Neuberger Berman High Fund Volatility
| NHS Fund | USD 6.87 -0.09 -1.29% |
Neuberger Berman High still carries a minimal volatility profile through the selected period. Neuberger Berman High indicates a Sharpe Ratio (Efficiency) of -0.0031, signaling an unfavorable reward-to-risk profile over the last 3 months. We identified 23 technical indicators influencing current risk dynamics.
Sharpe Ratio = -0.0031
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| Negative Returns | NHS |
Neuberger Berman High's financial profile includes a Market Risk Adjusted Performance of -0.04%, a Risk of 0.93, and a Total Risk Alpha of 0.02. Neuberger Berman is below its full potential per monthly moving average analysis. Adding it to a well-diversified portfolio context can help capture more of its return potential.
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 helps investors set realistic expectations for Neuberger Berman's future price range. High-volatility funds offer greater return potential but require more active risk management.
Neuberger |
Volatility Strategy
Neuberger Berman High may experience price swings that adjust its weight within diversified strategies. Current statistical measures show total volatility near 0.93% with a beta coefficient of 0.24, indicating sensitivity relative to the broader market benchmark. Risk-adjusted efficiency, represented by a Sharpe ratio of -0.0031, evaluates return per unit of total risk. An alpha value of -0.006575 reflects performance relative to systematic market exposure. Expected return estimates near -0.0029% are derived from historical distribution modeling and help frame forward-looking return assumptions within a portfolio context. Volatility effects depend on underlying market structure and exposure characteristics.
Main indicators related to Neuberger Berman's market risk premium analysis include:
Beta 0.24 | Alpha -0.01 | Risk 0.93 | Sharpe Ratio -0.0031 | Expected Return -0.0029 |
Moving together with Neuberger Fund
| 0.86 | NEA | Nuveen Amt Free | PairCorr |
| 0.85 | NVG | Nuveen Amt Free | PairCorr |
| 0.78 | NAD | Nuveen Dividend Advantage | PairCorr |
| 0.78 | EDD | Morgan Stanley Emerging | PairCorr |
| 0.91 | JAMVX | Janus Aspen Perkins | PairCorr |
| 0.65 | GE | GE Aerospace | PairCorr |
| 0.83 | PG | Procter Gamble | PairCorr |
| 0.61 | AA | Alcoa Corp | PairCorr |
| 0.61 | BA | Boeing | PairCorr |
| 0.69 | HD | Home Depot | PairCorr |
| 0.86 | MRK | Merck Company | PairCorr |
| 0.77 | CVX | Chevron Corp | PairCorr |
| 0.73 | WMT | Walmart Common Stock Aggressive Push | PairCorr |
| 0.87 | DD | Dupont De Nemours | PairCorr |
| 0.7 | VZ | Verizon Communications Aggressive Push | PairCorr |
| 0.79 | KO | Coca Cola | PairCorr |
Moving against Neuberger Fund
| 0.78 | MSFT | Microsoft | PairCorr |
| 0.66 | IBM | International Business | PairCorr |
| 0.6 | AXP | American Express | PairCorr |
| 0.57 | CYCL | Centennial Communications | PairCorr |
| 0.45 | DIS | Walt Disney | PairCorr |
| 0.39 | BAC | Bank of America | PairCorr |
Sensitivity To Market
Neuberger Berman High beta of 0.24 summarizes its systematic risk relative to a selected benchmark. It reflects the regression slope between Neuberger returns and market returns. Total return dispersion is approximately 0.93%.This volatility snapshot summarizes recent price movement in Neuberger Berman High using standard deviation (0.93%) and downside deviation (0.0%). Fund volatility reflects the combined movement of its underlying holdings and the fund’s asset mix.
3 Months Beta |Analyze Neuberger Berman High 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. A high standard deviation signals high volatility; a low one signals stability.
Standard Deviation | 0.93 |
Investors in Neuberger Berman should distinguish between standard deviation - which measures total price dispersion including upside - and downside deviation, which captures only the risk of loss in Neuberger Berman's returns. Neuberger Berman High's financial profile includes a Maximum Drawdown of 6.76.
Fund Volatility Analysis
For investors tracking Neuberger Berman, understanding volatility is essential to managing portfolio risk. Volatility measures how much Neuberger Berman's fund price deviates from its average over a period. A wide deviation implies greater uncertainty and potential reward or loss.
Transformation |
This analysis covers sixty-one data points across the selected time horizon. Neuberger Berman High 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
Considering the 90-day investment horizon Neuberger Berman has a beta of 0.2379 . This indicates as returns on the market go up, Neuberger Berman's average returns are expected to increase less than the benchmark. However, during a bear market, the loss from holding Neuberger Berman High is expected to be smaller as well.Like most traded instruments, Neuberger Berman reflects both market risk and company or sector-specific developments. Diversifying across uncorrelated assets may reduce specific volatility, but broader fund market fluctuations remain influential. Neuberger Berman High's financial profile includes a Mean Deviation of 0.59 and a Standard Deviation of 0.93.
Predicted Return Density |
| Returns |
What Drives Neuberger Berman's Price Volatility?
Several factors can influence Neuberger Berman's market volatility:Industry Dynamics
Sector-level events can directly affect Neuberger Berman's price stability. Regulatory changes, supply disruptions, or shifts in demand within Neuberger Berman's industry may create volatility even when the broader market is calm. Competitive dynamics and industry consolidation can also amplify price swings for companies like Neuberger Berman.Political and Economic Environment
Macroeconomic conditions and policy decisions shape the backdrop for Neuberger Berman's price movements. Interest rate changes, trade policy shifts, and fiscal legislation can all alter investor sentiment toward Neuberger Berman. During periods of economic expansion, Neuberger Berman's price tends to benefit from broader market optimism, while downturns can amplify selling pressure.Neuberger Berman's Company-Specific Factors
Volatility can also stem from events unique to Neuberger Berman. Earnings surprises, management changes, product launches, or legal developments may trigger sharp price reactions in Neuberger Berman's stock. Conversely, operational setbacks, guidance revisions, or data breaches can weigh on Neuberger Berman's share price.Fund Risk Measures
Considering the 90-day investment horizon the coefficient of variation of Neuberger Berman is -32181.98. The daily returns are distributed with a variance of 0.86 and standard deviation of 0.93. The mean deviation of Neuberger Berman High is currently at 0.59. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.8
α | Alpha over Dow Jones | -0.0066 | |
β | Beta against Dow Jones | 0.24 | |
σ | Overall volatility | 0.93 | |
Ir | Information ratio | 0.01 |
Fund Return Volatility
Neuberger Berman daily volatility tracks how widely fund returns have moved around the mean across the selected time frame. The fund reflects 0.9285% volatility on return distribution over a 90-day horizon. On the other hand, Dow Jones Industrial has volatility of 0.7967% 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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Risk-Adjusted Indicators
Surface-level performance for Neuberger Fund can mask how the business actually stacks up against its competitive set. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze Neuberger Berman's multiple risk-adjusted performance indicators across the competitive landscape. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.| Mean Deviation | Jensen Alpha | Sortino Ratio | Treynor Ratio | Semi Deviation | Expected Shortfall | Potential Upside | Value @Risk | Maximum Drawdown | ||
|---|---|---|---|---|---|---|---|---|---|---|
| RYVFX | 0.74 | 0.01 | 0.00 | -0.01 | 0.00 | 1.61 | 5.32 | |||
| SIMYX | 0.48 | 0.10 | 0.13 | 0.19 | 0.66 | 0.99 | 4.05 | |||
| DOPIX | 0.63 | 0.20 | 0.22 | 0.24 | 0.35 | 1.68 | 4.70 | |||
| EMEAX | 0.89 | 0.18 | 0.14 | 0.29 | 1.17 | 2.08 | 7.59 | |||
| EMFIX | 0.89 | 0.19 | 0.15 | 0.25 | 1.20 | 2.10 | 7.50 | |||
| SILVX | 0.46 | 0.09 | 0.18 | 0.14 | 0.42 | 1.06 | 2.65 | |||
| BIPIX | 1.91 | 0.08 | 0.04 | 0.04 | 2.16 | 3.93 | 10.77 | |||
| HYI | 0.21 | 0.01 | 0.11 | 0.04 | 0.23 | 0.37 | 1.37 | |||
| MVT | 0.36 | 0.08 | 0.17 | -0.91 | 0.32 | 0.84 | 2.85 | |||
| SDVSX | 0.50 | -0.01 | 0.00 | -0.04 | 0.00 | 0.72 | 3.29 |
Risk Metrics, Assumptions & Methodology
Volatility for Neuberger Berman reflects NAV dispersion and exposure stability across disclosure periods. Volatility clustering can signal regime shifts in dispersion.
Reported values for Neuberger Berman High are derived from fund disclosures and market reference feeds and then standardized by Macroaxis analytics. Refresh times depend on source availability. Volatility and downside metrics are estimated from historical return dispersion.
This content is curated and reviewed by:
Raphi Shpitalnik - Junior Member of Macroaxis Editorial BoardNeuberger Berman Investment Opportunity
Neuberger Berman High currently shows materially higher return volatility than Dow Jones Industrial, with a relative multiple of about 1.16. The higher-risk profile should usually be reviewed beside Sharpe Ratio, downside risk, and catalyst strength before the position is sized up.You can use Neuberger Berman High to protect your portfolios against small market fluctuations. This directional read frames the latest price swing through a simple momentum and follow-through lens. It highlights whether the move looks ordinary, stressed, or unusually speculative for the instrument. a somewhat bearish sentiment, but the market may correct it shortly. Check odds of Neuberger Berman to be traded at $6.66 in 90 days.Very weak diversification
Across the chosen horizon, NHS and DJI show a correlation of 0.44 and fall into the Very weak diversification bucket. Used correctly, the chart helps investors judge whether adding the second position genuinely diversifies the first.
Neuberger Berman Additional Risk Indicators
Secondary risk indicators for Neuberger Berman High can help investors evaluate exposure beyond standard deviation, beta, or one headline volatility measure. A disciplined risk review helps investors decide whether exposure should be maintained, reduced, or offset elsewhere in the portfolio.
| Risk Adjusted Performance | -0.0011 | |||
| Market Risk Adjusted Performance | -0.04 | |||
| Mean Deviation | 0.5898 | |||
| Coefficient Of Variation | -32,182 | |||
| Standard Deviation | 0.9285 | |||
| Variance | 0.8622 | |||
| Information Ratio | 0.0147 |
Neuberger Berman Suggested Diversification Pairs
A pair strategy built around Neuberger Berman High is useful when investors want to reduce directional market exposure while still expressing a relative-value idea. Used properly, pair trading is less about prediction in isolation and more about identifying relative mispricing between related positions.
Pair strategies help manage risk, but investors should recognize that not all risk can be diversified away through pairing. Market-level risk for Neuberger Berman persists even in a well-constructed pair. The benefit is in offsetting Neuberger Berman's company-specific risk, which can be meaningfully reduced by selecting a second position that moves independently of Neuberger Berman High.