Bmo Msci Eafe Etf Performance
| ZEA Etf | CAD 22.68 0.03 0.13% |
The etf shows a Beta (market volatility) of 0.0152, which signifies not very significant fluctuations relative to the market. As returns on the market increase, BMO MSCI's returns are expected to increase less than the market. However, during the bear market, the loss of holding BMO MSCI is expected to be smaller as well.
Risk-Adjusted Performance
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Over the last 90 days BMO MSCI EAFE has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of very healthy basic indicators, BMO MSCI is not utilizing all of its potentials. The recent stock price disarray, may contribute to short-term losses for the investors. ...more
| In Threey Sharp Ratio | 0.28 |
BMO |
BMO MSCI Relative Risk vs. Return Landscape
If you would invest 2,338 in BMO MSCI EAFE on August 24, 2024 and sell it today you would lose (70.00) from holding BMO MSCI EAFE or give up 2.99% of portfolio value over 90 days. BMO MSCI EAFE is producing return of less than zero assuming 0.6765% volatility of returns over the 90 days investment horizon. Simply put, 6% of all etfs have less volatile historical return distribution than BMO MSCI, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
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BMO MSCI Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for BMO MSCI's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as BMO MSCI EAFE, and traders can use it to determine the average amount a BMO MSCI'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 = -0.068
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| Negative Returns | ZEA |
Estimated Market Risk
| 0.68 actual daily | 6 94% of assets are more volatile |
Expected Return
| -0.05 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.07 actual daily | 0 Most of other assets perform better |
Based on monthly moving average BMO MSCI 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 MSCI by adding BMO MSCI to a well-diversified portfolio.
BMO MSCI Fundamentals Growth
BMO Etf prices reflect investors' perceptions of the future prospects and financial health of BMO MSCI, and BMO MSCI 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.
| Price To Earning | 15.93 X | |||
| Price To Book | 1.50 X | |||
| Price To Sales | 1.06 X | |||
| Total Asset | 2.52 B | |||
About BMO MSCI Performance
By examining BMO MSCI's fundamental ratios, stakeholders can obtain critical insights into BMO MSCI's financial health, operational efficiency, and overall profitability. These insights assist in making well-informed investment and management decisions. For example, a high Return on Assets and Return on Equity would indicate that BMO MSCI is effectively utilizing its assets and equity to generate significant profits, enhancing its appeal to investors. On the other hand, low ROA and ROE values could reveal issues in asset and equity management, highlighting the need for operational improvements.
The fund seeks to replicate, net of expenses, the MSCI EAFE Index. BMO MSCI is traded on Toronto Stock Exchange in Canada.| BMO MSCI EAFE generated a negative expected return over the last 90 days | |
| The fund has annual holdings turnover of about 149.86% suggesting active trading | |
| BMO MSCI EAFE keeps 97.51% of its net assets in stocks |
Other Information on Investing in BMO Etf
BMO MSCI financial ratios help investors to determine whether BMO Etf is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in BMO with respect to the benefits of owning BMO MSCI security.