When the words "Azo" or "Hue" appear on a tube of paint, that signifies that the pigment used is not original. For example, Cadmium Yellow Medium Azo is not real Cadmium. This does not necessarily mean it's a bad paint. Arguably, some "Hues" are better than their actual counterparts, such as Alizarin Crimson or Van Dyke Brown. The probable next question is, so what's in there? The only way to find out is to look at the colour index name.
Colour index names are a type of industry code, marked somewhere on the tube, that list the actual pigment(s) used. They usually consist of 2-3 letters, followed by a number. For example,
real Cadmium Yellow Medium is PY 37, or
Pigment
Yellow #
37. Once you locate this code, you will need to cross reference it. The best online source would be David Myers'
Color of Art: Pigment Database. For books, there's always Ralph Mayer's "The Artist's Handbook", or "The Artist's Guide To Selecting Colors" by Michael Wilcox.
Even without a list or reference, this knowledge can help you in your next trip to the paint store. You pick out a tube of yellow, and see PY 3. Off had, you don't know what that is, but you also see PW 6, or Pigment White #6, listed. Since you already have white in your paint box, why not invest in a pure yellow?*
* - Pre-mixed paints are convenient and have their place; it's more a question of knowing what you're getting. As with any other purchase, the best consumer is an informed one.