Neuberger Berman (Ireland) Risk Analysis And Volatility

F00000UI47 -- Ireland Fund  

USD 8.12  0.06  0.73%

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 GlSr FlRt Inc USD BMInc Mean Deviation of 0.1278 and Risk Adjusted Performance of (0.20) to check out if risk estimate we provide are consistent with the epected return of 0.0%.

60 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Odds

60 Days Economic Sensitivity

Insignificant
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 GlSr Demand Trend
Check current 30 days Neuberger Berman correlation with market (DOW)
β = 0.0414

Neuberger Berman Central Daily Price Deviation

Neuberger Berman GlSr Technical Analysis

Transformation
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Neuberger Berman Projected Return Density Against Market

Assuming 30 trading days horizon, Neuberger Berman has beta of 0.0414 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 GlSr FlRt Inc USD BMInc will be expected to be much smaller as well. Additionally, The company has a negative alpha implying that the risk taken by holding this equity is not justified. Neuberger Berman GlSr is significantly underperforming DOW.
 Predicted Return Density 
      Returns 
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 GlSr FlRt Inc USD BMInc is currently at 0.0. For similar time horizon, the selected benchmark (DOW) has volatility of 0.7
α
Alpha over DOW
=0.06
β
Beta against DOW=0.0414
σ
Overall volatility
=0.00
Ir
Information ratio =0.31

Neuberger Berman Return Volatility

the fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.6518% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Neuberger Berman Investment Opportunity

DOW has a standard deviation of returns of 0.65 and is 9.223372036854776E16 times more volatile than Neuberger Berman GlSr FlRt Inc USD BMInc. 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 GlSr FlRt Inc USD BMInc is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use Neuberger Berman GlSr FlRt Inc USD BMInc to protect your portfolios 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 $7.96 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
Average diversification
Overlapping area represents the amount of risk that can be diversified away by holding Neuberger Berman GlSr FlRt Inc and equity matching DJI index in the same portfolio.

Neuberger Berman Current Risk Indicators

Neuberger Berman Suggested Diversification Pairs

Additionally see Investing Opportunities. Please also try Risk-Return Analysis module to view associations between returns expected from investment and the risk you assume.
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