Bmo Sustainable Global Fund Market Value
| ZMSB Fund | 29.57 0.08 0.27% |
| Symbol | BMO |
BMO SUSTAINABLE '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 SUSTAINABLE's 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 BMO SUSTAINABLE.
| 12/13/2025 |
| 01/12/2026 |
If you would invest 0.00 in BMO SUSTAINABLE on December 13, 2025 and sell it all today you would earn a total of 0.00 from holding BMO SUSTAINABLE GLOBAL or generate 0.0% return on investment in BMO SUSTAINABLE over 30 days.
BMO SUSTAINABLE 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 SUSTAINABLE's 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 BMO SUSTAINABLE GLOBAL upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.18) | |||
| Maximum Drawdown | 1.52 | |||
| Value At Risk | (0.44) | |||
| Potential Upside | 0.513 |
BMO SUSTAINABLE Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for BMO SUSTAINABLE's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as BMO SUSTAINABLE's standard deviation. In reality, there are many statistical measures that can use BMO SUSTAINABLE historical prices to predict the future BMO SUSTAINABLE's volatility.| Risk Adjusted Performance | 0.1297 | |||
| Jensen Alpha | 0.0377 | |||
| Total Risk Alpha | 0.0112 | |||
| Treynor Ratio | 1.11 |
BMO SUSTAINABLE GLOBAL Backtested Returns
At this point, BMO SUSTAINABLE is very steady. BMO SUSTAINABLE GLOBAL secures Sharpe Ratio (or Efficiency) of 0.2, which signifies that the fund had a 0.2 % return per unit of risk over the last 3 months. We have found twenty-three technical indicators for BMO SUSTAINABLE GLOBAL, which you can use to evaluate the volatility of the entity. Please confirm BMO SUSTAINABLE's mean deviation of 0.151, and Risk Adjusted Performance of 0.1297 to double-check if the risk estimate we provide is consistent with the expected return of 0.0509%. The fund shows a Beta (market volatility) of 0.0368, which signifies not very significant fluctuations relative to the market. As returns on the market increase, BMO SUSTAINABLE's returns are expected to increase less than the market. However, during the bear market, the loss of holding BMO SUSTAINABLE is expected to be smaller as well.
Auto-correlation | -0.62 |
Very good reverse predictability
BMO SUSTAINABLE GLOBAL has very good reverse predictability. Overlapping area represents the amount of predictability between BMO SUSTAINABLE time series from 13th of December 2025 to 28th of December 2025 and 28th of December 2025 to 12th 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 BMO SUSTAINABLE GLOBAL price movement. The serial correlation of -0.62 indicates that roughly 62.0% of current BMO SUSTAINABLE price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.62 | |
| Spearman Rank Test | -0.6 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
BMO SUSTAINABLE GLOBAL lagged returns against current returns
Autocorrelation, which is BMO SUSTAINABLE 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 BMO SUSTAINABLE's fund expected returns. We can calculate the autocorrelation of BMO SUSTAINABLE returns to help us make a trade decision. For example, suppose you find that BMO SUSTAINABLE has exhibited high autocorrelation historically, and you observe that the 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 |
BMO SUSTAINABLE 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 BMO SUSTAINABLE fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if BMO SUSTAINABLE fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in BMO SUSTAINABLE fund over time.
Current vs Lagged Prices |
| Timeline |
BMO SUSTAINABLE Lagged Returns
When evaluating BMO SUSTAINABLE's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of BMO SUSTAINABLE fund have on its future price. BMO SUSTAINABLE 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, BMO SUSTAINABLE autocorrelation shows the relationship between BMO SUSTAINABLE fund current value and its past values and can show if there is a momentum factor associated with investing in BMO SUSTAINABLE GLOBAL.
Regressed Prices |
| Timeline |
Pair Trading with BMO SUSTAINABLE
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if BMO SUSTAINABLE position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in BMO SUSTAINABLE will appreciate offsetting losses from the drop in the long position's value.Moving against BMO Fund
| 0.32 | 0P000072KJ | RBC Canadian Dividend | PairCorr |
The ability to find closely correlated positions to BMO SUSTAINABLE could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace BMO SUSTAINABLE when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back BMO SUSTAINABLE - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling BMO SUSTAINABLE GLOBAL to buy it.
The correlation of BMO SUSTAINABLE is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as BMO SUSTAINABLE moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if BMO SUSTAINABLE GLOBAL moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for BMO SUSTAINABLE can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.| Portfolio Suggestion Get suggestions outside of your existing asset allocation including your own model portfolios | |
| FinTech Suite Use AI to screen and filter profitable investment opportunities | |
| Share Portfolio Track or share privately all of your investments from the convenience of any device | |
| Competition Analyzer Analyze and compare many basic indicators for a group of related or unrelated entities |