|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 Demand TrendCheck current 30 days Neuberger Berman correlation with market (DOW)|
β = -0.0385
Neuberger Berman Technical Analysis
Neuberger Berman Projected Return Density Against MarketAssuming 30 trading days horizon, Neuberger Berman US Mlt Cp Opp has beta of -0.0385 . 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, Neuberger Berman US Mlt Cp Opp has an alpha of 0.0677 implying that it can potentially generate 0.0677% excess return over DOW after adjusting for the inherited market risk (beta).
Predicted Return Density
Neuberger Berman Return VolatilityNeuberger Berman US Mlt Cp Opp accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.0618% risk (volatility on return distribution) over the 30 days horizon.