Neuberger Berman (Ireland) Risk Analysis And Volatility

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 B Weekly 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 Technical Analysis

Transformation
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Neuberger Berman Projected Return Density Against Market

Assuming 30 trading days horizon, Neuberger Berman has beta of 0.0 suggesting the returns on DOW and Neuberger Berman do not appear to be highly reactive. Furthermore, It does not look like the company alpha can have any bearing on the equity current valuation.
Assuming 30 trading days horizon, the coefficient of variation of Neuberger Berman is 0.0. The daily returns are destributed with a variance of 0.0 and standard deviation of 0.0. The mean deviation of Neuberger Berman HY Bd AUD B Weekly is currently at 0.0. For similar time horizon, the selected benchmark (DOW) has volatility of 0.64
α
Alpha over DOW
=0.00
β
Beta against DOW=0.00
σ
Overall volatility
=0.00
Ir
Information ratio =0.00

Neuberger Berman Return Volatility

the fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.6319% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Neuberger Berman Investment Opportunity

DOW has a standard deviation of returns of 0.63 and is 9.223372036854776E16 times more volatile than Neuberger Berman HY Bd AUD B Weekly. 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 B Weekly is lower than 0 (%) of all global equities and portfolios over the last 30 days.

Neuberger Berman Current Risk Indicators

Neuberger Berman Suggested Diversification Pairs

See also Investing Opportunities. Please also try Portfolio Optimization module to compute new portfolio that will generate highest expected return given your specified tolerance for risk.
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