Bmo In Retirement Fund Market Value
| BTRIX Fund | USD 9.07 0.01 0.11% |
| Symbol | Bmo |
Bmo In '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 In'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 In.
| 11/28/2024 |
| 12/28/2024 |
If you would invest 0.00 in Bmo In on November 28, 2024 and sell it all today you would earn a total of 0.00 from holding Bmo In Retirement Fund or generate 0.0% return on investment in Bmo In over 30 days. Bmo In is related to or competes with Barrow Hanley, Barrow Hanley, Advisors Inner, Barrow Hanley, Barrow Hanley, and Advisors Inner. Under normal circumstances, the fund invests at least 80 percent of its net assets, plus any borrowings for investment p... More
Bmo In 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 In'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 In Retirement Fund upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.27) | |||
| Maximum Drawdown | 2.36 | |||
| Value At Risk | (0.65) | |||
| Potential Upside | 0.4292 |
Bmo In Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Bmo In's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Bmo In's standard deviation. In reality, there are many statistical measures that can use Bmo In historical prices to predict the future Bmo In's volatility.| Risk Adjusted Performance | (0.16) | |||
| Jensen Alpha | (0.08) | |||
| Total Risk Alpha | (0.08) | |||
| Treynor Ratio | (0.79) |
Bmo In Retirement Backtested Returns
Bmo In Retirement secures Sharpe Ratio (or Efficiency) of -0.19, which signifies that the fund had a -0.19% return per unit of risk over the last 3 months. Bmo In Retirement Fund exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Bmo In's Risk Adjusted Performance of (0.16), standard deviation of 0.3484, and Mean Deviation of 0.2425 to double-check the risk estimate we provide. The fund shows a Beta (market volatility) of 0.0928, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Bmo In's returns are expected to increase less than the market. However, during the bear market, the loss of holding Bmo In is expected to be smaller as well.
Auto-correlation | 0.22 |
Weak predictability
Bmo In Retirement Fund has weak predictability. Overlapping area represents the amount of predictability between Bmo In time series from 28th of November 2024 to 13th of December 2024 and 13th of December 2024 to 28th 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 In Retirement price movement. The serial correlation of 0.22 indicates that over 22.0% of current Bmo In price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.22 | |
| Spearman Rank Test | -0.3 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Bmo In Retirement lagged returns against current returns
Autocorrelation, which is Bmo In 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 In's mutual fund expected returns. We can calculate the autocorrelation of Bmo In returns to help us make a trade decision. For example, suppose you find that Bmo In 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 In 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 In mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Bmo In 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 In mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Bmo In Lagged Returns
When evaluating Bmo In's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Bmo In mutual fund have on its future price. Bmo In 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 In autocorrelation shows the relationship between Bmo In mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Bmo In Retirement Fund.
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 In 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 In security.
| Instant Ratings Determine any equity ratings based on digital recommendations. Macroaxis instant equity ratings are based on combination of fundamental analysis and risk-adjusted market performance | |
| Theme Ratings Determine theme ratings based on digital equity recommendations. Macroaxis theme ratings are based on combination of fundamental analysis and risk-adjusted market performance |