Neuberger Berman (Ireland) Risk Analysis And Volatility Evaluation

IE00B97RFQ72 -- Ireland Fund  

SGD 22.60  0.00  0.00%

We consider Neuberger Berman unknown risk. Neuberger Berman GlSr has Sharpe Ratio of 0.4043 which conveys that Neuberger Berman GlSr had 0.4043% of return per unit of risk over the last 1 month. 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 GlSr FlRt Inc SGD A Acc to check out if risk estimate we provide are consistent with the epected return of 0.0259%.
 Time Horizon     30 Days    Login   to change

Neuberger Berman GlSr Technical Analysis

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Projected Return Density Against Market

Assuming 30 trading days horizon, Neuberger Berman has beta of 0.0 . This indicates unless we do not have required data, the returns on DOW and Neuberger Berman are completely uncorrelated. Furthermore, Neuberger Berman GlSr FlRt Inc SGD A AccIt does not look like Neuberger Berman 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 247.35. The daily returns are destributed with a variance of 0.0 and standard deviation of 0.06. The mean deviation of Neuberger Berman GlSr FlRt Inc SGD A Acc is currently at 0.04. For similar time horizon, the selected benchmark (DOW) has volatility of 0.55
Alpha over DOW
Beta against DOW=0.00
Overall volatility
Information ratio =0.00

Actual Return Volatility

Neuberger Berman GlSr FlRt Inc SGD A Acc accepts 0.064% volatility on return distribution over the 30 days horizon. DOW inherits 0.5516% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 

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


Investment Outlook

Neuberger Berman Investment Opportunity
DOW has a standard deviation of returns of 0.55 and is 9.17 times more volatile than Neuberger Berman GlSr FlRt Inc SGD A 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 SGD A Acc is lower than 0 (%) of all global equities and portfolios over the last 30 days.

Volatility Indicators

Neuberger Berman Current Risk Indicators
Please also check Risk vs Return Analysis. Please also try Price Ceiling Movement module to calculate and plot price ceiling movement for different equity instruments.