|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 = -0.0042
Neuberger Berman Technical Analysis
Neuberger Berman Projected Return Density Against MarketAssuming 30 trading days horizon, Neuberger Berman HY Bd AUD C2 Mthly has beta of -0.0042 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 C2 Mthly is likely to outperform the market. 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
Neuberger Berman Return VolatilityNeuberger Berman HY Bd AUD C2 Mthly accepts 0.7206% volatility on return distribution over the 30 days horizon. DOW inherits 1.0635% risk (volatility on return distribution) over the 30 days horizon.