Neuberger Berman (Ireland) Alpha and Beta Analysis Overview

IE00BF109P17 -- Ireland Fund  

GBp 980.00  5.00  0.51%

This module allows you to check different measures of market premium for Neuberger Berman AbsRetMltStrt GBP I2Acc as well as systematic risk associated with investing in Neuberger Berman over a specified time horizon. Please also check Risk vs Return Analysis.
Horizon     30 Days    Login   to change
Symbol
Run Premiums

Neuberger Berman Market Premiums

α0.1β0.0184
30 days against DJI
Risk Adjusted Performance  

0.0298

Jensen Alpha  

0.0127

Total Risk Alpha  

0.029244

Sortino Ratio  

0.0

Treynor Ratio  

0.08

Neuberger Berman Fundamentals

    
 Better Than Average     
    
 Worse Than Average Compare Neuberger Berman to competition

Neuberger Berman Fundamental Vs Peers

FundamentalsNeuberger BermanPeer Average
Price to Earning21.02 times7.60 times
Price to Book2.27 times1.04 times
Price to Sales1.25 times1.03 times
One Year Return(3.71) % 2.30 %
Net Asset11.89 B1.37 B
Cash Position Weight27.16 % 14.48 %
Equity Positions Weight31.29 % 40.68 %

Neuberger Berman Opportunities

Neuberger Berman Return and Market Media

The median price of Neuberger Berman for the period between Thu, Aug 23, 2018 and Sat, Sep 22, 2018 is 0.0 with a coefficient of variation of 257.58. The daily time series for the period is distributed with a sample standard deviation of 344.34, arithmetic mean of 133.68, and mean deviation of 230.9. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - IE00BF109P17

Neuberger Berman Abs Investor Sentiment

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