Neuberger Berman Large Fund Volatility

NBPIX Fund  USD 42.79  0.11  0.26%   
We consider Neuberger Berman very steady. Neuberger Berman Large has Sharpe Ratio of 0.11, which conveys that the entity had 0.11% return per unit of risk over the last 3 months. Our standpoint towards estimating the volatility of a fund is to use all available market data together with fund-specific technical indicators that cannot be diversified away. We have found twenty-seven technical indicators for Neuberger Berman, which you can use to evaluate the future volatility of the fund. Please verify Neuberger Berman's Risk Adjusted Performance of 0.0704, downside deviation of 0.9196, and Mean Deviation of 0.5728 to check out if the risk estimate we provide is consistent with the expected return of 0.0679%. Key indicators related to Neuberger Berman's volatility include:
540 Days Market Risk
Chance Of Distress
540 Days Economic Sensitivity
Neuberger Berman Mutual Fund volatility depicts how high the prices fluctuate around the mean (or its average) price. In other words, it is a statistical measure of the distribution of NEUBERGER daily returns, and it is calculated using variance and standard deviation. We also use NEUBERGER's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of Neuberger Berman volatility.
  
Since volatility provides investors with entry points to take advantage of stock prices, companies, such as Neuberger Berman can benefit from it. Downward market volatility can be a perfect environment for investors who play the long game. Here, they may decide to buy additional stocks of Neuberger Berman at lower prices. For example, an investor can purchase NEUBERGER stock that has halved in price over a short period. This will lower your average cost per share, thereby improving your portfolio's performance when the markets normalize. Similarly, when the prices of Neuberger Berman's stock rises, investors can sell out and invest the proceeds in other equities with better opportunities. Investing when markets are volatile with better valuations will accord both investors and companies the opportunity to generate better long-term returns.

Moving together with NEUBERGER Mutual Fund

  1.0NPNEX Neuberger Berman LargePairCorr
  1.0NPNCX Neuberger Berman LargePairCorr
  1.0NPNAX Neuberger Berman LargePairCorr
  0.87NPNRX Neuberger Berman LargePairCorr
  1.0NPRTX Neuberger Berman LargePairCorr
  0.74NRACX Neuberger Berman SociallyPairCorr
  0.65NRABX Neuberger Berman AbsolutePairCorr
  0.74NRARX Neuberger Berman SociallyPairCorr

Neuberger Berman Market Sensitivity And Downside Risk

Neuberger Berman's beta coefficient measures the volatility of NEUBERGER mutual fund compared to the systematic risk of the entire stock market represented by your selected benchmark. In mathematical terms, beta represents the slope of the line through a regression of data points where each of these points represents NEUBERGER mutual fund's returns against your selected market. In other words, Neuberger Berman's beta of -0.17 provides an investor with an approximation of how much risk Neuberger Berman mutual fund can potentially add to one of your existing portfolios.
Neuberger Berman Large has low volatility with Treynor Ratio of -0.47, Maximum Drawdown of 5.21 and kurtosis of 5.1. However, we advice all investors to further analyze Neuberger Berman Large to make certain all market information is desiminated and is consistent with the current expectations about Neuberger Berman upside potential. Understanding different market volatility trends often help investors to time the market. Properly using volatility indicators enable traders to measure Neuberger Berman's mutual fund risk against market volatility during both bullish and bearish trends. The higher level of volatility that comes with bear markets can directly impact Neuberger Berman's mutual fund price while adding stress to investors as they watch their shares' value plummet. This usually forces investors to rebalance their portfolios by buying different stocks as prices fall.
3 Months Beta |Analyze Neuberger Berman Large Demand Trend
Check current 90 days Neuberger Berman correlation with market (NYSE Composite)

NEUBERGER Beta

    
  -0.17  
NEUBERGER standard deviation measures the daily dispersion of prices over your selected time horizon relative to its mean. Typical volatile equity has a high standard deviation, while the deviation of a stable instrument is usually low. As a downside, the standard deviation calculates all uncertainty as risk, even when it is in your favor, such as above-average returns.

Standard Deviation

    
  0.61  
It is essential to understand the difference between upside risk (as represented by Neuberger Berman's standard deviation) and the downside risk, which can be measured by semi-deviation or downside deviation of Neuberger Berman's daily returns or price. Since the actual investment returns on holding a position in neuberger mutual fund tend to have a non-normal distribution, there will be different probabilities for losses than for gains. The likelihood of losses is reflected in the downside risk of an investment in Neuberger Berman.

Neuberger Berman Large Mutual Fund Volatility Analysis

Volatility refers to the frequency at which Neuberger Berman fund price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with Neuberger Berman's price changes. Investors will then calculate the volatility of Neuberger Berman's mutual fund to predict their future moves. A fund that has erratic price changes quickly hits new highs, and lows are considered highly volatile. A mutual fund with relatively stable price changes has low volatility. A highly volatile fund is riskier, but the risk cuts both ways. Investing in highly volatile security can either be highly successful, or you may experience significant failure. There are two main types of Neuberger Berman's volatility:

Historical Volatility

This type of fund volatility measures Neuberger Berman's fluctuations based on previous trends. It's commonly used to predict Neuberger Berman's future behavior based on its past. However, it cannot conclusively determine the future direction of the mutual fund.

Implied Volatility

This type of volatility provides a positive outlook on future price fluctuations for Neuberger Berman's current market price. This means that the fund will return to its initially predicted market price. This type of volatility can be derived from derivative instruments written on Neuberger Berman's to be redeemed at a future date.
Transformation
The output start index for this execution was zero with a total number of output elements of sixty-one. Neuberger Berman Large Average Price is the average of the sum of open, high, low and close daily prices of a bar. It can be used to smooth an indicator that normally takes just the closing price as input.

Neuberger Berman Projected Return Density Against Market

Assuming the 90 days horizon Neuberger Berman Large has a beta of -0.1702 . This indicates as returns on benchmark increase, returns on holding Neuberger Berman are expected to decrease at a much lower rate. During the bear market, however, Neuberger Berman Large is likely to outperform the market.
Most traded equities are subject to two types of risk - systematic (i.e., market) and unsystematic (i.e., nonmarket or company-specific) risk. Unsystematic risk is the risk that events specific to Neuberger Berman or Neuberger Berman sector will adversely affect the stock's price. This type of risk can be diversified away by owning several different stocks in different industries whose stock prices have shown a small correlation to each other. On the other hand, systematic risk is the risk that Neuberger Berman's price will be affected by overall mutual fund market movements and cannot be diversified away. So, no matter how many positions you have, you cannot eliminate market risk. However, you can measure a NEUBERGER fund's historical response to market movements and buy it if you are comfortable with its volatility direction. Beta and standard deviation are two commonly used measures to help you make the right decision.
The company has an alpha of 0.1032, implying that it can generate a 0.1 percent excess return over NYSE Composite after adjusting for the inherited market risk (beta).
   Predicted Return Density   
       Returns  
Neuberger Berman's volatility is measured either by using standard deviation or beta. Standard deviation will reflect the average amount of how neuberger mutual fund's price will differ from the mean after some time.To get its calculation, you should first determine the mean price during the specified period then subtract that from each price point.

What Drives a Neuberger Berman Price Volatility?

Several factors can influence a fund's market volatility:

Industry

Specific events can influence volatility within a particular industry. For instance, a significant weather upheaval in a crucial oil-production site may cause oil prices to increase in the oil sector. The direct result will be the rise in the stock price of oil distribution companies. Similarly, any government regulation in a specific industry could negatively influence stock prices due to increased regulations on compliance that may impact the company's future earnings and growth.

Political and Economic environment

When governments make significant decisions regarding trade agreements, policies, and legislation regarding specific industries, they will influence stock prices. Everything from speeches to elections may influence investors, who can directly influence the stock prices in any particular industry. The prevailing economic situation also plays a significant role in stock prices. When the economy is doing well, investors will have a positive reaction and hence, better stock prices and vice versa.

The Company's Performance

Sometimes volatility will only affect an individual company. For example, a revolutionary product launch or strong earnings report may attract many investors to purchase the company. This positive attention will raise the company's stock price. In contrast, product recalls and data breaches may negatively influence a company's stock prices.

Neuberger Berman Mutual Fund Risk Measures

Most traded equities are subject to two types of risk - systematic (i.e., market) and unsystematic (i.e., nonmarket or company-specific) risk. Unsystematic risk is the risk that events specific to Neuberger Berman or Neuberger Berman sector will adversely affect the stock's price. This type of risk can be diversified away by owning several different stocks in different industries whose stock prices have shown a small correlation to each other. On the other hand, systematic risk is the risk that Neuberger Berman's price will be affected by overall mutual fund market movements and cannot be diversified away. So, no matter how many positions you have, you cannot eliminate market risk. However, you can measure a NEUBERGER fund's historical response to market movements and buy it if you are comfortable with its volatility direction. Beta and standard deviation are two commonly used measures to help you make the right decision. Assuming the 90 days horizon the coefficient of variation of Neuberger Berman is 895.33. The daily returns are distributed with a variance of 0.37 and standard deviation of 0.61. The mean deviation of Neuberger Berman Large is currently at 0.47. For similar time horizon, the selected benchmark (NYSE Composite) has volatility of 0.63
α
Alpha over NYSE Composite
0.10
β
Beta against NYSE Composite-0.17
σ
Overall volatility
0.61
Ir
Information ratio -0.06

Neuberger Berman Mutual Fund Return Volatility

Neuberger Berman historical daily return volatility represents how much of Neuberger Berman fund's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The fund shows 0.6079% volatility of returns over 90 . By contrast, NYSE Composite accepts 0.5953% volatility on return distribution over the 90 days horizon.
 Performance 
       Timeline  

About Neuberger Berman Volatility

Volatility is a rate at which the price of Neuberger Berman or any other equity instrument increases or decreases for a given set of returns. It is measured by calculating the standard deviation of the annualized returns over a given period of time and shows the range to which the price of Neuberger Berman may increase or decrease. In other words, similar to NEUBERGER's beta indicator, it measures the risk of Neuberger Berman and helps estimate the fluctuations that may happen in a short period of time. So if prices of Neuberger Berman fluctuate rapidly in a short time span, it is termed to have high volatility, and if it swings slowly in a more extended period, it is understood to have low volatility.
Please read more on our technical analysis page.
The fund normally invests at least 80 percent of its net assets in equity securities of large-capitalization companies, which the portfolio managers defines as those with a market capitalization within the market capitalization range of the Russell 1000 Value Index at the time of purchase. The Portfolio Managers look for what they believe to be well-managed companies whose stock prices are undervalued. Although the fund invests primarily in domestic stocks, it may also invest in stocks of foreign companies.
Neuberger Berman's stock volatility refers to the amount of uncertainty or risk involved with the size of changes in its stock's price. It is a statistical measure of the dispersion of returns on NEUBERGER Mutual Fund over a specified period of time, often expressed as the standard deviation of daily returns. In other words, it measures how much Neuberger Berman's price varies over time.

3 ways to utilize Neuberger Berman's volatility to invest better

Higher Neuberger Berman's fund volatility means that the price of its stock is changing rapidly and unpredictably, while lower stock volatility indicates that the price of Neuberger Berman Large fund is relatively stable. Investors and traders use stock volatility as an indicator of risk and potential reward, as stocks with higher volatility can offer the potential for more significant returns but also come with a greater risk of losses. Neuberger Berman Large fund volatility can provide helpful information for making investment decisions in the following ways:
  • Measuring Risk: Volatility can be used as a measure of risk, which can help you determine the potential fluctuations in the value of Neuberger Berman Large investment. A higher volatility means higher risk and potentially larger changes in value.
  • Identifying Opportunities: High volatility in Neuberger Berman's fund can indicate that there is potential for significant price movements, either up or down, which could present investment opportunities.
  • Diversification: Understanding how the volatility of Neuberger Berman's fund relates to your other investments can help you create a well-diversified portfolio of assets with varying levels of risk.
Remember it's essential to remember that stock volatility is just one of many factors to consider when making investment decisions, and it should be used in conjunction with other fundamental and technical analysis tools.

Neuberger Berman Investment Opportunity

Neuberger Berman Large has a volatility of 0.61 and is 1.02 times more volatile than NYSE Composite. 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 Large is lower than 5 () of all global equities and portfolios over the last 90 days. Use Neuberger Berman Large to enhance the returns of your portfolios. Benchmarks are essential to demonstrate the utility of optimization algorithms. The mutual fund experiences a normal upward fluctuation. Check odds of Neuberger Berman to be traded at $44.93 in 90 days.

Good diversification

The correlation between NEUBERGER BERMAN LARGE and NYA is -0.13 (i.e., Good diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding NEUBERGER BERMAN LARGE and NYA in the same portfolio, assuming nothing else is changed.

Neuberger Berman Additional Risk Indicators

The analysis of Neuberger Berman's secondary risk indicators is one of the essential steps in making a buy or sell decision. The process involves identifying the amount of risk involved in Neuberger Berman's investment and either accepting that risk or mitigating it. Along with some common measures of Neuberger Berman mutual fund's risk such as standard deviation, beta, or value at risk, we also provide a set of secondary indicators that can assist in the individual investment decision or help in hedging the risk of your existing portfolios.
Please note, the risk measures we provide can be used independently or collectively to perform a risk assessment. When comparing two potential mutual funds, we recommend comparing similar funds with homogenous growth potential and valuation from related markets to determine which investment holds the most risk.

Neuberger Berman Suggested Diversification Pairs

Pair trading is one of the very effective strategies used by professional day traders and hedge funds capitalizing on short-time and mid-term market inefficiencies. The approach is based on the fact that the ratio of prices of two correlating shares is long-term stable and oscillates around the average value. If the correlation ratio comes outside the common area, you can speculate with a high success rate that the ratio will return to the mean value and collect a profit.
The effect of pair diversification on risk is to reduce it, but we should note this doesn't apply to all risk types. When we trade pairs against Neuberger Berman as a counterpart, there is always some inherent risk that will never be diversified away no matter what. This volatility limits the effect of tactical diversification using pair trading. Neuberger Berman's systematic risk is the inherent uncertainty of the entire market, and therefore cannot be mitigated even by pair-trading it against the equity that is not highly correlated to it. On the other hand, Neuberger Berman's unsystematic risk describes the types of risk that we can protect against, at least to some degree, by selecting a matching pair that is not perfectly correlated to Neuberger Berman Large.
Check out Correlation Analysis to better understand how to build diversified portfolios, which includes a position in Neuberger Berman Large. Also, note that the market value of any Mutual Fund could be tightly coupled with the direction of predictive economic indicators such as signals in gross domestic product.
You can also try the Pair Correlation module to compare performance and examine fundamental relationship between any two equity instruments.

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Please note, there is a significant difference between Neuberger Berman's value and its price as these two are different measures arrived at by different means. Investors typically determine if Neuberger Berman is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Neuberger Berman's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.