DJI

AQR International expected buy-and-hold returns

AQR International Market Price Analysis

AQR International Return and Market Media

The median price of AQR International for the period between Wed, Oct 17, 2018 and Fri, Nov 16, 2018 is 12.54 with a coefficient of variation of 1.37. The daily time series for the period is distributed with a sample standard deviation of 0.17, arithmetic mean of 12.51, and mean deviation of 0.14. The Fund received substential amount of media coverage during this period.
 Price Growth (%)  
      Timeline 
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4
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AQR International Investor Sentiment

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Check also AQR International Backtesting, Portfolio Optimization, AQR International Correlation, AQR International Hype Analysis, AQR International Volatility, AQR International History and analyze AQR International Performance. Please also try Alpha Finder module to use alpha and beta coefficients to find investment opportunities after accounting for the risk.
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