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 GlSr FlRt EUR A Mean Deviation of 0.0615 and Risk Adjusted Performance of
(0.45) 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, Neuberger Berman returns are expected to increase less than the market. However during bear market, the loss on holding Neuberger Berman will be expected to be smaller as well. 2 Months Beta |Analyze Neuberger Berman GlSr Demand TrendCheck current 30 days Neuberger Berman correlation with market (DOW)|
β = 0.0039
Neuberger Berman Central Daily Price Deviation
Neuberger Berman GlSr Technical Analysis
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Neuberger Berman Projected Return Density Against MarketAssuming 30 trading days horizon, Neuberger Berman has beta of 0.0039 . This indicates as returns on market go up, Neuberger Berman average returns are expected to increase less than the benchmark. However during bear market, the loss on holding Neuberger Berman GlSr FlRt EUR A will be expected to be much smaller as well. Additionally, The company has a negative alpha implying that the risk taken by holding this equity is not justified. Neuberger Berman GlSr is significantly underperforming DOW.
Predicted Return Density
|Alpha over DOW||=||0.03|
|Beta against DOW||=||0.0039|
Neuberger Berman Return Volatilitythe fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 1.896% risk (volatility on return distribution) over the 30 days horizon.
DOW has a standard deviation of returns of 1.9 and is 9.223372036854776E16 times more volatile than Neuberger Berman GlSr FlRt EUR A. 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 EUR A is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use Neuberger Berman GlSr FlRt EUR A 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 8.52 in 30 days. . As returns on market increase, Neuberger Berman returns are expected to increase less than the market. However during bear market, the loss on holding Neuberger Berman will be expected to be smaller as well.
Neuberger Berman correlation with market