Bmo Short Federal Etf Performance
| ZFS-L Etf | CAD 22.07 0.16 0.73% |
The etf shows a Beta (market volatility) of -0.0402, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning BMO Short are expected to decrease at a much lower rate. During the bear market, BMO Short is likely to outperform the market.
Risk-Adjusted Performance
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Modest
Compared to the overall equity markets, risk-adjusted returns on investments in BMO Short Federal are ranked lower than 6 (%) of all global equities and portfolios over the last 90 days. In spite of comparatively stable basic indicators, BMO Short is not utilizing all of its potentials. The recent stock price uproar, may contribute to short-horizon losses for the private investors. ...more
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BMO Short Relative Risk vs. Return Landscape
If you would invest 2,191 in BMO Short Federal on September 14, 2024 and sell it today you would earn a total of 16.00 from holding BMO Short Federal or generate 0.73% return on investment over 90 days. BMO Short Federal is generating 0.0118% of daily returns and assumes 0.1407% volatility on return distribution over the 90 days horizon. Simply put, 1% of etfs are less volatile than BMO, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
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BMO Short Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for BMO Short's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as BMO Short Federal, and traders can use it to determine the average amount a BMO Short's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = 0.0841
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| Negative Returns | ZFS-L |
Estimated Market Risk
| 0.14 actual daily | 1 99% of assets are more volatile |
Expected Return
| 0.01 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.08 actual daily | 6 94% of assets perform better |
Based on monthly moving average BMO Short is performing at about 6% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of BMO Short by adding it to a well-diversified portfolio.
BMO Short Fundamentals Growth
BMO Etf prices reflect investors' perceptions of the future prospects and financial health of BMO Short, and BMO Short fundamentals are critical determinants of its market performance. Overall, investors pay close attention to revenue and earnings growth, profit margins, and debt levels. These fundamentals can have a significant impact on BMO Etf performance.
| Total Asset | 502.76 M | |||
About BMO Short Performance
Assessing BMO Short's fundamental ratios provides investors with valuable insights into BMO Short's financial health and overall profitability. This information is crucial for making informed investment decisions. A high ROA would indicate that the BMO Short is effectively leveraging its assets and equity to generate significant profits, making it an appealing investment. Conversely, low Return on Assets could signal underlying management issues in assets and equity, indicating a necessity for operational refinements. Please also refer to our technical analysis and fundamental analysis pages.
BMO SHORT is traded on Toronto Stock Exchange in Canada.| The fund generated three year return of -1.0% | |
| BMO Short Federal keeps about 99.97% of its net assets in bonds |
Other Information on Investing in BMO Etf
BMO Short financial ratios help investors to determine whether BMO Etf 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 BMO with respect to the benefits of owning BMO Short security.