Bank Of Montreal Etf Performance
| NRGU Etf | USD 24.26 0.30 1.25% |
The etf shows a Beta (market volatility) of 1.09, which signifies a somewhat significant risk relative to the market. Bank of Montreal returns are very sensitive to returns on the market. As the market goes up or down, Bank of Montreal is expected to follow.
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 unsteady performance in the last few months, the Etf's technical and fundamental indicators remain comparatively stable which may send shares a bit higher in April 2025. The newest uproar may also be a sign of mid-term up-swing for the exchange-traded fund private investors. ...more
| In Threey Sharp Ratio | 0.77 |
Bank |
Bank of Montreal Relative Risk vs. Return Landscape
If you would invest 2,612 in Bank of Montreal on December 21, 2024 and sell it today you would lose (186.00) from holding Bank of Montreal or give up 7.12% of portfolio value over 90 days. Bank of Montreal is currently does not generate positive expected returns and assumes 5.2926% risk (volatility on return distribution) over the 90 days horizon. In different words, 47% 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 = -0.0405
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | NRGU |
Estimated Market Risk
| 5.29 actual daily | 47 53% of assets are more volatile |
Expected Return
| -0.21 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.04 actual daily | 0 Most of other assets perform better |
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 | 2.26 B | |||
About Bank of Montreal Performance
Assessing Bank of Montreal's fundamental ratios provides investors with valuable insights into Bank of Montreal's financial health and overall profitability. This information is crucial for making informed investment decisions. A high ROA would indicate that the Bank of Montreal is effectively leveraging its assets and equity to generate significant profits, making it an appealing investment. Conversely, low Return on Assets could signal underlying management issues in assets and equity, indicating a necessity for operational refinements. Please also refer to our technical analysis and fundamental analysis pages.
The notes are senior unsecured medium-term notes issued by Bank of Montreal with a return linked to a three times leveraged participation in the performance of the index, compounded daily, less a Daily Investor Fee, the Daily Financing Charge and, if applicable, the Redemption Fee Amount. Microsectors is traded on NYSEARCA Exchange in the United States.| Bank of Montreal generated a negative expected return over the last 90 days | |
| Bank of Montreal has high historical volatility and very poor performance | |
| The fund created five year return of -11.0% | |
| Bank of Montreal maintains all of its assets in stocks |
Check out Correlation Analysis to better understand how to build diversified portfolios, which includes a position in Bank of Montreal. 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. For more information on how to buy Bank Etf please use our How to Invest in Bank of Montreal guide.You can also try the Positions Ratings module to determine portfolio positions ratings based on digital equity recommendations. Macroaxis instant position ratings are based on combination of fundamental analysis and risk-adjusted market performance.
The market value of Bank of Montreal is measured differently than its book value, which is the value of Bank that is recorded on the company's balance sheet. Investors also form their own opinion of Bank of Montreal's value that differs from its market value or its book value, called intrinsic value, which is Bank of Montreal's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Bank of Montreal's market value can be influenced by many factors that don't directly affect Bank of Montreal's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Bank of Montreal's value and its price as these two are different measures arrived at by different means. Investors typically determine if Bank of Montreal is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Bank of Montreal's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.