|Horizon||30 Days Login to change|
Neuberger Berman Market Sensitivity
|As returns on market increase, Neuberger Berman returns are expected to increase less than the market. However during bear market, the loss on holding Neuberger Berman will be expected to be smaller as well.One Month Beta |Analyze Neuberger Berman Demand TrendCheck current 30 days Neuberger Berman correlation with market (DOW)|
β = 0.0105
Neuberger Berman Technical Analysis
Neuberger Berman Projected Return Density Against MarketAssuming 30 trading days horizon, Neuberger Berman has beta of 0.0105 suggesting as returns on market go up, Neuberger Berman average returns are expected to increase less than the benchmark. However during bear market, the loss on holding Neuberger Berman HY Bd USD C Acc will be expected to be much smaller as well. Moreover, Neuberger Berman HY Bd USD C Acc has an alpha of 0.1238 implying that it can potentially generate 0.1238% excess return over DOW after adjusting for the inherited market risk (beta).
Predicted Return Density
Neuberger Berman Return VolatilityNeuberger Berman HY Bd USD C Acc accepts 0.3331% volatility on return distribution over the 30 days horizon. DOW inherits 1.0678% risk (volatility on return distribution) over the 30 days horizon.