Bmo Put Write Etf Performance
| ZPW Etf | CAD 16.28 0.01 0.06% |
The etf shows a Beta (market volatility) of 0.23, which signifies not very significant fluctuations relative to the market. As returns on the market increase, BMO Put's returns are expected to increase less than the market. However, during the bear market, the loss of holding BMO Put is expected to be smaller as well.
Risk-Adjusted Performance
18 of 100
Weak | Strong |
Solid
Compared to the overall equity markets, risk-adjusted returns on investments in BMO Put Write are ranked lower than 18 (%) of all global equities and portfolios over the last 90 days. In spite of very unfluctuating basic indicators, BMO Put may actually be approaching a critical reversion point that can send shares even higher in January 2025. ...more
| In Threey Sharp Ratio | 0.73 |
BMO |
BMO Put Relative Risk vs. Return Landscape
If you would invest 1,511 in BMO Put Write on September 3, 2024 and sell it today you would earn a total of 117.00 from holding BMO Put Write or generate 7.74% return on investment over 90 days. BMO Put Write is generating 0.1178% of daily returns assuming 0.5021% volatility of returns over the 90 days investment horizon. Simply put, 4% of all etfs have less volatile historical return distribution than BMO Put, and 98% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
BMO Put Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for BMO Put's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as BMO Put Write, and traders can use it to determine the average amount a BMO Put'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 = 0.2347
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Estimated Market Risk
| 0.5 actual daily | 4 96% of assets are more volatile |
Expected Return
| 0.12 actual daily | 2 98% of assets have higher returns |
Risk-Adjusted Return
| 0.23 actual daily | 18 82% of assets perform better |
Based on monthly moving average BMO Put is performing at about 18% 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 Put by adding it to a well-diversified portfolio.
BMO Put Fundamentals Growth
BMO Etf prices reflect investors' perceptions of the future prospects and financial health of BMO Put, and BMO Put 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.
About BMO Put Performance
By examining BMO Put's fundamental ratios, stakeholders can obtain critical insights into BMO Put'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 Put 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 US Put Write ETF seeks to provide exposure to the performance of a portfolio of put options on U.S. large capitalization equity securities to generate income. BMO US is traded on Toronto Stock Exchange in Canada.| The fund keeps about 95.54% of its net assets in bonds |
Other Information on Investing in BMO Etf
BMO Put 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 Put security.