|Horizon||30 Days Login to change|
AQR International Market Sensitivity
|As returns on market increase, AQR International returns are expected to increase less than the market. However during bear market, the loss on holding AQR International will be expected to be smaller as well.One Month Beta |Analyze AQR International Demand TrendCheck current 30 days AQR International correlation with market (DOW)|
β = 0.3357
AQR International Technical Analysis
AQR International Projected Return Density Against MarketAssuming 30 trading days horizon, AQR International has beta of 0.3357 . This suggests as returns on market go up, AQR International average returns are expected to increase less than the benchmark. However during bear market, the loss on holding AQR International Defensive Style R6 will be expected to be much smaller as well. 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
Predicted Return Density
AQR International Return VolatilityAQR International Defensive Style R6 shows 0.5508% volatility of returns over 30 trading days. DOW inherits 0.4208% risk (volatility on return distribution) over the 30 days horizon.