Neuberger Mutual Fund Alpha and Beta Analysis

NCRCX -  USA Fund  

USD 9.45  0.03  0.32%

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Neuberger Berman Core. It also helps investors analyze the systematic and unsystematic risks associated with investing in Neuberger Berman over a specified time horizon. Remember, high Neuberger Berman's alpha is almost always a sign of good performance; however, a high beta will depend on investors' risk tolerance level and may signal increased volatility and potential future overvaluation.
Additionally, see Neuberger Berman Backtesting, Portfolio Optimization, Neuberger Berman Correlation, Neuberger Berman Hype Analysis, Neuberger Berman Volatility, Neuberger Berman History and analyze Neuberger Berman Performance.
  
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Please note that although Neuberger Berman alpha is a measure of relative return and represented here as a single number, it indicates the percentage above or below your selected benchmark (i.e., DOW index.) So in this particular case, Neuberger Berman did 0.10  worse than the index. Remember, a high alpha is always good. Beta, on the other hand, measures the volatility (or risk) of an investment. It is an indication of Neuberger Berman Core fund's relative risk over its benchmark. Neuberger Berman Core has a beta of 0.0034  . Let's try to break down what Neuberger's beta means in this case. As returns on the market increase, Neuberger Berman returns are expected to increase less than the market. However, during the bear market, the loss on holding Neuberger Berman will be expected to be smaller as well.
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Alpha is a measure of relative performance on a risk-adjusted basis, while beta measures volatility against the benchmark. The goal is to know if an investor is being compensated for the volatility risk taken. The return on investment might be better than its reference but still not compensate for the assumption of the risk.

Neuberger Berman Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Neuberger Berman market risk premium is the additional return an investor will receive from holding Neuberger Berman long position in a well-diversified portfolio. The market premium is part of the Capital Asset Pricing Model (CAPM), which most analysts and investors use to calculate the acceptable rate of return on investment in Neuberger Berman. At the center of the CAPM is the concept of risk and reward, which is usually communicated by investors using alpha and beta measures. Alpha and beta are two of the key measurements used to evaluate Neuberger Berman's performance over market.
α-0.1   β0.0034
90 days against DJI

Neuberger Berman expected buy-and-hold returns

Although buy-and-hold investment strategy may not appeal to all investors, it may be used as a good measure of Neuberger Berman's Buy-and-hold return. Our buy-and-hold chart shows how Neuberger Berman performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.

Neuberger Berman Market Price Analysis

Market price analysis indicators help investors to evaluate how Neuberger Berman mutual fund reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Neuberger Berman shares will generate the highest return on investment. By understating and applying Neuberger Berman mutual fund market price indicators, traders can identify Neuberger Berman position entry and exit signals to maximize returns.

Neuberger Berman Return and Market Media

The median price of Neuberger Berman for the period between Tue, Feb 22, 2022 and Mon, May 23, 2022 is 9.76 with a coefficient of variation of 2.61. The daily time series for the period is distributed with a sample standard deviation of 0.25, arithmetic mean of 9.73, and mean deviation of 0.23. The Fund received some media coverage during the period.
 Price Growth (%)  
      Timeline 
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Illinois Pension Funds Are Slow To Pull Out of Russian Asset...05/05/2022

About Neuberger Berman Beta and Alpha

For many years both, Alpha and Beta indicators are used by professional money managers as critical performance measurement tools across virtually all equity instruments such as Ford or other stocks, funds, and ETFs. Alpha measures the amount that position in Neuberger Berman Core has returned in comparison to a selected market index or another relevant benchmark. In other words, Alpha is the excess return on an investment relative to the performance of your selected benchmark. Beta, on the other hand, measures the relative risk of your investment.

Neuberger Berman Investors Sentiment

The influence of Neuberger Berman's investor sentiment on the probability of its price appreciation or decline could be a good factor in your decision-making process regarding taking a position in Neuberger. The overall investor sentiment generally increases the direction of a stock movement in a one-year investment horizon. However, the impact of investor sentiment on the entire stock markets does not have a solid backing from leading economists and market statisticians.
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Neuberger Berman in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Neuberger Berman's short interest history, or implied volatility extrapolated from Neuberger Berman options trading.

Current Sentiment - NCRCX

Neuberger Berman Core Investor Sentiment

Macroaxis portfolio users are evenly split in their trading attitude regarding investing in Neuberger Berman Core. What is your trading attitude regarding investing in Neuberger Berman Core? Are you bullish or bearish?
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Additionally, see Neuberger Berman Backtesting, Portfolio Optimization, Neuberger Berman Correlation, Neuberger Berman Hype Analysis, Neuberger Berman Volatility, Neuberger Berman History and analyze Neuberger Berman Performance. Note that the Neuberger Berman Core information on this page should be used as a complementary analysis to other Neuberger Berman's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try Fundamentals Comparison module to compare fundamentals across multiple equities to find investing opportunities.

Complementary Tools for Neuberger Mutual Fund analysis

When running Neuberger Berman Core price analysis, check to measure Neuberger Berman's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Neuberger Berman is operating at the current time. Most of Neuberger Berman's value examination focuses on studying past and present price action to predict the probability of Neuberger Berman's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Neuberger Berman's price. Additionally, you may evaluate how the addition of Neuberger Berman to your portfolios can decrease your overall portfolio volatility.
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Neuberger Berman technical mutual fund analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.
A focus of Neuberger Berman technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Neuberger Berman trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...