Neuberger Berman Real Fund Market Value
| NRREX Fund | USD 11.97 0.01 0.08% |
| Symbol | Neuberger |
Neuberger Berman 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Neuberger Berman's mutual fund what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Neuberger Berman.
| 03/20/2024 |
| 04/19/2024 |
If you would invest 0.00 in Neuberger Berman on March 20, 2024 and sell it all today you would earn a total of 0.00 from holding Neuberger Berman Real or generate 0.0% return on investment in Neuberger Berman over 30 days. Neuberger Berman is related to or competes with Goldman Sachs, Pimco Small, Gnma Fund, Goldman Sachs, and Goldman Sachs. The fund normally invests at least 80 percent of its net assets in equity securities issued by real estate investment tr... More
Neuberger Berman Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Neuberger Berman's mutual fund current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Neuberger Berman Real upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.19) | |||
| Maximum Drawdown | 6.6 | |||
| Value At Risk | (1.82) | |||
| Potential Upside | 1.5 |
Neuberger Berman Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Neuberger Berman's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Neuberger Berman's standard deviation. In reality, there are many statistical measures that can use Neuberger Berman historical prices to predict the future Neuberger Berman's volatility.| Risk Adjusted Performance | (0.07) | |||
| Jensen Alpha | (0.23) | |||
| Total Risk Alpha | (0.26) | |||
| Treynor Ratio | (0.11) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Neuberger Berman's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Neuberger Berman Real Backtested Returns
Neuberger Berman Real has Sharpe Ratio of -0.12, which conveys that the entity had a -0.12% return per unit of risk over the last 3 months. Neuberger Berman exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Neuberger Berman's Standard Deviation of 1.14, risk adjusted performance of (0.07), and Mean Deviation of 0.8853 to check out the risk estimate we provide. The fund secures a Beta (Market Risk) of 1.38, which conveys a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Neuberger Berman will likely underperform.
Auto-correlation | 0.28 |
Poor predictability
Neuberger Berman Real has poor predictability. Overlapping area represents the amount of predictability between Neuberger Berman time series from 20th of March 2024 to 4th of April 2024 and 4th of April 2024 to 19th of April 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Neuberger Berman Real price movement. The serial correlation of 0.28 indicates that nearly 28.0% of current Neuberger Berman price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.28 | |
| Spearman Rank Test | 0.6 | |
| Residual Average | 0.0 | |
| Price Variance | 0.12 |
Neuberger Berman Real lagged returns against current returns
Autocorrelation, which is Neuberger Berman mutual fund's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Neuberger Berman's mutual fund expected returns. We can calculate the autocorrelation of Neuberger Berman returns to help us make a trade decision. For example, suppose you find that Neuberger Berman has exhibited high autocorrelation historically, and you observe that the mutual fund is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Neuberger Berman regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Neuberger Berman mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Neuberger Berman mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Neuberger Berman mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Neuberger Berman Lagged Returns
When evaluating Neuberger Berman's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Neuberger Berman mutual fund have on its future price. Neuberger Berman autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Neuberger Berman autocorrelation shows the relationship between Neuberger Berman mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Neuberger Berman Real.
Regressed Prices |
| Timeline |
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Neuberger Berman in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Neuberger Berman's short interest history, or implied volatility extrapolated from Neuberger Berman options trading.
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Neuberger Berman technical mutual fund analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, fund market cycles, or different charting patterns.