Bmo Short Federal Etf Market Value
| ZFS Etf | 14.01 0.01 0.07% |
| Symbol | BMO |
Investors evaluate BMO Short Federal using market value (trading price) and book value (balance sheet equity), each telling a different story. Calculating BMO Short's intrinsic value - the estimated true worth - helps identify when the stock trades at a discount or premium to fair value. Analysts utilize numerous techniques to assess fundamental value, seeking to purchase shares when trading prices fall beneath estimated intrinsic worth. External factors like market trends, sector rotation, and investor psychology can cause BMO Short's market price to deviate significantly from intrinsic value.
Please note, there is a significant difference between BMO Short's value and its price as these two are different measures arrived at by different means. Investors typically determine if BMO Short is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. Conversely, BMO Short's market price signifies the transaction level at which participants voluntarily complete trades.
BMO Short '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 Short'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 Short.
| 11/21/2025 |
| 02/19/2026 |
If you would invest 0.00 in BMO Short on November 21, 2025 and sell it all today you would earn a total of 0.00 from holding BMO Short Federal or generate 0.0% return on investment in BMO Short over 90 days. BMO Short is related to or competes with Vanguard Total, SPDR SP, IShares Core, Vanguard Total, Vanguard Value, Vanguard Growth, and Vanguard Mid. BMO Short is entity of United States. It is traded as Etf on US exchange. More
BMO Short 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 Short'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 Short Federal upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.2171 | |||
| Information Ratio | (0.34) | |||
| Maximum Drawdown | 0.5743 | |||
| Value At Risk | (0.21) | |||
| Potential Upside | 0.1437 |
BMO Short Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for BMO Short's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as BMO Short's standard deviation. In reality, there are many statistical measures that can use BMO Short historical prices to predict the future BMO Short's volatility.| Risk Adjusted Performance | (0.02) | |||
| Jensen Alpha | (0) | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | (0.19) | |||
| Treynor Ratio | 0.4672 |
BMO Short February 19, 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 | (0.02) | |||
| Market Risk Adjusted Performance | 0.4772 | |||
| Mean Deviation | 0.0792 | |||
| Semi Deviation | 0.1106 | |||
| Downside Deviation | 0.2171 | |||
| Coefficient Of Variation | 2239.65 | |||
| Standard Deviation | 0.1225 | |||
| Variance | 0.015 | |||
| Information Ratio | (0.34) | |||
| Jensen Alpha | (0) | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | (0.19) | |||
| Treynor Ratio | 0.4672 | |||
| Maximum Drawdown | 0.5743 | |||
| Value At Risk | (0.21) | |||
| Potential Upside | 0.1437 | |||
| Downside Variance | 0.0471 | |||
| Semi Variance | 0.0122 | |||
| Expected Short fall | (0.1) | |||
| Skewness | (1.82) | |||
| Kurtosis | 5.76 |
BMO Short Federal Backtested Returns
Currently, BMO Short Federal is very steady. BMO Short Federal secures Sharpe Ratio (or Efficiency) of 0.0442, which signifies that the etf had a 0.0442 % return per unit of risk over the last 3 months. We have found thirty technical indicators for BMO Short Federal, which you can use to evaluate the volatility of the entity. Please confirm BMO Short's risk adjusted performance of (0.02), and Mean Deviation of 0.0792 to double-check if the risk estimate we provide is consistent with the expected return of 0.0054%. The etf shows a Beta (market volatility) of -0.0097, 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.
Auto-correlation | -0.14 |
Insignificant reverse predictability
BMO Short Federal has insignificant reverse predictability. Overlapping area represents the amount of predictability between BMO Short time series from 21st of November 2025 to 5th of January 2026 and 5th of January 2026 to 19th 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 Short Federal price movement. The serial correlation of -0.14 indicates that less than 14.0% of current BMO Short price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.14 | |
| Spearman Rank Test | 0.08 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Thematic Opportunities
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Check out BMO Short Correlation, BMO Short Volatility and BMO Short Performance module to complement your research on BMO Short. You can also try the Odds Of Bankruptcy module to get analysis of equity chance of financial distress in the next 2 years.
BMO Short 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.