Neuberger Berman (Ireland) Risk Analysis And Volatility Evaluation

F00000P8DZ -- Ireland Fund  

USD 11.98  0.02  0.17%

Our philosophy towards estimating volatility of a fund is to use all available market data together with company specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for Neuberger Berman which you can use to evaluate future volatility of the organization. Please verify Neuberger Berman HY Bd USD C Acc Mean Deviation of 0.1845 and Risk Adjusted Performance of 0.2679 to check out if risk estimate we provide are consistent with the epected return of 0.0%.
 Time Horizon     30 Days    Login   to change

Neuberger Berman Market Sensitivity

As returns on market increase, returns on owning Neuberger Berman are expected to decrease at a much smaller rate. During bear market, Neuberger Berman is likely to outperform the market.
One Month Beta |Analyze Neuberger Berman HY Demand Trend
Check current 30 days Neuberger Berman correlation with market (DOW)
β = -0.0173
Neuberger Berman Almost negative betaNeuberger Berman HY Beta Legend

Neuberger Berman HY Technical Analysis

Transformation
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Projected Return Density Against Market

Assuming 30 trading days horizon, Neuberger Berman HY Bd USD C Acc has beta of -0.0173 suggesting as returns on benchmark increase, returns on holding Neuberger Berman are expected to decrease at a much smaller rate. During bear market, however, Neuberger Berman HY Bd USD C Acc is likely to outperform the market. Moreover, Neuberger Berman HY Bd USD C Acc has an alpha of 0.1344 implying that it can potentially generate 0.1344% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.13
β
Beta against DOW=0.02
σ
Overall volatility
=0.00
Ir
Information ratio =0.43

Actual Return Volatility

Neuberger Berman HY Bd USD C Acc accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 0.5525% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Neuberger Berman Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity

Unaffected

Investment Outlook

Neuberger Berman Investment Opportunity
DOW has a standard deviation of returns of 0.55 and is 9.223372036854776E16 times more volatile than Neuberger Berman HY Bd USD C Acc. 0% of all equities and portfolios are less risky than Neuberger Berman. Compared to the overall equity markets, volatility of historical daily returns of Neuberger Berman HY Bd USD C Acc is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use Neuberger Berman HY Bd USD C Acc to enhance returns of your portfolios. The fund experiences normal upward fluctuation. Check odds of Neuberger Berman to be traded at $12.58 in 30 days. As returns on market increase, returns on owning Neuberger Berman are expected to decrease at a much smaller rate. During bear market, Neuberger Berman is likely to outperform the market.

Neuberger Berman correlation with market

Good diversification
Overlapping area represents the amount of risk that can be diversified away by holding Neuberger Berman HY Bd USD C A and equity matching DJI index in the same portfolio.

Volatility Indicators

Neuberger Berman Current Risk Indicators
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