Bmo Tch Porate Fund Market Value
| BATIX Fund | USD 10.06 0.01 0.1% |
| Symbol | Bmo |
Bmo Tch 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Bmo Tch's mutual fund what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Bmo Tch.
| 12/23/2022 |
| 12/12/2024 |
If you would invest 0.00 in Bmo Tch on December 23, 2022 and sell it all today you would earn a total of 0.00 from holding Bmo Tch Porate or generate 0.0% return on investment in Bmo Tch over 720 days. Bmo Tch is related to or competes with Bmo Large, Bmo Large, Fidelity Contrafund, T Rowe, Putnam Short, and Pimco Income. Under normal market conditions, the fund will invest in a combination of fixed-income securities, including, but not lim... More
Bmo Tch Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Bmo Tch's mutual fund current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Bmo Tch Porate upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (1.00) | |||
| Maximum Drawdown | 0.6923 | |||
| Value At Risk | (0.20) | |||
| Potential Upside | 0.199 |
Bmo Tch Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Bmo Tch's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Bmo Tch's standard deviation. In reality, there are many statistical measures that can use Bmo Tch historical prices to predict the future Bmo Tch's volatility.| Risk Adjusted Performance | (0.06) | |||
| Jensen Alpha | (0.02) | |||
| Total Risk Alpha | (0.03) | |||
| Treynor Ratio | (0.46) |
Bmo Tch Porate Backtested Returns
Bmo Tch Porate secures Sharpe Ratio (or Efficiency) of -0.0353, which signifies that the fund had a -0.0353% return per unit of risk over the last 3 months. Bmo Tch Porate exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Bmo Tch's Standard Deviation of 0.1278, risk adjusted performance of (0.06), and Mean Deviation of 0.0912 to double-check the risk estimate we provide. The fund shows a Beta (market volatility) of 0.0281, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Bmo Tch's returns are expected to increase less than the market. However, during the bear market, the loss of holding Bmo Tch is expected to be smaller as well.
Auto-correlation | 0.00 |
No correlation between past and present
Bmo Tch Porate has no correlation between past and present. Overlapping area represents the amount of predictability between Bmo Tch time series from 23rd of December 2022 to 18th of December 2023 and 18th of December 2023 to 12th of December 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Bmo Tch Porate price movement. The serial correlation of 0.0 indicates that just 0.0% of current Bmo Tch price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 0.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Bmo Tch Porate lagged returns against current returns
Autocorrelation, which is Bmo Tch mutual fund's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Bmo Tch's mutual fund expected returns. We can calculate the autocorrelation of Bmo Tch returns to help us make a trade decision. For example, suppose you find that Bmo Tch has exhibited high autocorrelation historically, and you observe that the mutual fund is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Bmo Tch regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Bmo Tch mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Bmo Tch mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Bmo Tch mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Bmo Tch Lagged Returns
When evaluating Bmo Tch's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Bmo Tch mutual fund have on its future price. Bmo Tch autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Bmo Tch autocorrelation shows the relationship between Bmo Tch mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Bmo Tch Porate.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in Bmo Mutual Fund
Bmo Tch financial ratios help investors to determine whether Bmo Mutual Fund 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 Tch security.
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