Bank Of Montreal Stock Alpha and Beta Analysis
| BMO Stock | USD 96.89 1.97 2.08% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Bank of Montreal. It also helps investors analyze the systematic and unsystematic risks associated with investing in Bank of Montreal over a specified time horizon. Remember, high Bank of Montreal's alpha is almost always a sign of good performance; however, a high beta will depend on investors' risk tolerance level and may signal increased volatility and potential future overvaluation. Key technical indicators related to Bank of Montreal's market risk premium analysis include:
Beta 0.53 | Alpha 0.0163 | Risk 1.13 | Sharpe Ratio (0) | Expected Return (0) |
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Alpha is a measure of relative performance on a risk-adjusted basis, while beta measures volatility against the benchmark. The goal is to know if an investor is being compensated for the volatility risk taken. The return on investment might be better than its reference but still not compensate for the assumption of the risk.
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Bank of Montreal Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Bank of Montreal market risk premium is the additional return an investor will receive from holding Bank of Montreal long position in a well-diversified portfolio. The market premium is part of the Capital Asset Pricing Model (CAPM), which most analysts and investors use to calculate the acceptable rate of return on investment in Bank of Montreal. At the center of the CAPM is the concept of risk and reward, which is usually communicated by investors using alpha and beta measures. Alpha and beta are two of the key measurements used to evaluate Bank of Montreal's performance over market.| α | 0.02 | β | 0.53 |
Bank of Montreal expected buy-and-hold returns
Although buy-and-hold investment strategy may not appeal to all investors, it may be used as a good measure of Bank of Montreal's Buy-and-hold return. Our buy-and-hold chart shows how Bank of Montreal performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Bank of Montreal Market Price Analysis
Market price analysis indicators help investors to evaluate how Bank of Montreal stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Bank of Montreal shares will generate the highest return on investment. By understating and applying Bank of Montreal stock market price indicators, traders can identify Bank of Montreal position entry and exit signals to maximize returns.
Bank of Montreal Return and Market Media
The median price of Bank of Montreal for the period between Sun, Dec 15, 2024 and Sat, Mar 15, 2025 is 98.51 with a coefficient of variation of 2.32. The daily time series for the period is distributed with a sample standard deviation of 2.28, arithmetic mean of 98.47, and mean deviation of 1.84. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | BMO and REX Shares Launch U.S. Big Banks and U.S. Big Oil Leveraged Inverse Leveraged Exchange Traded Notes on NYSE Arca | 02/19/2025 |
2 | Bank of Montreal stock climbs after Q1 profit jumps on higher NII, lower credit loss provision | 02/25/2025 |
| Bank of Montreal dividend paid on 26th of February 2025 | 02/26/2025 |
3 | Crypto for Advisors DeFi and On-chain Finance | 02/27/2025 |
4 | Bank of Montreal Upgraded to Buy What Does It Mean for the Stock | 02/28/2025 |
5 | Bank of Montreal files for 75B mixed securities shelf | 03/03/2025 |
6 | Trudeau to Trump Youre a smart guy. But this is a very dumb thing to do. Live trade war updates here. | 03/04/2025 |
7 | Trump could meet Canada, Mexico in the middle, U.S. Commerce Secretary says. Live trade war updates here. | 03/05/2025 |
8 | Endeavour Reports Strong FY-2024 Results | 03/06/2025 |
9 | Bank of Montreal CEO takes third straight pay cut on missed financial targets | 03/07/2025 |
10 | Electrovaya Secures 20M Credit Facility from Bank of Montreal to Accelerate Growth and Reduce Costs | 03/10/2025 |
11 | BMO and 1871 Call for Applications for Sixth Annual WMNfintech Program | 03/13/2025 |
About Bank of Montreal Beta and Alpha
For many years both, Alpha and Beta indicators are used by professional money managers as critical performance measurement tools across virtually all financial instruments including Bank or other stocks. Alpha measures the amount that position in Bank of Montreal has returned in comparison to a selected market index or another relevant benchmark. In other words, Alpha is the excess return on an investment relative to the performance of your selected benchmark. Beta, on the other hand, measures the relative risk of your investment.
| 2022 | 2023 | 2024 (projected) | Dividend Yield | 0.0364 | 0.0416 | 0.0478 | Price To Sales Ratio | 2.56 | 2.88 | 2.59 |
Bank of Montreal Upcoming Company Events
As portrayed in its financial statements, the presentation of Bank of Montreal's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Bank of Montreal's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Bank of Montreal's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Bank of Montreal. Please utilize our Beneish M Score to check the likelihood of Bank of Montreal's management manipulating its earnings.
| 27th of February 2024 Upcoming Quarterly Report | View | |
| 22nd of May 2024 Next Financial Report | View | |
| 31st of January 2024 Next Fiscal Quarter End | View | |
| 6th of December 2024 Next Fiscal Year End | View | |
| 31st of October 2023 Last Quarter Report | View | |
| 31st of October 2023 Last Financial Announcement | View |
Build Portfolio with Bank of Montreal
Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.Build Diversified Portfolios
Align your risk with return expectations
Check out Bank of Montreal Backtesting, Bank of Montreal Valuation, Bank of Montreal Correlation, Bank of Montreal Hype Analysis, Bank of Montreal Volatility, Bank of Montreal History and analyze Bank of Montreal Performance. To learn how to invest in Bank Stock, please use our How to Invest in Bank of Montreal guide.You can also try the Risk-Return Analysis module to view associations between returns expected from investment and the risk you assume.
Bank of Montreal technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.