Bank Of Montreal Stock Alpha and Beta Analysis
| BMO Stock | USD 88.12 1.09 1.22% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Bank of Montreal. It also helps investors analyze the systematic and unsystematic risks associated with investing in Bank of Montreal over a specified time horizon. Remember, high Bank of Montreal'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 Bank of Montreal's market risk premium analysis include:
Beta 0.85 | Alpha 0.0196 | Risk 1.45 | Sharpe Ratio (0.10) | Expected Return (0.15) |
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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.
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Bank of Montreal Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Bank of Montreal market risk premium is the additional return an investor will receive from holding Bank of Montreal 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 Bank of Montreal. 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 Bank of Montreal's performance over market.| α | 0.02 | β | 0.85 |
Bank of Montreal 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 Bank of Montreal's Buy-and-hold return. Our buy-and-hold chart shows how Bank of Montreal performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Bank of Montreal Market Price Analysis
Market price analysis indicators help investors to evaluate how Bank of Montreal stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Bank of Montreal shares will generate the highest return on investment. By understating and applying Bank of Montreal stock market price indicators, traders can identify Bank of Montreal position entry and exit signals to maximize returns.
Bank of Montreal Return and Market Media
The median price of Bank of Montreal for the period between Wed, Jan 8, 2025 and Tue, Apr 8, 2025 is 98.09 with a coefficient of variation of 2.76. The daily time series for the period is distributed with a sample standard deviation of 2.71, arithmetic mean of 98.14, and mean deviation of 1.92. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
| Bank of Montreal dividend paid on 30th of January 2025 | 01/30/2025 |
1 | Tuesdays big stock stories Whats likely to move the market in the next trading session | 02/24/2025 |
| Bank of Montreal dividend paid on 26th of February 2025 | 02/26/2025 |
2 | Crypto for Advisors DeFi and On-chain Finance | 02/27/2025 |
3 | Bank of Montreal CEO takes third straight pay cut on missed financial targets | 03/07/2025 |
4 | BMO Announces Tony Sciarrino as Head, U.S. Commercial Bank | 03/17/2025 |
5 | Orchid Island Capital Announces March 2025Monthly Dividend and February 28, 2025RMBS Portfolio Characteristics | 03/19/2025 |
6 | Is Bank of Montreal Stock a Solid Choice Right Now | 03/21/2025 |
7 | Porter Airlines, BMO et Mastercard lancent le premier programme canadien de cartes de crdit offrant des avantages immdiats en matire de fidlisation aux compagni... | 03/24/2025 |
8 | BMO Bank strengthens Southern California leadership | 03/25/2025 |
9 | HUB Cyber Security Appoints Renah Persofsky as Chairperson of the Board | 03/27/2025 |
10 | BMO Named Canadas Best Private Bank for Ultra-High-Net-Worth Clients and Philanthropic Advisory Services at Euromoney Awards | 03/28/2025 |
11 | G2S2 Capital Inc. Purchases 600 Million of Secured Debt of Ravelin Properties REIT from Lenders | 03/31/2025 |
12 | 1510450 BC Ltd. Announces Proposed Reverse Takeover by Northwind Exploration Inc. | 04/03/2025 |
13 | Is Bank of Montreal the Undervalued Canadian Stock to Buy Now | 04/07/2025 |
About Bank of Montreal 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 Bank or other stocks. Alpha measures the amount that position in Bank of Montreal 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.
| 2022 | 2023 | 2024 (projected) | Dividend Yield | 0.0364 | 0.0416 | 0.0478 | Price To Sales Ratio | 2.56 | 2.88 | 2.59 |
Bank of Montreal Upcoming Company Events
As portrayed in its financial statements, the presentation of Bank of Montreal's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Bank of Montreal's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Bank of Montreal's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Bank of Montreal. Please utilize our Beneish M Score to check the likelihood of Bank of Montreal's management manipulating its earnings.
| 27th of February 2024 Upcoming Quarterly Report | View | |
| 22nd of May 2024 Next Financial Report | View | |
| 31st of January 2024 Next Fiscal Quarter End | View | |
| 6th of December 2024 Next Fiscal Year End | View | |
| 31st of October 2023 Last Quarter Report | View | |
| 31st of October 2023 Last Financial Announcement | View |
Build Portfolio with Bank of Montreal
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 Bank of Montreal Backtesting, Bank of Montreal Valuation, Bank of Montreal Correlation, Bank of Montreal Hype Analysis, Bank of Montreal Volatility, Bank of Montreal History and analyze Bank of Montreal Performance. To learn how to invest in Bank Stock, please use our How to Invest in Bank of Montreal guide.You can also try the Stocks Directory module to find actively traded stocks across global markets.
Bank of Montreal technical stock 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, stock market cycles, or different charting patterns.