Bank of Montreal Market Risk Adjusted Performance
| BMO Stock | | | CAD 191.29 5.14 2.76% |
Reference data associated with the Market Risk Adjusted Performance technical indicator for Bank of Montreal. Certain instruments may report limited data depending on market coverage.
Bank of Montreal has current Market Risk Adjusted Performance of 0.1577.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.1577 | |
| ER[a] | = | Expected return on investing in Bank of Montreal |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
| BETA | = | Beta of the asset with market or selected benchmark. |
Bank of Montreal Market Risk Adjusted Performance Peers Comparison
Bank Market Risk Adjusted Performance Relative To Other Indicators
Bank of Montreal lands at
#4 in market risk adjusted performance compared to key competitors. It is currently under evaluation in maximum drawdown compared to key competitors producing
47.08 in Maximum Drawdown for each unit of Market Risk Adjusted Performance. The spread between Maximum Drawdown and Market Risk Adjusted Performance for Bank of Montreal sits at
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