Bmo Discount Bond Etf Market Value
| ZDB Etf | 15.17 0.01 0.07% |
| Symbol | BMO |
BMO Discount '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 BMO Discount'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 BMO Discount.
| 11/04/2025 |
| 02/02/2026 |
If you would invest 0.00 in BMO Discount on November 4, 2025 and sell it all today you would earn a total of 0.00 from holding BMO Discount Bond or generate 0.0% return on investment in BMO Discount over 90 days.
BMO Discount 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 BMO Discount'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 BMO Discount Bond upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.2036 | |||
| Information Ratio | (0.17) | |||
| Maximum Drawdown | 0.7271 | |||
| Value At Risk | (0.26) | |||
| Potential Upside | 0.3974 |
BMO Discount Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for BMO Discount's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as BMO Discount's standard deviation. In reality, there are many statistical measures that can use BMO Discount historical prices to predict the future BMO Discount's volatility.| Risk Adjusted Performance | 0.0056 | |||
| Jensen Alpha | (0) | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | (0.18) | |||
| Treynor Ratio | (0.02) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of BMO Discount'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.
BMO Discount February 2, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
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| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
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| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.0056 | |||
| Market Risk Adjusted Performance | (0.01) | |||
| Mean Deviation | 0.1718 | |||
| Semi Deviation | 0.1498 | |||
| Downside Deviation | 0.2036 | |||
| Coefficient Of Variation | 2405.56 | |||
| Standard Deviation | 0.21 | |||
| Variance | 0.0441 | |||
| Information Ratio | (0.17) | |||
| Jensen Alpha | (0) | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | (0.18) | |||
| Treynor Ratio | (0.02) | |||
| Maximum Drawdown | 0.7271 | |||
| Value At Risk | (0.26) | |||
| Potential Upside | 0.3974 | |||
| Downside Variance | 0.0415 | |||
| Semi Variance | 0.0225 | |||
| Expected Short fall | (0.21) | |||
| Skewness | 0.3764 | |||
| Kurtosis | (0.74) |
BMO Discount Bond Backtested Returns
At this point, BMO Discount is very steady. BMO Discount Bond secures Sharpe Ratio (or Efficiency) of 0.0409, which signifies that the etf had a 0.0409 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for BMO Discount Bond, which you can use to evaluate the volatility of the entity. Please confirm BMO Discount's mean deviation of 0.1718, and Risk Adjusted Performance of 0.0056 to double-check if the risk estimate we provide is consistent with the expected return of 0.0085%. The etf shows a Beta (market volatility) of 0.0569, which signifies not very significant fluctuations relative to the market. As returns on the market increase, BMO Discount's returns are expected to increase less than the market. However, during the bear market, the loss of holding BMO Discount is expected to be smaller as well.
Auto-correlation | -0.55 |
Good reverse predictability
BMO Discount Bond has good reverse predictability. Overlapping area represents the amount of predictability between BMO Discount time series from 4th of November 2025 to 19th of December 2025 and 19th of December 2025 to 2nd of February 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 BMO Discount Bond price movement. The serial correlation of -0.55 indicates that about 55.0% of current BMO Discount price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.55 | |
| Spearman Rank Test | -0.8 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |