Bmo Tch Porate Fund Market Value
| BATIX Fund | USD 9.99 0.01 0.10% |
| 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.
| 04/23/2025 |
| 07/22/2025 |
If you would invest 0.00 in Bmo Tch on April 23, 2025 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 90 days. Bmo Tch is related to or competes with Ab Bond, Ab Bond, Ab Bond, and Lord Abbett. 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.
| Downside Deviation | 0.1702 | |||
| Information Ratio | (0.57) | |||
| Maximum Drawdown | 0.9134 | |||
| Value At Risk | (0.20) | |||
| Potential Upside | 0.3071 |
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 | 0.2157 | |||
| Jensen Alpha | 0.0287 | |||
| Total Risk Alpha | 0.0129 | |||
| Sortino Ratio | (0.58) | |||
| Treynor Ratio | 0.5567 |
Bmo Tch Porate Backtested Returns
At this stage we consider Bmo Mutual Fund to be very steady. Bmo Tch Porate secures Sharpe Ratio (or Efficiency) of 0.28, which signifies that the fund had a 0.28 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Bmo Tch Porate, which you can use to evaluate the volatility of the entity. Please confirm Bmo Tch's Mean Deviation of 0.1291, coefficient of variation of 358.64, and Risk Adjusted Performance of 0.2157 to double-check if the risk estimate we provide is consistent with the expected return of 0.046%. The fund shows a Beta (market volatility) of 0.0682, 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 | 0.51 |
Modest predictability
Bmo Tch Porate has modest predictability. Overlapping area represents the amount of predictability between Bmo Tch time series from 23rd of April 2025 to 7th of June 2025 and 7th of June 2025 to 22nd 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 Tch Porate price movement. The serial correlation of 0.51 indicates that about 51.0% of current Bmo Tch price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.51 | |
| Spearman Rank Test | 0.57 | |
| 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.
| Stock Screener Find equities using a custom stock filter or screen asymmetry in trading patterns, price, volume, or investment outlook. | |
| Watchlist Optimization Optimize watchlists to build efficient portfolios or rebalance existing positions based on the mean-variance optimization algorithm | |
| Sync Your Broker Sync your existing holdings, watchlists, positions or portfolios from thousands of online brokerage services, banks, investment account aggregators and robo-advisors. | |
| Balance Of Power Check stock momentum by analyzing Balance Of Power indicator and other technical ratios |