Neuberger Berman (Ireland) Risk Analysis And Volatility Evaluation

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 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 US Mlt Cp Opp Mean Deviation of 0.1686 and Risk Adjusted Performance of 0.0018 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 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 US Demand Trend
Check current 30 days Neuberger Berman correlation with market (DOW)
β = -0.2328
Neuberger Berman Almost negative betaNeuberger Berman US Beta Legend

Neuberger Berman US Technical Analysis

Transformation
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Projected Return Density Against Market

Assuming 30 trading days horizon, Neuberger Berman US Mlt Cp Opp has beta of -0.2328 . 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 0.0148 implying that it can potentially generate 0.0148% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.0148
β
Beta against DOW=0.23
σ
Overall volatility
=0.00
Ir
Information ratio =0.19

Actual Return Volatility

Neuberger Berman US Mlt Cp Opp accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 0.5516% 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 0.55 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 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

Very 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.

Volatility Indicators

Neuberger Berman Current Risk Indicators
Please also check Risk vs Return Analysis. Please also try Portfolio Diagnostics module to use generated alerts and portfolio events aggregator to diagnose current holdings.