Neuberger Berman (Ireland) Risk Analysis And Volatility Evaluation

IE00B96Y7K71 -- Ireland Fund  

USD 11.30  0.02  0.18%

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 Inc USD U Acc Mean Deviation of 0.0518 and Risk Adjusted Performance of 0.2471 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 GlSr Demand Trend
Check current 30 days Neuberger Berman correlation with market (DOW)
β = -0.014

Neuberger Berman Central Daily Price Deviation

Neuberger Berman GlSr Technical Analysis

Transformation
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Neuberger Berman Projected Return Density Against Market

Assuming 30 trading days horizon, Neuberger Berman GlSr FlRt Inc USD U Acc has beta of -0.014 . 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 0.013 implying that it can potentially generate 0.013% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.013
β
Beta against DOW=0.01
σ
Overall volatility
=0.00
Ir
Information ratio =2.03

Neuberger Berman Return Volatility

Neuberger Berman GlSr FlRt Inc USD U Acc accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.3105% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Neuberger Berman Volatility Factors

60 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

60 Days Economic Sensitivity

Insignificant

Investment Outlook

Neuberger Berman Investment Opportunity

DOW has a standard deviation of returns of 1.31 and is 9.223372036854776E16 times more volatile than Neuberger Berman GlSr FlRt Inc USD U Acc. 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 Inc USD U Acc is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use Neuberger Berman GlSr FlRt Inc USD U Acc to protect against small markets fluctuations. The fund experiences normal downward trend and little activity. Check odds of Neuberger Berman to be traded at $11.19 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

correlation synergy
Very good diversification
Overlapping area represents the amount of risk that can be diversified away by holding Neuberger Berman GlSr FlRt Inc and equity matching DJI index in the same portfolio.

Neuberger Berman Volatility Indicators

Neuberger Berman GlSr FlRt Inc USD U Acc Current Risk Indicators

Please also check Risk vs Return Analysis. Please also try Pair Correlation module to compare performance and examine historical correlation between any two equity instruments.
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