|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 GlSr Demand TrendCheck current 30 days Neuberger Berman correlation with market (DOW)|
β = -0.0071
Neuberger Berman GlSr Technical Analysis
Neuberger Berman Projected Return Density Against MarketAssuming 30 trading days horizon, Neuberger Berman GlSr FlRt Inc USD U Acc has beta of -0.0071 . 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 GlSr FlRt Inc USD U Acc is likely to outperform the market. Moreover, Neuberger Berman GlSr FlRt Inc USD U Acc has an alpha of 0.0153 implying that it can potentially generate 0.0153% excess return over DOW after adjusting for the inherited market risk (beta).
Predicted Return Density
Neuberger Berman Return VolatilityNeuberger Berman GlSr FlRt Inc USD U Acc accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.0635% risk (volatility on return distribution) over the 30 days horizon.