Neuberger Berman Re Fund Market Value
| NRO Fund | USD 3.32 0.04 1.22% |
| Symbol | Neuberger |
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 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.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in Neuberger Berman on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding Neuberger Berman Re or generate 0.0% return on investment in Neuberger Berman over 90 days. Neuberger Berman is related to or competes with Nuveen Multi, Neuberger Berman, Pgim High, Aberdeen Global, Cohen Steers, Cohen Steers, and Eaton Vance. Neuberger Berman Real Estate Securities Income 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 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 Re upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.02) | |||
| Maximum Drawdown | 9.89 | |||
| Value At Risk | (2.37) | |||
| Potential Upside | 2.35 |
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 | (0.07) | |||
| Jensen Alpha | (0.12) | |||
| Total Risk Alpha | 0.0601 | |||
| Treynor Ratio | (0.78) |
Neuberger Berman Backtested Returns
Neuberger Berman has Sharpe Ratio of -0.0334, which conveys that the entity had a -0.0334 % 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 Standard Deviation of 1.6, mean deviation of 1.18, and Risk Adjusted Performance of (0.07) to check out the risk estimate we provide. The fund secures a Beta (Market Risk) of 0.18, 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.
Auto-correlation | 0.67 |
Good predictability
Neuberger Berman Re has good predictability. Overlapping area represents the amount of predictability between Neuberger Berman time series from 16th of December 2024 to 30th of January 2025 and 30th of January 2025 to 16th of March 2025. 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 price movement. The serial correlation of 0.67 indicates that around 67.0% of current Neuberger Berman price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.67 | |
| Spearman Rank Test | 0.39 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Neuberger Berman lagged returns against current returns
Autocorrelation, which is Neuberger Berman 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 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 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 fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Neuberger Berman 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 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 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 fund current value and its past values and can show if there is a momentum factor associated with investing in Neuberger Berman Re.
Regressed Prices |
| Timeline |
Pair Trading with Neuberger Berman
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Neuberger Berman position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Neuberger Berman will appreciate offsetting losses from the drop in the long position's value.Moving against Neuberger Fund
| 0.54 | JUCRX | Janus Global Unconst | PairCorr |
| 0.51 | ICIYX | Invesco Conservative | PairCorr |
| 0.49 | TDF | Templeton Dragon Closed | PairCorr |
| 0.46 | MSTDX | Massmutual Premier | PairCorr |
| 0.45 | PCRPX | Pimco Modityrealreturn | PairCorr |
The ability to find closely correlated positions to Neuberger Berman could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Neuberger Berman when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Neuberger Berman - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Neuberger Berman Re to buy it.
The correlation of Neuberger Berman is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Neuberger Berman moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Neuberger Berman moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Neuberger Berman can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Other Information on Investing in Neuberger Fund
Neuberger Berman financial ratios help investors to determine whether Neuberger 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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