(XXXX) Bank of Montreal - Ratings and Ratios
Leveraged, Daily, Notes, Index
Dividends
Currently no dividends paid| Risk via 10d forecast | |
|---|---|
| Volatility | 54.1% |
| Value at Risk 5%th | 88.6% |
| Relative Tail Risk | -0.50% |
| Reward TTM | |
|---|---|
| Sharpe Ratio | 0.34 |
| Alpha | -39.44 |
| CAGR/Max DD | 2.08 |
| Character TTM | |
|---|---|
| Hurst Exponent | 0.393 |
| Beta | 3.785 |
| Beta Downside | 3.863 |
| Drawdowns 3y | |
|---|---|
| Max DD | 62.27% |
| Mean DD | 12.11% |
| Median DD | 7.52% |
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.
What is the price of XXXX shares?
Over the past week, the price has changed by +0.85%, over one month by -1.46%, over three months by +12.73% and over the past year by +4.09%.
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 | 61.6 | 10.1% |
XXXX Fundamental Data Overview December 05, 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 = 449.5m USD (449.5m + (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 449.5m)
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 449.5m / 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 = 19.96% (E(449.5m)/V(449.5m) * Re(19.96%) + (debt-free company))
Discount Rate = 19.96% (= 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