Neuberger Berman Imf Stock Market Value
| NBH Stock | USD 10.88 0.15 1.40% |
| Symbol | Neuberger |
Neuberger Berman IMF Price To Book Ratio
Is Asset Management & Custody Banks space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Neuberger Berman. If investors know Neuberger will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Neuberger Berman listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth 0.079 | Dividend Share 0.453 | Earnings Share 0.23 | Revenue Per Share 0.745 | Quarterly Revenue Growth 0.589 |
The market value of Neuberger Berman IMF is measured differently than its book value, which is the value of Neuberger that is recorded on the company's balance sheet. Investors also form their own opinion of Neuberger Berman's value that differs from its market value or its book value, called intrinsic value, which is Neuberger Berman's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Neuberger Berman's market value can be influenced by many factors that don't directly affect Neuberger Berman's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
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 stock 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.
| 12/05/2023 |
| 11/29/2024 |
If you would invest 0.00 in Neuberger Berman on December 5, 2023 and sell it all today you would earn a total of 0.00 from holding Neuberger Berman IMF or generate 0.0% return on investment in Neuberger Berman over 360 days. Neuberger Berman is related to or competes with Pimco New, Nuveen Amt-free, Delaware Investments, Eaton Vance, Pimco New, Invesco Trust, and Nuveen Municipalome. Neuberger Berman Intermediate Municipal Fund Inc 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 stock 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 IMF upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.27) | |||
| Maximum Drawdown | 2.23 | |||
| Value At Risk | (1.00) | |||
| Potential Upside | 0.9955 |
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.| Risk Adjusted Performance | (0.04) | |||
| Jensen Alpha | (0.04) | |||
| Total Risk Alpha | (0.12) | |||
| Treynor Ratio | (0.56) |
Neuberger Berman IMF Backtested Returns
Neuberger Berman IMF has Sharpe Ratio of -0.0081, which conveys that the firm had a -0.0081% return per unit of risk over the last 3 months. Neuberger Berman exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Neuberger Berman's Risk Adjusted Performance of (0.04), standard deviation of 0.5478, and Mean Deviation of 0.4163 to check out the risk estimate we provide. The company secures a Beta (Market Risk) of 0.0596, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Neuberger Berman's returns are expected to increase less than the market. However, during the bear market, the loss of holding Neuberger Berman is expected to be smaller as well. At this point, Neuberger Berman IMF has a negative expected return of -0.0044%. Please make sure to verify Neuberger Berman's value at risk, accumulation distribution, as well as the relationship between the Accumulation Distribution and day typical price , to decide if Neuberger Berman IMF performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.53 |
Modest predictability
Neuberger Berman IMF has modest predictability. Overlapping area represents the amount of predictability between Neuberger Berman time series from 5th of December 2023 to 2nd of June 2024 and 2nd of June 2024 to 29th of November 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 IMF price movement. The serial correlation of 0.53 indicates that about 53.0% of current Neuberger Berman price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.53 | |
| Spearman Rank Test | 0.25 | |
| Residual Average | 0.0 | |
| Price Variance | 0.08 |
Neuberger Berman IMF lagged returns against current returns
Autocorrelation, which is Neuberger Berman stock'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 stock 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 stock 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 |
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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 stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Neuberger Berman stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Neuberger Berman stock over time.
Current vs Lagged Prices |
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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 stock 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 stock current value and its past values and can show if there is a momentum factor associated with investing in Neuberger Berman IMF.
Regressed Prices |
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Currently Active Assets on Macroaxis
When determining whether Neuberger Berman IMF offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Neuberger Berman's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Neuberger Berman Imf Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Neuberger Berman Imf Stock:Check out Neuberger Berman Correlation, Neuberger Berman Volatility and Neuberger Berman Alpha and Beta module to complement your research on Neuberger Berman. You can also try the Positions Ratings module to determine portfolio positions ratings based on digital equity recommendations. Macroaxis instant position ratings are based on combination of fundamental analysis and risk-adjusted market performance.
Neuberger Berman technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.