Neuberger Berman Genesis Fund Market Value

NBGAX Fund  USD 68.85  0.68  0.98%   
Neuberger Berman's market value is the price at which a share of Neuberger Berman trades on a public exchange. It measures the collective expectations of Neuberger Berman Genesis investors about its performance. Neuberger Berman is trading at 68.85 as of the 14th of December 2024; that is 0.98 percent down since the beginning of the trading day. The fund's open price was 69.53.
With this module, you can estimate the performance of a buy and hold strategy of Neuberger Berman Genesis and determine expected loss or profit from investing in Neuberger Berman over a given investment horizon. Check out Neuberger Berman Correlation, Neuberger Berman Volatility and Neuberger Berman Alpha and Beta module to complement your research on Neuberger Berman.
Symbol

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.

Neuberger Berman 'What if' Analysis

In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Neuberger Berman's mutual fund what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Neuberger Berman.
0.00
09/15/2024
No Change 0.00  0.0 
In 3 months and 1 day
12/14/2024
0.00
If you would invest  0.00  in Neuberger Berman on September 15, 2024 and sell it all today you would earn a total of 0.00 from holding Neuberger Berman Genesis or generate 0.0% return on investment in Neuberger Berman over 90 days. Neuberger Berman is related to or competes with Neuberger Berman, Neuberger Berman, Neuberger Berman, Neuberger Berman, Neuberger Berman, Neuberger Berman, and Neuberger Berman. The fund invests mainly in common stocks of small-capitalization companies, which it defines as those with a total marke... More

Neuberger Berman Upside/Downside Indicators

Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Neuberger Berman's mutual fund current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Neuberger Berman Genesis upside and downside potential and time the market with a certain degree of confidence.

Neuberger Berman Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Neuberger Berman's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Neuberger Berman's standard deviation. In reality, there are many statistical measures that can use Neuberger Berman historical prices to predict the future Neuberger Berman's volatility.
Hype
Prediction
LowEstimatedHigh
67.7968.8569.91
Details
Intrinsic
Valuation
LowRealHigh
67.8068.8669.92
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Neuberger Berman. Your research has to be compared to or analyzed against Neuberger Berman's peers to derive any actionable benefits. When done correctly, Neuberger Berman's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy toward taking a position in Neuberger Berman Genesis.

Neuberger Berman Genesis Backtested Returns

At this stage we consider Neuberger Mutual Fund to be very steady. Neuberger Berman Genesis has Sharpe Ratio of 0.0904, which conveys that the entity had a 0.0904% return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Neuberger Berman, which you can use to evaluate the volatility of the fund. Please verify Neuberger Berman's Mean Deviation of 0.7806, downside deviation of 0.796, and Risk Adjusted Performance of 0.0944 to check out if the risk estimate we provide is consistent with the expected return of 0.0957%. The fund secures a Beta (Market Risk) of 1.29, which conveys a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Neuberger Berman will likely underperform.

Auto-correlation

    
  0.59  

Modest predictability

Neuberger Berman Genesis has modest predictability. Overlapping area represents the amount of predictability between Neuberger Berman time series from 15th of September 2024 to 30th of October 2024 and 30th of October 2024 to 14th of December 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Neuberger Berman Genesis price movement. The serial correlation of 0.59 indicates that roughly 59.0% of current Neuberger Berman price fluctuation can be explain by its past prices.
Correlation Coefficient0.59
Spearman Rank Test0.31
Residual Average0.0
Price Variance3.41

Neuberger Berman Genesis lagged returns against current returns

Autocorrelation, which is Neuberger Berman mutual fund's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Neuberger Berman's mutual fund expected returns. We can calculate the autocorrelation of Neuberger Berman returns to help us make a trade decision. For example, suppose you find that Neuberger Berman has exhibited high autocorrelation historically, and you observe that the mutual fund is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
   Current and Lagged Values   
       Timeline  

Neuberger Berman regressed lagged prices vs. current prices

Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Neuberger Berman mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Neuberger Berman mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Neuberger Berman mutual fund over time.
   Current vs Lagged Prices   
       Timeline  

Neuberger Berman Lagged Returns

When evaluating Neuberger Berman's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Neuberger Berman mutual fund have on its future price. Neuberger Berman autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Neuberger Berman autocorrelation shows the relationship between Neuberger Berman mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Neuberger Berman Genesis.
   Regressed Prices   
       Timeline  

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Other Information on Investing in Neuberger Mutual Fund

Neuberger Berman financial ratios help investors to determine whether Neuberger Mutual Fund is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Neuberger with respect to the benefits of owning Neuberger Berman security.
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