Bmo Put Write Etf Alpha and Beta Analysis
| ZPH Etf | CAD 15.11 0.02 0.13% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as BMO Put Write. It also helps investors analyze the systematic and unsystematic risks associated with investing in BMO Put over a specified time horizon. Remember, high BMO Put's alpha is almost always a sign of good performance; however, a high beta will depend on investors' risk tolerance level and may signal increased volatility and potential future overvaluation. Key technical indicators related to BMO Put's market risk premium analysis include:
Beta (0.23) | Alpha 0.0373 | Risk 0.53 | Sharpe Ratio 0.0674 | Expected Return 0.0359 |
Alpha is a measure of relative performance on a risk-adjusted basis, while beta measures volatility against the benchmark. The goal is to know if an investor is being compensated for the volatility risk taken. The return on investment might be better than its reference but still not compensate for the assumption of the risk.
BMO |
BMO Put Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. BMO Put market risk premium is the additional return an investor will receive from holding BMO Put long position in a well-diversified portfolio. The market premium is part of the Capital Asset Pricing Model (CAPM), which most analysts and investors use to calculate the acceptable rate of return on investment in BMO Put. At the center of the CAPM is the concept of risk and reward, which is usually communicated by investors using alpha and beta measures. Alpha and beta are two of the key measurements used to evaluate BMO Put's performance over market.| α | 0.04 | β | -0.23 |
BMO Put expected buy-and-hold returns
Although buy-and-hold investment strategy may not appeal to all investors, it may be used as a good measure of BMO Put's Buy-and-hold return. Our buy-and-hold chart shows how BMO Put performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.BMO Put Market Price Analysis
Market price analysis indicators help investors to evaluate how BMO Put etf reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading BMO Put shares will generate the highest return on investment. By understating and applying BMO Put etf market price indicators, traders can identify BMO Put position entry and exit signals to maximize returns.
BMO Put Return and Market Media
The median price of BMO Put for the period between Wed, Feb 14, 2024 and Tue, May 14, 2024 is 14.93 with a coefficient of variation of 1.3. The daily time series for the period is distributed with a sample standard deviation of 0.19, arithmetic mean of 14.97, and mean deviation of 0.16. The Etf received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | BMO US Put Write Hedged To CAD ETF Quote - Press Release - The Globe and Mail | 02/20/2024 |
About BMO Put Beta and Alpha
For many years both, Alpha and Beta indicators are used by professional money managers as critical performance measurement tools across virtually all financial instruments including BMO or other etfs. Alpha measures the amount that position in BMO Put Write has returned in comparison to a selected market index or another relevant benchmark. In other words, Alpha is the excess return on an investment relative to the performance of your selected benchmark. Beta, on the other hand, measures the relative risk of your investment.
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards BMO Put in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, BMO Put's short interest history, or implied volatility extrapolated from BMO Put options trading.
Build Portfolio with BMO Put
Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.Build Diversified Portfolios
Align your risk with return expectations
Check out BMO Put Backtesting, Portfolio Optimization, BMO Put Correlation, BMO Put Hype Analysis, BMO Put Volatility, BMO Put History and analyze BMO Put Performance. Note that the BMO Put Write information on this page should be used as a complementary analysis to other BMO Put's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try the Commodity Channel module to use Commodity Channel Index to analyze current equity momentum.
BMO Put technical etf analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, etf market cycles, or different charting patterns.