Neuberger Berman (Ireland) Risk Analysis And Volatility

IE00B8GFK154 -- Ireland Fund  

EUR 17.24  0.32  1.82%

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 US Mlt Cp Opp Downside Deviation of 1.95, Risk Adjusted Performance of 0.0078 and Mean Deviation of 0.6727 to check out if risk estimate we provide are consistent with the epected return of 0.0%.

60 Days Market Risk

Very steady

Chance of Distress in 24 months

Very low

60 Days Economic Sensitivity

Almost neglects market trends
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 Trend
Check current 30 days Neuberger Berman correlation with market (DOW)
β = -0.2747

Neuberger Berman Central Daily Price Deviation

Neuberger Berman Technical Analysis

Transformation
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Neuberger Berman Projected Return Density Against Market

Assuming 30 trading days horizon, Neuberger Berman US Mlt Cp Opp has beta of -0.2747 . This indicates 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 US Mlt Cp Opp is likely to outperform the market. Moreover, The company has an alpha of 0.0338 implying that it can potentially generate 0.0338% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.0338
β
Beta against DOW=0.27
σ
Overall volatility
=0.00
Ir
Information ratio =0.13

Neuberger Berman Return Volatility

the entity accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.6563% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Neuberger Berman Investment Opportunity

DOW has a standard deviation of returns of 0.66 and is 9.223372036854776E16 times more volatile than Neuberger Berman US Mlt Cp Opp. 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 US Mlt Cp Opp is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use Neuberger Berman US Mlt Cp Opp to protect your portfolios against small markets fluctuations. The fund experiences somewhat bearish sentiment, but market may correct it shortly. Check odds of Neuberger Berman to be traded at €16.72 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

correlation synergy
Good diversification
Overlapping area represents the amount of risk that can be diversified away by holding Neuberger Berman US Mlt Cp Opp and equity matching DJI index in the same portfolio.

Neuberger Berman Current Risk Indicators

Neuberger Berman Suggested Diversification Pairs

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