Bmo Sia Focused Etf Performance
| ZFN Etf | CAD 56.65 0.27 0.48% |
The etf shows a Beta (market volatility) of 0.41, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, BMO SIA's returns are expected to increase less than the market. However, during the bear market, the loss of holding BMO SIA is expected to be smaller as well.
Risk-Adjusted Performance
22 of 100
Weak | Strong |
Solid
Compared to the overall equity markets, risk-adjusted returns on investments in BMO SIA Focused are ranked lower than 22 (%) of all global equities and portfolios over the last 90 days. In spite of very unfluctuating basic indicators, BMO SIA displayed solid returns over the last few months and may actually be approaching a breakup point. ...more
| In Threey Sharp Ratio | 0.73 |
BMO |
BMO SIA Relative Risk vs. Return Landscape
If you would invest 4,989 in BMO SIA Focused on September 1, 2024 and sell it today you would earn a total of 676.00 from holding BMO SIA Focused or generate 13.55% return on investment over 90 days. BMO SIA Focused is generating 0.2013% of daily returns assuming 0.7193% volatility of returns over the 90 days investment horizon. Simply put, 6% of all etfs have less volatile historical return distribution than BMO SIA, and 96% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
BMO SIA Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for BMO SIA's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as BMO SIA Focused, and traders can use it to determine the average amount a BMO SIA'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 = 0.2798
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Estimated Market Risk
| 0.72 actual daily | 6 94% of assets are more volatile |
Expected Return
| 0.2 actual daily | 3 97% of assets have higher returns |
Risk-Adjusted Return
| 0.28 actual daily | 22 78% of assets perform better |
Based on monthly moving average BMO SIA is performing at about 22% of its full potential. 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 SIA by adding it to a well-diversified portfolio.
BMO SIA Fundamentals Growth
BMO Etf prices reflect investors' perceptions of the future prospects and financial health of BMO SIA, and BMO SIA 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 | 131.46 M | |||
About BMO SIA Performance
By examining BMO SIA's fundamental ratios, stakeholders can obtain critical insights into BMO SIA'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 SIA 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.
This funds objective is to provide long-term capital growth by investing primarily in a portfolio of North American equities. BMO SIA is traded on Toronto Stock Exchange in Canada.| The fund keeps 98.4% of its net assets in stocks |
Other Information on Investing in BMO Etf
BMO SIA 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 SIA security.