Neuberger Berman (Ireland) Risk Analysis And Volatility Evaluation

F00000PVOQ -- Ireland Fund  

AUD 7.21  0.04  0.55%

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 HY Bd AUD C2 Mthly Mean Deviation of 0.2991 and Risk Adjusted Performance of (0.36) to check out if risk estimate we provide are consistent with the epected return of 0.0%.
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.
2 Months Beta |Analyze Neuberger Berman Demand Trend
Check current 30 days Neuberger Berman correlation with market (DOW)
β = 0.0615

Neuberger Berman Central Daily Price Deviation

Neuberger Berman Technical Analysis

Transformation
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Neuberger Berman Projected Return Density Against Market

Assuming 30 trading days horizon, Neuberger Berman has beta of 0.0615 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 AUD C2 Mthly will be expected to be much smaller as well. Additionally, Neuberger Berman HY Bd AUD C2 Mthly 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 
α
Alpha over DOW
=0.12
β
Beta against DOW=0.06
σ
Overall volatility
=0.00
Ir
Information ratio =0.07

Neuberger Berman Return Volatility

Neuberger Berman HY Bd AUD C2 Mthly accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.3082% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Neuberger Berman Volatility Factors

60 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

60 Days Economic Sensitivity

Insignificant

Investment Outlook

Neuberger Berman Investment Opportunity

DOW has a standard deviation of returns of 1.31 and is 9.223372036854776E16 times more volatile than Neuberger Berman HY Bd AUD C2 Mthly. 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 AUD C2 Mthly is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use Neuberger Berman HY Bd AUD C2 Mthly to protect against small markets fluctuations. The fund experiences moderate downward daily trend and can be a good diversifier. Check odds of Neuberger Berman to be traded at A$7.07 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

correlation synergy
Modest diversification
Overlapping area represents the amount of risk that can be diversified away by holding Neuberger Berman HY Bd AUD C2 and equity matching DJI index in the same portfolio.

Neuberger Berman Volatility Indicators

Neuberger Berman HY Bd AUD C2 Mthly Current Risk Indicators

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