Neuberger Berman Large Fund Market Value

NBPIX Fund  USD 43.69  0.80  1.87%   
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 Large investors about its performance. Neuberger Berman is trading at 43.69 as of the 28th of March 2024; that is 1.87 percent up since the beginning of the trading day. The fund's open price was 42.89.
With this module, you can estimate the performance of a buy and hold strategy of Neuberger Berman Large 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
02/27/2024
No Change 0.00  0.0 
In 31 days
03/28/2024
0.00
If you would invest  0.00  in Neuberger Berman on February 27, 2024 and sell it all today you would earn a total of 0.00 from holding Neuberger Berman Large or generate 0.0% return on investment in Neuberger Berman over 30 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 normally invests at least 80 percent of its net assets in equity securities of large-capitalization companies, ... 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 Large 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.
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Neuberger Berman's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Hype
Prediction
LowEstimatedHigh
43.0843.6944.30
Details
Intrinsic
Valuation
LowRealHigh
42.7043.3143.92
Details
Naive
Forecast
LowNextHigh
42.8443.4544.06
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
42.6743.4244.18
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 Large.

Neuberger Berman Large Backtested Returns

We consider Neuberger Berman very steady. Neuberger Berman Large has Sharpe Ratio of 0.15, which conveys that the entity had a 0.15% 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 Downside Deviation of 0.5829, mean deviation of 0.4545, and Risk Adjusted Performance of 0.0992 to check out if the risk estimate we provide is consistent with the expected return of 0.0938%. The fund secures a Beta (Market Risk) of 0.81, which conveys possible diversification benefits within a given portfolio. 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

    
  0.68  

Good predictability

Neuberger Berman Large has good predictability. Overlapping area represents the amount of predictability between Neuberger Berman time series from 27th of February 2024 to 13th of March 2024 and 13th of March 2024 to 28th of March 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 Large price movement. The serial correlation of 0.68 indicates that around 68.0% of current Neuberger Berman price fluctuation can be explain by its past prices.
Correlation Coefficient0.68
Spearman Rank Test0.64
Residual Average0.0
Price Variance0.11

Neuberger Berman Large 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 Large.
   Regressed Prices   
       Timeline  

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Check out Neuberger Berman Correlation, Neuberger Berman Volatility and Neuberger Berman Alpha and Beta module to complement your research on Neuberger Berman.
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When running Neuberger Berman's price analysis, check to measure Neuberger Berman's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Neuberger Berman is operating at the current time. Most of Neuberger Berman's value examination focuses on studying past and present price action to predict the probability of Neuberger Berman's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Neuberger Berman's price. Additionally, you may evaluate how the addition of Neuberger Berman to your portfolios can decrease your overall portfolio volatility.
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Neuberger Berman technical mutual fund 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, fund market cycles, or different charting patterns.
A focus of Neuberger Berman technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Neuberger Berman trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...