Our approach into estimating volatility of a fund is to use all available market data together with fund specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for NEU BER which you can use to evaluate future volatility of the organization. Please verify NEU BER USD A AC Mean Deviation of 2.6, Market Risk Adjusted Performance of 0.0896 and Risk Adjusted Performance of 0.0207 to check out if risk estimate we provide are consistent with the epected return of 0.0%.
|Horizon||30 Days Login to change|
NEU BER Market Sensitivity
|As returns on market increase, NEU BER returns are expected to increase less than the market. However during bear market, the loss on holding NEU BER will be expected to be smaller as well. 2 Months Beta |Analyze NEU BER USD Demand TrendCheck current 30 days NEU BER correlation with market (DOW)|
β = 0.682
NEU BER Central Daily Price Deviation
NEU BER USD Technical Analysis
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NEU BER Projected Return Density Against MarketAssuming 30 trading days horizon, NEU BER has beta of 0.682 . This suggests as returns on market go up, NEU BER average returns are expected to increase less than the benchmark. However during bear market, the loss on holding NEU BER USD A AC will be expected to be much smaller as well. Moreover, The company has an alpha of 0.0102 implying that it can potentially generate 0.0102% excess return over DOW after adjusting for the inherited market risk (beta).
Predicted Return Density
|Alpha over DOW||=||0.0102|
|Beta against DOW||=||0.68|
NEU BER Return Volatilitythe fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.6865% risk (volatility on return distribution) over the 30 days horizon.
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DOW has a standard deviation of returns of 0.69 and is 9.223372036854776E16 times more volatile than NEU BER USD A AC. 0% of all equities and portfolios are less risky than NEU BER. Compared to the overall equity markets, volatility of historical daily returns of NEU BER USD A AC is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use NEU BER USD A AC to enhance returns of your portfolios. The fund experiences very speculative upward sentiment. . Check odds of NEU BER to be traded at $17.69 in 30 days. . As returns on market increase, NEU BER returns are expected to increase less than the market. However during bear market, the loss on holding NEU BER will be expected to be smaller as well.
NEU BER correlation with market
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