Bmo In Retirement Fund Market Value
| BTRIX Fund | USD 9.26 0.01 0.11% |
| Symbol | Bmo |
Bmo In-retirement '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 In-retirement's mutual 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 In-retirement.
| 12/14/2024 |
| 03/14/2025 |
If you would invest 0.00 in Bmo In-retirement on December 14, 2024 and sell it all today you would earn a total of 0.00 from holding Bmo In Retirement Fund or generate 0.0% return on investment in Bmo In-retirement over 90 days. Bmo In-retirement is related to or competes with T Rowe, Rbc China, Crossmark Steward, Transamerica International, Dodge Cox, and Tax-managed International. Under normal circumstances, the fund invests at least 80 percent of its net assets, plus any borrowings for investment p... More
Bmo In-retirement 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 In-retirement's mutual 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 In Retirement Fund upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.3464 | |||
| Maximum Drawdown | 1.71 | |||
| Value At Risk | (0.44) | |||
| Potential Upside | 0.4372 |
Bmo In-retirement Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Bmo In-retirement's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Bmo In-retirement's standard deviation. In reality, there are many statistical measures that can use Bmo In-retirement historical prices to predict the future Bmo In-retirement's volatility.| Risk Adjusted Performance | (0.06) | |||
| Jensen Alpha | (0.02) | |||
| Total Risk Alpha | 0.0261 | |||
| Treynor Ratio | (0.41) |
Bmo In Retirement Backtested Returns
At this stage we consider Bmo Mutual Fund to be very steady. Bmo In Retirement secures Sharpe Ratio (or Efficiency) of 0.062, which signifies that the fund had a 0.062 % return per unit of risk over the last 3 months. We have found twenty-one technical indicators for Bmo In Retirement Fund, which you can use to evaluate the volatility of the entity. Please confirm Bmo In-retirement's Standard Deviation of 0.327, mean deviation of 0.2273, and Risk Adjusted Performance of (0.06) to double-check if the risk estimate we provide is consistent with the expected return of 0.0169%. The fund shows a Beta (market volatility) of 0.0709, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Bmo In-retirement's returns are expected to increase less than the market. However, during the bear market, the loss of holding Bmo In-retirement is expected to be smaller as well.
Auto-correlation | -0.03 |
Very weak reverse predictability
Bmo In Retirement Fund has very weak reverse predictability. Overlapping area represents the amount of predictability between Bmo In-retirement time series from 14th of December 2024 to 28th of January 2025 and 28th of January 2025 to 14th of March 2025. 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 In Retirement price movement. The serial correlation of -0.03 indicates that only 3.0% of current Bmo In-retirement price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.03 | |
| Spearman Rank Test | 0.04 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Bmo In Retirement lagged returns against current returns
Autocorrelation, which is Bmo In-retirement mutual 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 In-retirement's mutual fund expected returns. We can calculate the autocorrelation of Bmo In-retirement returns to help us make a trade decision. For example, suppose you find that Bmo In-retirement has exhibited high autocorrelation historically, and you observe that the mutual 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 In-retirement 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 In-retirement mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Bmo In-retirement mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Bmo In-retirement mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Bmo In-retirement Lagged Returns
When evaluating Bmo In-retirement's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Bmo In-retirement mutual fund have on its future price. Bmo In-retirement 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 In-retirement autocorrelation shows the relationship between Bmo In-retirement mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Bmo In Retirement Fund.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in Bmo Mutual Fund
Bmo In-retirement financial ratios help investors to determine whether Bmo Mutual Fund 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 In-retirement security.
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