Bmo Etf Performance
The etf shows a Beta (market volatility) of 0.0, which signifies not very significant fluctuations relative to the market. the returns on MARKET and BMO are completely uncorrelated.
Risk-Adjusted Performance
0 of 100
Weak | Strong |
Very Weak
Over the last 90 days BMO has generated negative risk-adjusted returns adding no value to investors with long positions. Even with relatively steady forward-looking indicators, BMO is not utilizing all of its potentials. The latest stock price chaos, may contribute to medium-term losses for the stakeholders. ...more
| Fifty Two Week Low | 66.85 | |
| Fifty Two Week High | 106.56 |
BMO |
BMO Relative Risk vs. Return Landscape
If you would invest (100.00) in BMO on August 26, 2024 and sell it today you would earn a total of 100.00 from holding BMO or generate -100.0% return on investment over 90 days. BMO is generating negative expected returns assuming volatility of 0.0% on return distribution over 90 days investment horizon. In other words, 0% of etfs are less volatile than BMO, and above 99% of all equities are expected to generate higher returns over the next 90 days. Expected Return |
| Risk |
BMO Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for BMO's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as BMO, and traders can use it to determine the average amount a BMO'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 = 0.0
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| MJJ |
Based on monthly moving average BMO is not performing at its full potential. However, 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 by adding BMO to a well-diversified portfolio.
BMO Fundamentals Growth
BMO Etf prices reflect investors' perceptions of the future prospects and financial health of BMO, and BMO 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 | 48.94 M | |||
| BMO is not yet fully synchronised with the market data | |
| BMO has some characteristics of a very speculative penny stock | |
| The fund maintains all of its assets in stocks |
Check out Correlation Analysis to better understand how to build diversified portfolios. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in inflation. You can also try the My Watchlist Analysis module to analyze my current watchlist and to refresh optimization strategy. Macroaxis watchlist is based on self-learning algorithm to remember stocks you like.
Other Tools for BMO Etf
When running BMO's price analysis, check to measure BMO's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy BMO is operating at the current time. Most of BMO's value examination focuses on studying past and present price action to predict the probability of BMO's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move BMO's price. Additionally, you may evaluate how the addition of BMO to your portfolios can decrease your overall portfolio volatility.
| Portfolio Backtesting Avoid under-diversification and over-optimization by backtesting your portfolios | |
| FinTech Suite Use AI to screen and filter profitable investment opportunities | |
| Portfolio Analyzer Portfolio analysis module that provides access to portfolio diagnostics and optimization engine | |
| Risk-Return Analysis View associations between returns expected from investment and the risk you assume | |
| Watchlist Optimization Optimize watchlists to build efficient portfolios or rebalance existing positions based on the mean-variance optimization algorithm | |
| My Watchlist Analysis Analyze my current watchlist and to refresh optimization strategy. Macroaxis watchlist is based on self-learning algorithm to remember stocks you like |