Bank Of Montreal Etf Market Value
| NRGU Etf | USD 21.44 0.40 1.90% |
| Symbol | Bank |
The market value of Bank of Montreal is measured differently than its book value, which is the value of Bank that is recorded on the company's balance sheet. Investors also form their own opinion of Bank of Montreal's value that differs from its market value or its book value, called intrinsic value, which is Bank of Montreal'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 Bank of Montreal's market value can be influenced by many factors that don't directly affect Bank of Montreal'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 Bank of Montreal's value and its price as these two are different measures arrived at by different means. Investors typically determine if Bank of Montreal is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Bank of Montreal'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.
Bank of Montreal '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 Bank of Montreal's etf 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 Bank of Montreal.
| 10/28/2025 |
| 01/26/2026 |
If you would invest 0.00 in Bank of Montreal on October 28, 2025 and sell it all today you would earn a total of 0.00 from holding Bank of Montreal or generate 0.0% return on investment in Bank of Montreal over 90 days. Bank of Montreal is related to or competes with IShares MSCI, Xtrackers MSCI, BlackRock High, First Trust, RockCreek Global, ProShares Ultra, and First Trust. The notes are senior unsecured medium-term notes issued by Bank of Montreal with a return linked to a three times levera... More
Bank of Montreal 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 Bank of Montreal's etf 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 Bank of Montreal upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.89 | |||
| Information Ratio | 0.0766 | |||
| Maximum Drawdown | 18.6 | |||
| Value At Risk | (5.67) | |||
| Potential Upside | 6.41 |
Bank of Montreal Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Bank of Montreal's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Bank of Montreal's standard deviation. In reality, there are many statistical measures that can use Bank of Montreal historical prices to predict the future Bank of Montreal's volatility.| Risk Adjusted Performance | 0.0782 | |||
| Jensen Alpha | 0.3414 | |||
| Total Risk Alpha | (0) | |||
| Sortino Ratio | 0.0815 | |||
| Treynor Ratio | 0.5926 |
Bank of Montreal January 26, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.0782 | |||
| Market Risk Adjusted Performance | 0.6026 | |||
| Mean Deviation | 3.37 | |||
| Semi Deviation | 3.6 | |||
| Downside Deviation | 3.89 | |||
| Coefficient Of Variation | 1047.05 | |||
| Standard Deviation | 4.14 | |||
| Variance | 17.18 | |||
| Information Ratio | 0.0766 | |||
| Jensen Alpha | 0.3414 | |||
| Total Risk Alpha | (0) | |||
| Sortino Ratio | 0.0815 | |||
| Treynor Ratio | 0.5926 | |||
| Maximum Drawdown | 18.6 | |||
| Value At Risk | (5.67) | |||
| Potential Upside | 6.41 | |||
| Downside Variance | 15.16 | |||
| Semi Variance | 12.97 | |||
| Expected Short fall | (3.64) | |||
| Skewness | 0.0787 | |||
| Kurtosis | (0.24) |
Bank of Montreal Backtested Returns
Bank of Montreal appears to be not too volatile, given 3 months investment horizon. Bank of Montreal secures Sharpe Ratio (or Efficiency) of 0.0913, which signifies that the etf had a 0.0913 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Bank of Montreal, which you can use to evaluate the volatility of the entity. Please makes use of Bank of Montreal's Downside Deviation of 3.89, risk adjusted performance of 0.0782, and Mean Deviation of 3.37 to double-check if our risk estimates are consistent with your expectations. The etf shows a Beta (market volatility) of 0.65, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Bank of Montreal's returns are expected to increase less than the market. However, during the bear market, the loss of holding Bank of Montreal is expected to be smaller as well.
Auto-correlation | 0.45 |
Average predictability
Bank of Montreal has average predictability. Overlapping area represents the amount of predictability between Bank of Montreal time series from 28th of October 2025 to 12th of December 2025 and 12th of December 2025 to 26th of January 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Bank of Montreal price movement. The serial correlation of 0.45 indicates that just about 45.0% of current Bank of Montreal price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.45 | |
| Spearman Rank Test | 0.6 | |
| Residual Average | 0.0 | |
| Price Variance | 2.38 |
Thematic Opportunities
Explore Investment Opportunities
Check out Bank of Montreal Correlation, Bank of Montreal Volatility and Bank of Montreal Alpha and Beta module to complement your research on Bank of Montreal. For more information on how to buy Bank Etf please use our How to Invest in Bank of Montreal guide.You can also try the Portfolio Analyzer module to portfolio analysis module that provides access to portfolio diagnostics and optimization engine.
Bank of Montreal technical etf 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, etf market cycles, or different charting patterns.