Bmo Large Cap Growth Fund Market Value
| BALGX Fund | USD 22.50 0.17 0.76% |
| Symbol | Bmo |
Bmo Large-cap '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 Large-cap'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 Large-cap.
| 04/21/2025 |
| 07/20/2025 |
If you would invest 0.00 in Bmo Large-cap on April 21, 2025 and sell it all today you would earn a total of 0.00 from holding Bmo Large Cap Growth or generate 0.0% return on investment in Bmo Large-cap over 90 days. Bmo Large-cap is related to or competes with Transamerica International, Aqr Small, Needham Small, Glg Intl, Praxis Small, Nuveen Nwq, and Small Pany. The investment seeks to provide capital appreciation More
Bmo Large-cap 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 Large-cap'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 Large Cap Growth upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.02 | |||
| Information Ratio | 0.1321 | |||
| Maximum Drawdown | 5.98 | |||
| Value At Risk | (1.47) | |||
| Potential Upside | 2.27 |
Bmo Large-cap Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Bmo Large-cap's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Bmo Large-cap's standard deviation. In reality, there are many statistical measures that can use Bmo Large-cap historical prices to predict the future Bmo Large-cap's volatility.| Risk Adjusted Performance | 0.2376 | |||
| Jensen Alpha | 0.1493 | |||
| Total Risk Alpha | 0.1215 | |||
| Sortino Ratio | 0.152 | |||
| Treynor Ratio | 0.2741 |
Bmo Large Cap Backtested Returns
Bmo Large-cap appears to be very steady, given 3 months investment horizon. Bmo Large Cap secures Sharpe Ratio (or Efficiency) of 0.38, which signifies that the fund had a 0.38 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Bmo Large Cap Growth, which you can use to evaluate the volatility of the entity. Please makes use of Bmo Large-cap's Downside Deviation of 1.02, risk adjusted performance of 0.2376, and Mean Deviation of 0.8342 to double-check if our risk estimates are consistent with your expectations. The fund shows a Beta (market volatility) of 1.04, which signifies a somewhat significant risk relative to the market. Bmo Large-cap returns are very sensitive to returns on the market. As the market goes up or down, Bmo Large-cap is expected to follow.
Auto-correlation | 0.81 |
Very good predictability
Bmo Large Cap Growth has very good predictability. Overlapping area represents the amount of predictability between Bmo Large-cap time series from 21st of April 2025 to 5th of June 2025 and 5th of June 2025 to 20th of July 2025. 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 Large Cap price movement. The serial correlation of 0.81 indicates that around 81.0% of current Bmo Large-cap price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.81 | |
| Spearman Rank Test | 0.78 | |
| Residual Average | 0.0 | |
| Price Variance | 0.22 |
Bmo Large Cap lagged returns against current returns
Autocorrelation, which is Bmo Large-cap 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 Large-cap's mutual fund expected returns. We can calculate the autocorrelation of Bmo Large-cap returns to help us make a trade decision. For example, suppose you find that Bmo Large-cap 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 Large-cap 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 Large-cap mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Bmo Large-cap 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 Large-cap mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Bmo Large-cap Lagged Returns
When evaluating Bmo Large-cap's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Bmo Large-cap mutual fund have on its future price. Bmo Large-cap 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 Large-cap autocorrelation shows the relationship between Bmo Large-cap mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Bmo Large Cap Growth.
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 Large-cap 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 Large-cap security.
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