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 1.97, Mean Deviation of 0.6641 and Risk Adjusted Performance of 0.0031 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. 2 Months Beta |Analyze Neuberger Berman Demand TrendCheck current 30 days Neuberger Berman correlation with market (DOW)|
β = -0.0398
Neuberger Berman Central Daily Price Deviation
Neuberger Berman Technical Analysis
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Neuberger Berman Projected Return Density Against MarketAssuming 30 trading days horizon, Neuberger Berman US Mlt Cp Opp has beta of -0.0398 . 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. Additionally, Neuberger Berman US Mlt Cp Opp 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
|Alpha over DOW||=||0.01|
|Beta against DOW||=||0.04|
Neuberger Berman Return VolatilityNeuberger Berman US Mlt Cp Opp accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 2.0235% risk (volatility on return distribution) over the 30 days horizon.
DOW has a standard deviation of returns of 2.02 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