|Horizon||30 Days Login to change|
Neuberger Berman Market Sensitivity
Neuberger Berman Abs Technical Analysis
Neuberger Berman Projected Return Density Against MarketAssuming 30 trading days horizon, Neuberger Berman has beta of 0.0053 . 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 AbsRetMltStrt GBP I2Acc will be expected to be much smaller as well. Moreover, Neuberger Berman AbsRetMltStrt GBP I2Acc has an alpha of 0.0171 implying that it can potentially generate 0.0171% excess return over DOW after adjusting for the inherited market risk (beta).
Neuberger Berman Return VolatilityNeuberger Berman AbsRetMltStrt GBP I2Acc accepts 0.7483% volatility on return distribution over the 30 days horizon. DOW inherits 1.2898% risk (volatility on return distribution) over the 30 days horizon.