Bmo Pyrford Intl Fund Market Value
| BISBX Fund | USD 9.44 0.02 0.21% |
| Symbol | Bmo |
Bmo Pyrford '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 Pyrford'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 Pyrford.
| 04/24/2025 |
| 07/23/2025 |
If you would invest 0.00 in Bmo Pyrford on April 24, 2025 and sell it all today you would earn a total of 0.00 from holding Bmo Pyrford Intl or generate 0.0% return on investment in Bmo Pyrford over 90 days. Bmo Pyrford is related to or competes with Iaadx, and Rational Dividend. The fund invests at least 80 percent of its assets in equity securities of companies located in a number of countries ou... More
Bmo Pyrford 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 Pyrford'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 Pyrford Intl upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.4116 | |||
| Information Ratio | (0.63) | |||
| Maximum Drawdown | 1.3 | |||
| Value At Risk | (0.54) | |||
| Potential Upside | 0.4329 |
Bmo Pyrford Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Bmo Pyrford's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Bmo Pyrford's standard deviation. In reality, there are many statistical measures that can use Bmo Pyrford historical prices to predict the future Bmo Pyrford's volatility.| Risk Adjusted Performance | (0) | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.08) | |||
| Sortino Ratio | (0.51) | |||
| Treynor Ratio | (0.12) |
Bmo Pyrford Intl Backtested Returns
At this stage we consider Bmo Mutual Fund to be very steady. Bmo Pyrford Intl secures Sharpe Ratio (or Efficiency) of 0.017, which signifies that the fund had a 0.017 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Bmo Pyrford Intl, which you can use to evaluate the volatility of the entity. Please confirm Bmo Pyrford's insignificant Risk Adjusted Performance, downside deviation of 0.4116, and Mean Deviation of 0.2744 to double-check if the risk estimate we provide is consistent with the expected return of 0.0057%. The fund shows a Beta (market volatility) of 0.0351, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Bmo Pyrford's returns are expected to increase less than the market. However, during the bear market, the loss of holding Bmo Pyrford is expected to be smaller as well.
Auto-correlation | -0.7 |
Very good reverse predictability
Bmo Pyrford Intl has very good reverse predictability. Overlapping area represents the amount of predictability between Bmo Pyrford time series from 24th of April 2025 to 8th of June 2025 and 8th of June 2025 to 23rd 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 Pyrford Intl price movement. The serial correlation of -0.7 indicates that around 70.0% of current Bmo Pyrford price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.7 | |
| Spearman Rank Test | 0.13 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Bmo Pyrford Intl lagged returns against current returns
Autocorrelation, which is Bmo Pyrford 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 Pyrford's mutual fund expected returns. We can calculate the autocorrelation of Bmo Pyrford returns to help us make a trade decision. For example, suppose you find that Bmo Pyrford 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 Pyrford 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 Pyrford mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Bmo Pyrford 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 Pyrford mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Bmo Pyrford Lagged Returns
When evaluating Bmo Pyrford's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Bmo Pyrford mutual fund have on its future price. Bmo Pyrford 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 Pyrford autocorrelation shows the relationship between Bmo Pyrford mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Bmo Pyrford Intl.
Regressed Prices |
| Timeline |
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Other Information on Investing in Bmo Mutual Fund
Bmo Pyrford 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 Pyrford security.
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