(XXXX) Bank of Montreal - Ratings and Ratios
Leveraged, Daily, Notes, Index
| Risk via 10d forecast | |
|---|---|
| Volatility | 85.1% |
| Value at Risk 5%th | 139% |
| Relative Tail Risk | -1.00% |
| Reward TTM | |
|---|---|
| Sharpe Ratio | 0.34 |
| Alpha | -40.18 |
| Character TTM | |
|---|---|
| Hurst Exponent | 0.283 |
| Beta | 3.798 |
| Beta Downside | 3.864 |
| Drawdowns 3y | |
|---|---|
| Max DD | 62.27% |
| Mean DD | 12.17% |
| Median DD | 7.42% |
Description: XXXX Bank of Montreal October 26, 2025
The Bank of Montreal notes are daily-trading tools aimed at sophisticated investors who need to manage short-term risk within a broader, diversified portfolio. They target a 4× leveraged long exposure to the underlying index on a daily basis, after accounting for the Daily Investor Fee, Daily Financing Charge, and any applicable Redemption Fee.
Because the product re-balances each trading day, its performance diverges from the index over longer horizons-a phenomenon known as “compounding risk.” Investors should therefore treat it as a tactical, not strategic, allocation and monitor the daily financing cost, which can erode returns in low-volatility environments.
From market data (as of Q3 2024), comparable 4× leveraged equity ETFs typically carry an expense ratio around 0.95% annualized, exhibit average daily volumes exceeding 5 million shares, and track the S&P 500 or a similar broad-based index. Their sensitivity to macro drivers-especially equity market volatility (VIX) and short-term interest-rate expectations-means that sudden shifts in risk sentiment can amplify both gains and losses.
For a deeper, data-driven view of how this leveraged ETF behaves under different market regimes, you may find ValueRay’s analytics platform worth exploring.
XXXX ETF Overview
| Market Cap in USD | 428m |
| Category | Trading--Leveraged Equity |
| IPO / Inception | 2023-12-04 |
| Return 12m vs S&P 500 | -8.44% |
| Analyst Rating | - |
XXXX Dividends
Currently no dividends paidXXXX Growth Ratios
| CAGR 3y | 130.57% |
| CAGR/Max DD Calmar Ratio | 2.10 |
| CAGR/Mean DD Pain Ratio | 10.73 |
| Current Volume | 933.6k |
| Average Volume | 662.6k |
What is the price of XXXX shares?
Over the past week, the price has changed by -0.02%, over one month by +2.76%, over three months by +8.91% and over the past year by +4.96%.
Is Bank of Montreal a good stock to buy?
Based on momentum, paid dividends and discounted-cash-flow analyses, the fair value of XXXX is around 48.72 USD . This means that XXXX is currently overvalued and has a potential downside of -9%.
Is XXXX a buy, sell or hold?
What are the forecasts/targets for the XXXX price?
| Issuer | Target | Up/Down from current |
|---|---|---|
| Wallstreet Target Price | - | - |
| Analysts Target Price | - | - |
| ValueRay Target Price | 58.5 | 9.2% |
XXXX Fundamental Data Overview November 11, 2025
Beta = 0.0
Revenue TTM = 0.0 USD
EBIT TTM = 0.0 USD
EBITDA TTM = 0.0 USD
Long Term Debt = unknown (none)
Short Term Debt = unknown (none)
Debt = unknown
Net Debt = unknown
Enterprise Value = 428.1m USD (428.1m + (null Debt) - (null CCE))
Interest Coverage Ratio = unknown (Ebit TTM 0.0 / Interest Expense TTM 0.0)
FCF Yield = 0.0% (FCF TTM 0.0 / Enterprise Value 428.1m)
FCF Margin = unknown (Revenue TTM is 0 or missing)
Net Margin = unknown
Gross Margin = unknown ((Revenue TTM 0.0 - Cost of Revenue TTM 0.0) / Revenue TTM)
Tobins Q-Ratio = unknown (Enterprise Value 428.1m / Total Assets none)
Interest Expense / Debt = unknown (Interest Expense 0.0 / Debt none)
Taxrate = 21.0% (US default 21%)
NOPAT = 0.0 (EBIT 0.0 * (1 - 21.00%))
Current Ratio = unknown (Total Current Assets none / Total Current Liabilities none)
Debt / Equity = unknown (Debt none)
Debt / EBITDA = unknown (Net Debt none / EBITDA 0.0)
Debt / FCF = unknown (Net Debt none / FCF TTM 0.0)
Total Stockholder Equity = 0.0 (from calculated bookValueOfEquity)
RoA = unknown (Net Income 0.0 / Total Assets none)
RoE = unknown (Net Income TTM 0.0 / Total Stockholder Equity 0.0)
RoCE = unknown (EBIT 0.0 / Capital Employed )
RoIC = unknown (NOPAT 0.0, Invested Capital 0.0, EBIT 0.0)
WACC = 20.01% (E(428.1m)/V(428.1m) * Re(20.01%) + (debt-free company))
Discount Rate = 20.01% (= CAPM, Blume Beta Adj.) -> capped to 17.95%
Fair Price DCF = unknown (Cash Flow 0.0)
Additional Sources for XXXX ETF
Tweets: X | Stocktwits
Fund Manager Positions: Dataroma | Stockcircle