Neuberger Berman (Ireland) Risk Analysis And Volatility Evaluation

F00000UI47 -- Ireland Fund  

USD 8.51  0.01  0.12%

Our philosophy towards estimating volatility of a fund is to use all available market data together with company 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 0.1516 to check out if risk estimate we provide are consistent with the epected return of 0.0%.
 Time Horizon     30 Days    Login   to change

Neuberger Berman GlSr Technical Analysis

Transformation
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Projected Return Density Against Market

Assuming 30 trading days horizon, Neuberger Berman has beta of 0.0 suggesting unless we do not have required data, the returns on DOW and Neuberger Berman are completely uncorrelated. Furthermore, Neuberger Berman GlSr FlRt Inc USD BMIncIt does not look like Neuberger Berman alpha can have any bearing on the equity current valuation.
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.00
β
Beta against DOW=0.00
σ
Overall volatility
=0.00
Ir
Information ratio =0.27

Actual Return Volatility

Neuberger Berman GlSr FlRt Inc USD BMInc accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.4611% 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

Unaffected

Investment Outlook

Neuberger Berman Investment Opportunity
DOW has a standard deviation of returns of 1.46 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.

Volatility Indicators

Neuberger Berman Current Risk Indicators
Additionally see Investing Opportunities. Please also try Alpha Finder module to use alpha and beta coefficients to find investment opportunities after accounting for the risk.