AQR International Alpha and Beta Analysis Overview

ANDRX -- USA Fund  

USD 13.41  0.06  0.45%

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

α0.05β0.47
30 days against DJI
Risk Adjusted Performance  

0.01

Jensen Alpha  

0.0

Total Risk Alpha  

0.0

Treynor Ratio  

0.0

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 Mon, Aug 27, 2018 and Wed, Sep 26, 2018 is 13.25 with a coefficient of variation of 1.22. The daily time series for the period is distributed with a sample standard deviation of 0.16, arithmetic mean of 13.2, and mean deviation of 0.14. The Fund received some media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - ANDRX

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 Portfolio Center module to all portfolio management and optimization tools to improve performance of your portfolios.
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