Alpha and Beta Analysis
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 | (alpha) | = | (0.14) |  | (beta) | = | 0.30 | 30 days against S&P 500 |
| Risk Adjusted Performance (0.03) | Jensen Alpha (0.15) | Total Risk Alpha (0.46) | Sortino Ratio (0.40) | Treynor Ratio (0.19) |
Bank Probability Of Bankruptcy
Bank of Montreal has less than 17.649 (%) percent chance of experiencing financial distress in the next 2 years of operations. | Bank Market Performance
Over the last 30 days Bank of Montreal has generated negative risk-adjusted returns adding no value to investors with long positions. |
Bank Return and Market MediaThe median price of Bank for the period between Sun, Apr 21, 2013 and Tue, May 21, 2013 is 61.85 with a coefficient of variation of 1.3. The daily time series for the period is distributed with a sample standard deviation of 0.8, arithmetic mean of 61.68, and mean deviation of 0.65. The Stock received substential amount of media coverage during this period.
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