Bmo Long Federal Etf Performance
| ZFL Etf | CAD 13.23 0.05 0.38% |
The etf shows a Beta (market volatility) of 0.22, which signifies not very significant fluctuations relative to the market. As returns on the market increase, BMO Long's returns are expected to increase less than the market. However, during the bear market, the loss of holding BMO Long is expected to be smaller as well.
Risk-Adjusted Performance
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Over the last 90 days BMO Long Federal has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of very healthy essential indicators, BMO Long is not utilizing all of its potentials. The latest stock price disarray, may contribute to short-term losses for the investors. ...more
| In Threey Sharp Ratio | -0.52 |
BMO |
BMO Long Relative Risk vs. Return Landscape
If you would invest 1,332 in BMO Long Federal on August 31, 2024 and sell it today you would lose (9.00) from holding BMO Long Federal or give up 0.68% of portfolio value over 90 days. BMO Long Federal is producing return of less than zero assuming 0.7528% volatility of returns over the 90 days investment horizon. Simply put, 6% of all etfs have less volatile historical return distribution than BMO Long, 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 Long Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for BMO Long's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as BMO Long Federal, and traders can use it to determine the average amount a BMO Long'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 = -0.0108
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | ZFL |
Estimated Market Risk
| 0.75 actual daily | 6 94% of assets are more volatile |
Expected Return
| -0.01 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.01 actual daily | 0 Most of other assets perform better |
Based on monthly moving average BMO Long 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 Long by adding BMO Long to a well-diversified portfolio.
BMO Long Fundamentals Growth
BMO Etf prices reflect investors' perceptions of the future prospects and financial health of BMO Long, and BMO Long 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 | 2.21 B | |||
About BMO Long Performance
By examining BMO Long's fundamental ratios, stakeholders can obtain critical insights into BMO Long'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 Long 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.
BMO Long Federal Bond Index ETF seeks to replicate, to the extent possible, the performance of a long term federal bond index, net of expenses. BMO LONG is traded on Toronto Stock Exchange in Canada.| BMO Long Federal generated a negative expected return over the last 90 days | |
| BMO Long Federal generated five year return of -4.0% | |
| This fund keeps about 99.72% of its net assets in bonds |
Other Information on Investing in BMO Etf
BMO Long 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 Long security.