|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.One Month Beta |Analyze Neuberger Berman Demand TrendCheck current 30 days Neuberger Berman correlation with market (DOW)|
β = 0.3386
Neuberger Berman Technical Analysis
Neuberger Berman Projected Return Density Against MarketAssuming 30 trading days horizon, Neuberger Berman has beta of 0.3386 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 US Rel Est Sec B Acc will be expected to be much smaller as well. Additionally, Neuberger Berman US Rel Est Sec B Acc 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 US Rel Est Sec B Acc accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 0.3801% risk (volatility on return distribution) over the 30 days horizon.