We consider Neuberger Berman unknown risk. Neuberger Berman has Sharpe Ratio of 0.5774 which conveys that the entity had 0.5774% of return per unit of risk over the last 2 months. 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 Mean Deviation of 0.335 and Risk Adjusted Performance of
(0.76) to check out if risk estimate we provide are consistent with the epected return of 0.047%.
|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. 2 Months Beta |Analyze Neuberger Berman Demand TrendCheck current 30 days Neuberger Berman correlation with market (DOW)|
β = -0.0104
Neuberger Berman Central Daily Price Deviation
Neuberger Berman Technical Analysis
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Neuberger Berman Projected Return Density Against MarketAssuming 30 trading days horizon, Neuberger Berman HY Bd AUD B Weekly has beta of -0.0104 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 Weekly is likely to outperform the market. Additionally, The company has a negative alpha implying that the risk taken by holding this equity is not justified. Neuberger Berman is significantly underperforming DOW.
Predicted Return Density
Assuming 30 trading days horizon, the coefficient of variation of Neuberger Berman is 173.21. The daily returns are destributed with a variance of 0.01 and standard deviation of 0.08. The mean deviation of Neuberger Berman HY Bd AUD B Weekly is currently at 0.06. For similar time horizon, the selected benchmark (DOW) has volatility of 1.94
|Alpha over DOW||=||0.17|
|Beta against DOW||=||0.01|
Neuberger Berman Return Volatilitythe fund accepts 0.0814% volatility on return distribution over the 30 days horizon. the entity inherits 1.9932% risk (volatility on return distribution) over the 30 days horizon.
DOW has a standard deviation of returns of 1.99 and is 24.88 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. Use Neuberger Berman HY Bd AUD B Weekly to enhance returns of your portfolios. The fund experiences normal upward fluctuation. Check odds of Neuberger Berman to be traded at A$7.46 in 30 days. . 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.
Neuberger Berman correlation with market