|Horizon||30 Days Login to change|
AQR International Market Sensitivity
AQR International Technical Analysis
AQR International Projected Return Density Against MarketAssuming 30 trading days horizon, AQR International Defensive Style R6 has beta of -0.014 . This suggests as returns on benchmark increase, returns on holding AQR International are expected to decrease at a much smaller rate. During bear market, however, AQR International Defensive Style R6 is likely to outperform the market. Additionally, AQR International Defensive Style R6 has a negative alpha implying that the risk taken by holding this equity is not justified. The company is significantly underperforming DOW
AQR International Return VolatilityAQR International Defensive Style R6 shows 0.7658% volatility of returns over 30 trading days. DOW inherits 1.1955% risk (volatility on return distribution) over the 30 days horizon.