Neuberger Berman (Ireland) Alpha and Beta Analysis Overview

F00000MPIK -- Ireland Fund  

AUD 13.89  0.01  0.07%

This module allows you to check different measures of market premium for Neuberger Berman HY Bd AUD A Acc as well as systematic risk associated with investing in Neuberger Berman over a specified time horizon. Additionally see Investing Opportunities.
Horizon     30 Days    Login   to change
Symbol
Run Premiums

Neuberger Berman Market Premiums

α0.12β0.03
30 days against DJI
Risk Adjusted Performance  

0.6589

Jensen Alpha  

0.2386

Total Risk Alpha  

0.276

Sortino Ratio  

0.0

Treynor Ratio  

28.17

Neuberger Berman Fundamentals

    
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Neuberger Berman Fundamental Vs Peers

FundamentalsNeuberger BermanPeer Average
Minimum Initial Investment10 K8.09 M
Cash Position Weight6.50 % 14.48 %
Bond Positions Weight93.02 % 14.72 %

Neuberger Berman Opportunities

Neuberger Berman Return and Market Media

The median price of Neuberger Berman for the period between Tue, Sep 18, 2018 and Thu, Oct 18, 2018 is 13.97 with a coefficient of variation of 0.9. The daily time series for the period is distributed with a sample standard deviation of 0.13, arithmetic mean of 13.89, and mean deviation of 0.11. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - F00000MPIK

Neuberger Berman Investor Sentiment

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