Neuberger Berman (Ireland) Risk Analysis And Volatility Evaluation

F00000PSUV -- Ireland Fund  

SGD 18.34  0.00  0.00%

We consider Neuberger Berman unknown risk. Neuberger Berman GlSr has Sharpe Ratio of 0.1989 which conveys that Neuberger Berman GlSr had 0.1989% of return per unit of risk over the last 1 month. Our philosophy towards 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 Neuberger Berman which you can use to evaluate future volatility of the organization. Please verify Neuberger Berman GlSr FlRt Inc SGD AMInc Mean Deviation of 0.1357 and Risk Adjusted Performance of 0.44 to check out if risk estimate we provide are consistent with the epected return of 0.0137%.
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 GlSr Demand Trend
Check current 30 days Neuberger Berman correlation with market (DOW)
β = 0.0696
Neuberger Berman Small BetaNeuberger Berman GlSr Beta Legend

Neuberger Berman GlSr Technical Analysis

Transformation
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Neuberger Berman Projected Return Density Against Market

Assuming 30 trading days horizon, Neuberger Berman has beta of 0.0696 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 GlSr FlRt Inc SGD AMInc will be expected to be much smaller as well. Additionally, Neuberger Berman GlSr FlRt Inc SGD AMInc has a negative alpha implying that the risk taken by holding this equity is not justified. The company is significantly underperforming DOW
 Predicted Return Density 
      Returns 
Assuming 30 trading days horizon, the coefficient of variation of Neuberger Berman is 502.74. The daily returns are destributed with a variance of 0.0 and standard deviation of 0.07. The mean deviation of Neuberger Berman GlSr FlRt Inc SGD AMInc is currently at 0.05. For similar time horizon, the selected benchmark (DOW) has volatility of 1.02
α
Alpha over DOW
=0.08
β
Beta against DOW=0.07
σ
Overall volatility
=0.07
Ir
Information ratio =0.28

Neuberger Berman Return Volatility

Neuberger Berman GlSr FlRt Inc SGD AMInc accepts 0.0686% volatility on return distribution over the 30 days horizon. DOW inherits 1.0479% 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

Insignificant

Investment Outlook

Neuberger Berman Investment Opportunity

DOW has a standard deviation of returns of 1.05 and is 15.0 times more volatile than Neuberger Berman GlSr FlRt Inc SGD AMInc. 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 GlSr FlRt Inc SGD AMInc is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use Neuberger Berman GlSr FlRt Inc SGD AMInc to protect against small markets fluctuations. The fund experiences normal downward trend, but the immediate impact on correlations cannot be determined at the moment . Check odds of Neuberger Berman to be traded at S$18.16 in 30 days. 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.

Neuberger Berman correlation with market

Poor diversification
Overlapping area represents the amount of risk that can be diversified away by holding Neuberger Berman GlSr FlRt Inc and equity matching DJI index in the same portfolio.

Neuberger Berman Volatility Indicators

Neuberger Berman GlSr FlRt Inc SGD AMInc Current Risk Indicators

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