Macroaxis considers Neuberger Berman to be unknown risk. Neuberger Berman GlSr has Sharpe Ratio of -0.8016 which conveys that the entity had -0.8016% of return per unit of risk over the last 2 months. Macroaxis philosophy towards estimating risk of any fund is to look at both systematic and un-systematic factors of the business, including all available market data and technical indicators. Neuberger Berman exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to verify Neuberger Berman GlSr FlRt Inc SGD A Acc to check out risk estimate we provide.
|Horizon||30 Days Login to change|
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 0.0 . This indicates the returns on DOW and Neuberger Berman do not appear to be sensitive. Furthermore, It does not look like the company alpha can have any bearing on the equity current valuation.
Predicted Return Density
Assuming 30 trading days horizon, the coefficient of variation of Neuberger Berman is -124.75. The daily returns are destributed with a variance of 0.56 and standard deviation of 0.75. The mean deviation of Neuberger Berman GlSr FlRt Inc SGD A Acc is currently at 0.6. For similar time horizon, the selected benchmark (DOW) has volatility of 1.94
|Alpha over DOW||=||0.00|
|Beta against DOW||=||0.00|
Neuberger Berman Return Volatilitythe fund accepts 0.7483% volatility on return distribution over the 30 days horizon. the entity inherits 1.981% risk (volatility on return distribution) over the 30 days horizon.
DOW has a standard deviation of returns of 1.98 and is 2.64 times more volatile than Neuberger Berman GlSr FlRt Inc SGD A Acc. 6% 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 SGD A Acc is lower than 6 (%) of all global equities and portfolios over the last 30 days.