Neuberger Berman (Ireland) Risk Analysis And Volatility Evaluation

F00000UI47 -- Ireland Fund  

USD 8.51  0.00  0.00%

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 0.1174 and Risk Adjusted Performance of 0.32 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 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 GlSr Demand Trend
Check current 30 days Neuberger Berman correlation with market (DOW)
β = -0.0225
Neuberger Berman Almost negative betaNeuberger Berman GlSr Beta Legend

Neuberger Berman GlSr Technical Analysis

Transformation
We are not able to run technical analysis function on this symbol. We either do not have that equity or its historical data is not available at this time. Please try again later.

Neuberger Berman Projected Return Density Against Market

Assuming 30 trading days horizon, Neuberger Berman GlSr FlRt Inc USD BMInc has beta of -0.0225 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 GlSr FlRt Inc USD BMInc is likely to outperform the market. Additionally, Neuberger Berman GlSr FlRt Inc USD BMInc 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 
      Returns 
α
Alpha over DOW
=0.07
β
Beta against DOW=0.02
σ
Overall volatility
=0.00
Ir
Information ratio =0.16

Neuberger Berman Return Volatility

Neuberger Berman GlSr FlRt Inc USD BMInc accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.0678% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Neuberger Berman Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity

Insignificant

Investment Outlook

Neuberger Berman Investment Opportunity

DOW has a standard deviation of returns of 1.07 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 against small markets fluctuations. The fund experiences normal downward trend, but the immediate impact on correlations cannot be determined at the moment . Check odds of Neuberger Berman to be traded at $8.42 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

Good 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 Volatility Indicators

Neuberger Berman GlSr FlRt Inc USD BMInc Current Risk Indicators

Additionally see Investing Opportunities. Please also try Positions Ratings module to determine portfolio positions ratings based on digital equity recommendations. macroaxis instant position ratings are based on combination of fundamental analysis and risk-adjusted market performance.
Search macroaxis.com