Bank Of Montreal 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 Bank Of Montreal are completely uncorrelated.
Risk-Adjusted Performance
Very Weak
Weak | Strong |
Over the last 90 days Bank Of Montreal has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of rather sound technical and fundamental indicators, Bank Of Montreal is not utilizing all of its potentials. The newest stock price tumult, may contribute to shorter-term losses for the shareholders. ...more
| In Threey Sharp Ratio | -1.01 |
Bank |
Bank Of Montreal Relative Risk vs. Return Landscape
If you would invest (100.00) in Bank Of Montreal on December 14, 2024 and sell it today you would earn a total of 100.00 from holding Bank Of Montreal or generate -100.0% return on investment over 90 days. Bank Of Montreal is currently does not generate positive expected returns and assumes 0.0% risk (volatility on return distribution) over the 90 days horizon. In different words, 0% of etfs are less volatile than Bank, and 99% of all traded equity instruments are projected to make higher returns than the company over the 90 days investment horizon. Expected Return |
| Risk |
Bank Of Montreal Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Bank Of Montreal's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as Bank Of Montreal, and traders can use it to determine the average amount a Bank Of Montreal'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 | |||
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
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Based on monthly moving average Bank Of Montreal 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 Bank Of Montreal by adding Bank Of Montreal to a well-diversified portfolio.
Bank Of Montreal Fundamentals Growth
Bank Etf prices reflect investors' perceptions of the future prospects and financial health of Bank Of Montreal, and Bank Of Montreal 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 Bank Etf performance.
| Total Asset | 90.43 M | |||
| Bank Of Montreal is not yet fully synchronised with the market data | |
| Bank Of Montreal has some characteristics of a very speculative penny stock | |
| Bank Of Montreal created five year return of -77.0% | |
| This 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 price. You can also try the Price Ceiling Movement module to calculate and plot Price Ceiling Movement for different equity instruments.
Other Tools for Bank Etf
When running Bank Of Montreal's price analysis, check to measure Bank Of Montreal'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 Bank Of Montreal is operating at the current time. Most of Bank Of Montreal's value examination focuses on studying past and present price action to predict the probability of Bank Of Montreal's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Bank Of Montreal's price. Additionally, you may evaluate how the addition of Bank Of Montreal to your portfolios can decrease your overall portfolio volatility.
| Price Transformation Use Price Transformation models to analyze the depth of different equity instruments across global markets | |
| Performance Analysis Check effects of mean-variance optimization against your current asset allocation | |
| Aroon Oscillator Analyze current equity momentum using Aroon Oscillator and other momentum ratios |