(XXXX) Bank of Montreal - Ratings and Ratios
ETNs, Leveraged, Index-Tracking, Daily-Reset
Dividends
Currently no dividends paid| Risk via 5d forecast | |
|---|---|
| Volatility | 50.1% |
| Value at Risk 5%th | 82.4% |
| Relative Tail Risk | 0.07% |
| Reward TTM | |
|---|---|
| Sharpe Ratio | 0.43 |
| Alpha | -37.75 |
| CAGR/Max DD | 2.03 |
| Character TTM | |
|---|---|
| Hurst Exponent | 0.300 |
| Beta | 3.783 |
| Beta Downside | 3.859 |
| Drawdowns 3y | |
|---|---|
| Max DD | 62.27% |
| Mean DD | 11.96% |
| Median DD | 7.42% |
Description: XXXX Bank of Montreal December 29, 2025
The daily trading notes from BMO are positioned as risk-management tools for sophisticated investors who hold diversified portfolios. They aim to achieve their stated objectives on a day-to-day basis, explicitly acknowledging that performance is net of the Daily Investor Fee, Daily Financing Charge, and any applicable Redemption Fee.
These notes track a 4× leveraged long exposure to the underlying index, meaning that for every 1 % move in the index the note targets a 4 % move in the same direction before fees. As a leveraged equity ETF (Ticker XXXX, USA-origin), it falls under the “Trading-Leveraged Equity” category on NYSE Arca, and its daily reset mechanism amplifies both gains and losses.
Key metrics to watch include the fund’s expense ratio (typically around 0.85 %), its average daily volume (≈ 2 M shares), and the implied volatility of the reference index (often tracked via the VIX, which has hovered near 20 % in recent weeks). Performance is highly sensitive to macro drivers such as Federal Reserve policy shifts and quarterly earnings releases in the S&P 500 constituents. For a deeper dive into how these dynamics affect leveraged products, you might find ValueRay’s analytical tools worth exploring.
What is the price of XXXX shares?
Over the past week, the price has changed by -0.49%, over one month by +3.13%, over three months by +6.33% and over the past year by +19.68%.
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 | 64.3 | 12.9% |
XXXX Fundamental Data Overview December 25, 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 = 450.6m USD (450.6m + (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 450.6m)
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 450.6m / 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(450.6m)/V(450.6m) * 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