|α||(average alpha)||=||(0.44)||β||(beta)||=||0.68||30 days against GSPC|
|Risk Adjusted Performance (0.13)||Jensen Alpha (0.44)||Total Risk Alpha (0.63)||Sortino Ratio (0.27)||Treynor Ratio (0.56)|
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. More Info
Bank Return and Market Media
The median price of Bank for the period between Sat, Nov 9, 2013 and Mon, Dec 9, 2013 is 70.1 with a coefficient of variation of 2.3. The daily time series for the period is distributed with a sample standard deviation of 1.6, arithmetic mean of 69.54, and mean deviation of 1.02. The Stock received substential amount of media coverage during this period.