# Neuberger Mutual Fund Volatility

NCRLX | - USA Fund | ## USD 10.75 0.00 0.00% |

We consider Neuberger Berman very steady. Neuberger Berman Core has Sharpe Ratio of 0.0521, which conveys that the entity had 0.0521% of 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-one technical indicators for Neuberger Berman, which you can use to evaluate the future volatility of the fund. Please verify Neuberger Berman Core Mean Deviation of 0.1482, downside deviation of 0.2036, and Risk Adjusted Performance of 0.0263 to check out if the risk estimate we provide is consistent with the expected return of 0.0091%.

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.

### 30 Days Market Risk

### Chance of Distress

### 30 Days Economic Sensitivity

## 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 0.0407 provides an investor with an approximation of how much risk Neuberger Berman mutual fund can potentially add to one of your existing portfolios.

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. 3 Months Beta |Analyze Neuberger Berman Core Demand TrendCheck current 90 days Neuberger Berman correlation with market (DOW)## Neuberger Beta |

## Standard Deviation | 0.18 |

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 stock's daily returns or price. Since the actual investment returns on holding a position in Neuberger Berman stock 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 Core Mutual Fund Volatility Analysis

Transformation |

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## Neuberger Berman Projected Return Density Against Market

Assuming the 90 days horizon Neuberger Berman has a beta of 0.0407 . This indicates as returns on the market go up, Neuberger Berman average returns are expected to increase less than the benchmark. However, during the bear market, the loss on holding Neuberger Berman Core will be expected to be much smaller as well.

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 stock's price will be affected by overall stock 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 stock'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 0.0036, implying that it can generate a 0.0036 percent excess return over DOW after adjusting for the inherited market risk (beta). Predicted Return Density |

Returns |

## 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 stock's price will be affected by overall stock 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 stock'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 1920.35. The daily returns are distributed with a variance of 0.03 and standard deviation of 0.18. The mean deviation of Neuberger Berman Core is currently at 0.14. For similar time horizon, the selected benchmark (DOW) has volatility of 0.69α | Alpha over DOW | 0.0036 | |

β | Beta against DOW | 0.0407 | |

σ | Overall volatility | 0.17 | |

Ir | Information ratio | -0.07 |

## Neuberger Berman Mutual Fund Return Volatility

Neuberger Berman historical daily return volatility represents how much Neuberger Berman stock's price daily returns swing around its mean daily price change - it is a statistical measure of its dispersion of returns. The fund shows 0.175% volatility of returns over 90 . By contrast, DOW inherits 0.6347% risk (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 investment seeks to maximize total return consistent with capital preservation. Neuberger Berman is traded on NASDAQ Exchange in the United States.## Neuberger Berman Investment Opportunity

DOW has a standard deviation of returns of 0.63 and is 3.5 times more volatile than Neuberger Berman Core.

**1**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 Core is lower than**1 ()**of all global equities and portfolios over the last 90 days. Use Neuberger Berman Core to protect your portfolios against small market fluctuations. The mutual fund experiences a normal downward trend, but the immediate impact on correlations cannot be determined at the moment . Check odds of Neuberger Berman to be traded at $10.64 in 90 days. . 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.### Average diversification

The correlation between Neuberger Berman Core and DJI is

**Average diversification**for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Neuberger Berman Core and DJI 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 stock 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.

Risk Adjusted Performance | 0.0263 | |||

Market Risk Adjusted Performance | 0.1163 | |||

Mean Deviation | 0.1482 | |||

Semi Deviation | 0.117 | |||

Downside Deviation | 0.2036 | |||

Coefficient Of Variation | 1277.09 | |||

Standard Deviation | 0.183 |

Please note, the risk measures we provide can be used independently or collectively to perform a risk assessment. When comparing two potential stock investments, we recommend comparing similar equities 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.

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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 Core.

Additionally, see Stocks Correlation. 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 Portfolio Holdings module to check your current holdings and cash postion to detemine if your portfolio needs rebalancing.

## 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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