Neuberger Berman (Ireland) Risk Analysis And Volatility

IE00BK4YYC75 -- Ireland Fund  

CNY 78.86  0.000001  0.00%

Macroaxis considers Neuberger Berman to be unknown risk. Neuberger Berman has Sharpe Ratio of -0.3323 which conveys that the entity had -0.3323% 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 HY Bd RMB T Mthly to check out risk estimate we provide.
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 Demand Trend
Check current 30 days Neuberger Berman correlation with market (DOW)
β = -0.0012

Neuberger Berman Technical Analysis

Transformation
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Neuberger Berman Projected Return Density Against Market

Assuming 30 trading days horizon, Neuberger Berman HY Bd RMB T Mthly has beta of -0.0012 . 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 HY Bd RMB T Mthly is likely to outperform the market. Furthermore, It does not look like the company alpha can have any bearing on the equity current valuation.
 Predicted Return Density 
      Returns 
Assuming 30 trading days horizon, the coefficient of variation of Neuberger Berman is -300.89. The daily returns are destributed with a variance of 0.14 and standard deviation of 0.38. The mean deviation of Neuberger Berman HY Bd RMB T Mthly is currently at 0.28. For similar time horizon, the selected benchmark (DOW) has volatility of 1.74
α
Alpha over DOW
=0.00
β
Beta against DOW=0.0012
σ
Overall volatility
=0.38
Ir
Information ratio =0.00

Neuberger Berman Return Volatility

the fund accepts 0.3787% volatility on return distribution over the 30 days horizon. the entity inherits 1.6372% 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 1.64 and is 4.32 times more volatile than Neuberger Berman HY Bd RMB T Mthly. 3% 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 HY Bd RMB T Mthly is lower than 3 (%) of all global equities and portfolios over the last 30 days. Use Neuberger Berman HY Bd RMB T Mthly to protect your portfolios against small markets fluctuations. The fund experiences normal downward trend, but the immediate impact on correlations cannot be determined at the moment . Check odds of Neuberger Berman to be traded at Y78.07 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
Good diversification
Overlapping area represents the amount of risk that can be diversified away by holding Neuberger Berman HY Bd RMB T M and equity matching DJI index in the same portfolio.

Neuberger Berman Volatility Indicators

Neuberger Berman HY Bd RMB T Mthly Current Risk Indicators

Please also check Risk vs Return Analysis. Please also try Risk-Return Analysis module to view associations between returns expected from investment and the risk you assume.
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