|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 Demand TrendCheck current 30 days Neuberger Berman correlation with market (DOW)|
β = -0.0383
Neuberger Berman Technical Analysis
Neuberger Berman Projected Return Density Against MarketAssuming 30 trading days horizon, Neuberger Berman HY Bd AUD B Mthly has beta of -0.0383 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 AUD B Mthly is likely to outperform the market. Moreover, Neuberger Berman HY Bd AUD B Mthly has an alpha of 0.0077 implying that it can potentially generate 0.0077% excess return over DOW after adjusting for the inherited market risk (beta).
Predicted Return Density
Neuberger Berman Return VolatilityNeuberger Berman HY Bd AUD B Mthly accepts 0.235% volatility on return distribution over the 30 days horizon. DOW inherits 0.4529% risk (volatility on return distribution) over the 30 days horizon.