Neuberger Berman Commodity Etf Volatility
| NBCM Etf | USD 27.20 0.30 1.12% |
29 technical indicators currently contribute to the broader risk narrative. Over the last 3 months, Neuberger Berman Commodity maintains moderate price volatility. Neuberger Berman Commodity indicates a Sharpe ratio of 0.16, suggesting positive return efficiency over the last 3 months.
Sharpe Ratio = 0.1553
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Latest disclosures for Neuberger Berman Commodity show a Market Risk Adjusted Performance of -1.3%, a Risk of 1.71, and a Risk Adjusted Performance of 0.2%. Neuberger Berman reflects approximately 12% of its established trend range based on monthly averages. Portfolio-level outcomes depend on how the asset interacts with other holdings. Portfolio outcomes depend on how Neuberger Berman interacts with existing holdings over time. Evaluating Neuberger Berman against its trend range supports more grounded portfolio decisions.
Key indicators related to Neuberger Berman's volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
Understanding Neuberger Berman's historical volatility sets realistic expectations for Neuberger Berman's future price range. Investors use volatility estimates to size positions, set stop-loss levels, and price the cost of hedging Neuberger Berman exposure. Volatility analysis for Neuberger Berman is most actionable when combined with directional views. High financial distress probability for Neuberger Berman amplifies the risk of extreme downside scenarios.
Neuberger | Build portfolio with Neuberger Etf |
Volatility Strategy
Neuberger Berman Commodity return fluctuations can modify its marginal contribution to total portfolio variance. Allocation size and correlation determine overall impact. Current statistical measures show total volatility near 1.71% with a beta coefficient of -0.23, indicating sensitivity relative to the broader market benchmark. Risk-adjusted efficiency, represented by a Sharpe ratio of 0.16, evaluates return per unit of total risk. An alpha value of 0.28 reflects performance relative to systematic market exposure. Expected return estimates near 0.26% are derived from historical distribution modeling and help frame forward-looking return assumptions within a portfolio context. Bid-ask spread may affect observed price swings.
Main indicators related to Neuberger Berman's market risk premium analysis include:
Beta -0.23 | Alpha 0.28 | Risk 1.71 | Sharpe Ratio 0.16 | Expected Return 0.26 |
Moving together with Neuberger Etf
| 0.99 | PDBC | Invesco Optimum Yield Sell-off Trend | PairCorr |
| 1.0 | FTGC | First Trust Global | PairCorr |
| 0.99 | DBC | Invesco DB Commodity | PairCorr |
| 0.98 | COMT | iShares GSCI Commodity | PairCorr |
| 0.98 | GSG | iShares SAMPP GSCI | PairCorr |
| 1.0 | DJP | iPath Bloomberg Commodity | PairCorr |
| 1.0 | BCI | abrdn Bloomberg All | PairCorr |
| 0.99 | CMDY | iShares Bloomberg Roll | PairCorr |
| 0.96 | COMB | GraniteShares Bloomberg | PairCorr |
| 0.92 | GCC | WisdomTree Continuous | PairCorr |
| 0.89 | NRGU | Bank of Montreal | PairCorr |
| 0.74 | TPZ | Tortoise Capital Series | PairCorr |
| 0.8 | INFR | Franklin Templeton | PairCorr |
| 0.81 | UVXY | ProShares Ultra VIX | PairCorr |
Moving against Neuberger Etf
| 0.62 | FNGU | MicroSectors FANG Index Symbol Change | PairCorr |
| 0.53 | BULZ | MicroSectors Solactive | PairCorr |
| 0.46 | NVDL | GraniteShares 15x Long | PairCorr |
| 0.43 | GGLL | Direxion Daily GOOGL | PairCorr |
Sensitivity To Market
Neuberger Berman Commodity exhibits a beta of -0.23, representing its market-relative sensitivity based on regression modeling. Beta quantifies systematic risk by measuring the slope of asset returns against benchmark returns. Overall return volatility is approximately 1.71%.Volatility metrics for Neuberger Berman Commodity describe how stable or unstable returns have been over the selected window. Current downside deviation is about 2.22%. For Neuberger Berman, volatility may reflect both exposure behavior and market microstructure. Premium/discount to NAV is often expressed as (Price − NAV) / NAV × 100 when NAV is available.
3 Months Beta |Analyze Neuberger Berman Demand TrendCheck current 90 days Neuberger Berman correlation with market (Dow Jones Industrial)Downside Risk
For Neuberger, standard deviation measures the dispersion of daily prices from the mean over a chosen time horizon. Volatile instruments show high standard deviation; stable instruments show low. Standard deviation for Neuberger provides a measure of daily price dispersion around the mean. Standard deviation for Neuberger allows comparison of risk levels across different time horizons.
Standard Deviation | 1.71 |
Distinguishing between standard deviation and downside deviation sharpens the risk picture for Neuberger Berman. Upside risk is measured by Neuberger Berman's standard deviation, while downside risk is captured by downside deviation of Neuberger Berman's returns. Standard deviation and downside deviation for Neuberger Berman measure different things — total dispersion vs. loss-only dispersion. Semi-deviation and downside deviation focus on the loss risk embedded in Neuberger Berman's returns. Latest disclosures for Neuberger Berman Commodity show a Downside Deviation of 2.22, a Downside Variance of 4.93, and a Maximum Drawdown of 7.22.
Etf Volatility Analysis
For investors tracking Neuberger Berman, understanding volatility is essential to managing portfolio risk. It indicates how dramatically Neuberger Berman's price swings over a specific time horizon. For traders and investors in Neuberger Berman, volatility is both a risk factor and a source of opportunity. Sharp price movements in Neuberger Berman's can be triggered by earnings surprises, macroeconomic data, or sector trends.
Transformation |
This analysis covers sixty-one data points across the selected time horizon. Neuberger Berman 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.
Projected Return Density Against Market
Given the investment horizon of 90 days Neuberger Berman Commodity has a beta of -0.228 . This indicates that as returns on the benchmark increase, returns on Neuberger Berman tend to move in the opposite direction, though by a smaller magnitude. During a bear market, however, Neuberger Berman Commodity is likely to outperform the market.Investors in Neuberger Berman face systematic risk from overall etf market trends and unsystematic risk from company or sector-specific developments. Diversification reduces specific exposure, but macro-driven volatility persists. Beta remains a common sensitivity metric. Latest disclosures for Neuberger Berman Commodity show a Downside Deviation of 2.22, a Mean Deviation of 1.22, and a Semi Deviation of 1.78.
Predicted Return Distribution |
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What Drives Neuberger Berman's Price Volatility?
Industry Dynamics
Neuberger Berman's volatility can rise when competitive dynamics or demand conditions shift across its sector.Political and Economic Environment
Changes in fiscal policy, rates, and growth expectations affect market-wide risk premiums and spill into Neuberger Berman's trading.Neuberger Berman's Company-Specific Factors
Event risk around earnings, forecasts, and operating performance can create abrupt price dispersion in Neuberger Berman.Etf Risk Measures
Given the investment horizon of 90 days the coefficient of variation of Neuberger Berman is 643.83. The daily returns are distributed with a variance of 2.91 and standard deviation of 1.71. The mean deviation of Neuberger Berman Commodity is currently at 1.25. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.82
α | Alpha over Dow Jones | 0.28 | |
β | Beta against Dow Jones | -0.228 | |
σ | Overall volatility | 1.71 | |
Ir | Information ratio | 0.22 |
Etf Return Volatility
Neuberger Berman return volatility captures the typical daily swing in etf returns relative to the mean over the selected period. The ETF has volatility of 1.7051% on return distribution over a 90-day investment horizon. Meanwhile, Dow Jones Industrial has volatility of 0.8484% on return distribution over a 90-day investment horizon. Performance |
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Related Correlations Analysis
Correlation Matchups
Over a given time period, the two securities move together when the Correlation Coefficient is positive. Conversely, the two assets move in opposite directions when the Correlation Coefficient is negative. Determining your positions' relationship to each other is valuable for analyzing and projecting your portfolio's future expected return and risk.High positive correlations
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Neuberger Berman Competition Risk-Adjusted Indicators
Neuberger Berman ETF can look attractive on recent price action while risk efficiency lags the peer group. Reviewing Neuberger Berman's risk-adjusted indicators gives a clearer view of whether returns are being earned efficiently. These indicators are quantitative in nature and help investors evaluate volatility and risk-adjusted expected returns across different positions.| Mean Deviation | Jensen Alpha | Sortino Ratio | Treynor Ratio | Semi Deviation | Expected Shortfall | Potential Upside | Value @Risk | Maximum Drawdown | ||
|---|---|---|---|---|---|---|---|---|---|---|
| META | 1.52 | -0.06 | 0.00 | -0.13 | 0.00 | 2.33 | 14.24 | |||
| MSFT | 1.31 | -0.32 | 0.00 | -0.68 | 0.00 | 2.19 | 13.28 | |||
| UBER | 1.55 | -0.09 | 0.00 | -0.22 | 0.00 | 3.18 | 11.09 | |||
| F | 1.36 | -0.08 | 0.00 | -0.14 | 0.00 | 3.61 | 10.01 | |||
| T | 1.11 | 0.27 | 0.23 | -1.68 | 1.13 | 3.87 | 8.53 | |||
| A | 1.22 | -0.32 | 0.00 | -5.94 | 0.00 | 2.48 | 7.20 | |||
| CRM | 1.87 | -0.45 | 0.00 | -0.77 | 0.00 | 3.41 | 9.78 | |||
| JPM | 1.12 | -0.02 | 0.00 | -0.08 | 0.00 | 2.02 | 8.17 | |||
| MRK | 1.10 | 0.28 | 0.23 | 0.52 | 1.15 | 2.54 | 7.29 | |||
| XOM | 1.27 | 0.54 | 0.39 | 13.33 | 1.04 | 2.90 | 6.83 |
Risk Metrics, Assumptions & Methodology
Systematic risk exposure for Neuberger Berman measures how much of the fund's volatility comes from broad market movements versus idiosyncratic factors. A beta above one indicates amplified sensitivity to market swings, increasing both upside and downside exposure.
Data shown for Neuberger Berman Commodity is aggregated from fund disclosures and market reference feeds and normalized across reporting formats. Source publication timing can introduce delays. Volatility and downside metrics are estimated from historical return dispersion.
This content is curated and reviewed by:
Gabriel Shpitalnik - Member of Macroaxis Editorial BoardNeuberger Berman Investment Opportunity
Neuberger Berman Commodity currently shows materially higher return volatility than Dow Jones Industrial, with a relative multiple of about 2.01. Investors typically want to know whether the additional volatility is buying them more upside or simply more noise.You can use Neuberger Berman Commodity to enhance the returns of the portfolio. This directional read frames the latest price swing through a simple momentum and follow-through lens. It is most useful when combined with broader risk controls and position-sizing discipline. a large bullish trend. Check odds of Neuberger Berman to be traded at $29.92 in 90 days.Very strong inverse diversification
For the present investment horizon, the measured correlation between Neuberger Berman and Dow Jones stands at -0.65, or Very strong inverse diversification. The overlap area shows the portion of risk that can be diversified away by holding both instruments together.
Neuberger Berman Additional Risk Indicators
A broader risk-indicator set for Neuberger Berman Commodity can improve buy, hold, hedge, and sell decisions by adding context beyond the most common measures. A disciplined risk review provides context for deciding whether exposure should be maintained, reduced, or offset elsewhere in the portfolio.
| Risk Adjusted Performance | 0.1554 | |||
| Market Risk Adjusted Performance | -1.28 | |||
| Mean Deviation | 1.22 | |||
| Semi Deviation | 1.78 | |||
| Downside Deviation | 2.22 | |||
| Coefficient Of Variation | 544.14 | |||
| Standard Deviation | 1.66 |
Neuberger Berman Suggested Diversification Pairs
Pair analysis around Neuberger Berman Commodity matters because it can turn one security idea into a more market-neutral structure. The advantage is that adverse movement in one leg may be partly offset by the other when correlation and thesis alignment hold.
While pairing positions reduces portfolio risk, some forms of risk persist no matter which instruments are combined. No matter how well a pair is constructed around Neuberger Berman, market-wide risk remains. What pair trading can address is Neuberger Berman's unsystematic risk - the portion driven by company or sector-specific factors rather than broad market forces.
More Resources for Neuberger Etf Analysis
A baseline understanding of Neuberger Berman is formed through its financial statements and trends. These ratios help explain how earnings, efficiency, and value creation are connected.Correlation Analysis provides a view into diversified allocation design. Diversification analysis considers the interaction of positions within a portfolio. Including Neuberger Berman Commodity in a portfolio enables allocation and risk analysis. Each holding is sized according to the methodology applied during portfolio construction. Broader economic conditions can influence Neuberger Berman Commodity's etf valuation — related indicators include signals in discontinued. This analysis of Neuberger Berman works best as a complementary layer when evaluating how the security fits in a broader portfolio. The supplemental views below help investors decide how Neuberger Berman complements or overlaps with existing portfolio holdings. You can also try the FinTech Suite module to use AI to screen and filter investment opportunities.
Understanding Neuberger Berman includes distinguishing between market value and book value, where book value reflects Neuberger's accounting equity. Valuation methods compare these perspectives to frame context.
Value and price for Neuberger Berman may converge over time but can differ substantially in any given period. Neuberger Berman's market quotation reflects the latest level where a willing buyer met a willing seller.