BMO CA High Dividend Covered Call ETF chart

Last update: 2022-12-30
Key statistics and financials
Revenue per share N/A
Dividend & YieldN/AC$ (N/A)
Beta N/A
Market capitalization N/A
Operating cash flow N/A
ESG Scores unknown

Company description

Sector: N/A - Industry: N/A


Insider Transactions

Here are the insider transactions of stock shares related to BMO CA High Dividend Covered Call ETF:

Filer Name Transaction Text Ownership Date Filer Relation Shares
NO DATA

Insider transaction explanations

Insider buying is the legal purchase of shares by a senior executive or director of a company. "Filer Name" corresponds to the name of the stock buyer or seller. "Transaction Text" describes the transaction. "Ownership" gives information about the transaction type. "Date" is the reported transaction date. "Filer Relation" gives the role of the insider in the company. "Shares" is the value of the transaction. You will find the complete description of the General Transaction Codes on the SEC dedicated page


Investment strategy backtesting

These are the result of three automatic investment systems applied to BMO CA High Dividend Covered Call ETF. You will find the performance of an systematic investment system, a momentum strategy, and a buy the dip trading strategy.


Systematic investment results on BMO CA High Dividend Covered Call ETF

Here is the result of two systematic investment strategies applied to BMO CA High Dividend Covered Call ETF. The first strategy automatically buys the first day of the month, and the second strategy buys the fifteenth day of the month.

Systematic investment equity curve on BMO CA High Dividend Covered Call ETF

The following chart shows the equity curve of the two systematic investment strategies applied to BMO CA High Dividend Covered Call ETF:

BMO CA High Dividend Covered Call ETF automated entries

The systematic investment strategy that buys the first day of the month would give a performance of 1.58% on the backtest period.

Performance at glance

Performance

1.58 %

Latent gain

11.96 C$

Invested capital

757.61 C$

Annualized return

1.2 %
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Momentum strategy results on BMO CA High Dividend Covered Call ETF

This is the result of two momentum investment strategies applied to BMO CA High Dividend Covered Call ETF. The first strategy uses a momentum signal calculated on one quarter, and the second uses a momentum signal calculated on two quarters.

Momentum entry openings on BMO CA High Dividend Covered Call ETF

The following chart shows all the entries opened by the momentum investment system on BMO CA High Dividend Covered Call ETF:

BMO CA High Dividend Covered Call ETF momentum entries
  • The first momentum investment strategy would give 1.81% of return on BMO CA High Dividend Covered Call ETF. That represents 31.76C$ of latent gain with 1751.38C$ of employed capital.
  • The second momentum investment strategy would give 2.37% of return on BMO CA High Dividend Covered Call ETF. That represents 24.36C$ of latent gain with 1026.76C$ of employed capital.
Performance at glance (1Q Momentum)

Performance

1.81 %

Latent gain

31.76 C$

Invested capital

1751.38 C$

Annualized return

-0.0 %
Performance at glance (2Q Momentum)

Performance

2.37 %

Latent gain

24.36 C$

Invested capital

1026.76 C$

Annualized return

2.82 %

Momentum equity curve on BMO CA High Dividend Covered Call ETF

The following chart shows the equity curve of the two momentum strategies applied to BMO CA High Dividend Covered Call ETF:

BMO CA High Dividend Covered Call ETF momentum equity

Note: the dividends potentially given by BMO CA High Dividend Covered Call ETF are not integrated into the calculation of the equity curve neither the performance of the strategy. The integration of the dividends will be available soon.


Employed capital on BMO CA High Dividend Covered Call ETF

The following chart shows the employed capital evolution of the two momentum strategies on BMO CA High Dividend Covered Call ETF since the beginning:

BMO CA High Dividend Covered Call ETF

Note: the algorithm buys for a maximum of 250$ per entry. If the stock price is greater than 250C$, the system buys only one stock per entry. The investment system stops automatically when the financial exposure reaches 10000C$.


Buy the dip strategy result on BMO CA High Dividend Covered Call ETF

Buy the dip entry openings on BMO CA High Dividend Covered Call ETF

BMO CA High Dividend Covered Call ETF

The performance achieved by the robo-advisor on BMO CA High Dividend Covered Call ETF is 0%. That represents 0.0$ of latent gain with 0.0C$ of employed capital. The following chart shows BMO CA High Dividend Covered Call ETF stock price with all the entries opened by the automated investment system.

Note: The blue line represents the weekly stock price of BMO CA High Dividend Covered Call ETF, and the green triangles represent the entry openings. The artificall robo-advisor needs at least 100 weeks of trading history to work.

Performance at glance

Performance

0 %

Latent gain

0.0 C$

Invested capital

0.0 C$

Annualized return

-0.0 %

Equity curve of the strategy applied to BMO CA High Dividend Covered Call ETF

The following chart shows the result of the investment strategy applied to BMO CA High Dividend Covered Call ETF:

BMO CA High Dividend Covered Call ETF

Note: the dividends potentially given by BMO CA High Dividend Covered Call ETF are not integrated into the calculation of the equity curve neither the performance of the strategy. The integration of the dividends will be available soon.


Employed capital on BMO CA High Dividend Covered Call ETF

The following chart shows the employed capital evolution since the beginning of the investment strategy on BMO CA High Dividend Covered Call ETF:

BMO CA High Dividend Covered Call ETF

Note: the algorithm buys for a maximum of 250$ per entry. If the stock price is greater than 250$, the system buys only one stock per entry. The investment system stops automatically when the financial exposure reaches 10000$.


Investment strategies comparison on BMO CA High Dividend Covered Call ETF

In this section, I will compare the three previous investment strategies applied to BMO CA High Dividend Covered Call ETF.

Equity curve comparison on BMO CA High Dividend Covered Call ETF

The following chart shows the equity curve of the artificall advisor, the trend folowing and the automatic investment strategies:

BMO CA High Dividend Covered Call ETF investment strategy comparison

Employed capital comparison on BMO CA High Dividend Covered Call ETF

BMO CA High Dividend Covered Call ETF investment comparison

Performance comparison on BMO CA High Dividend Covered Call ETF

Strategy Latent Profit Growth Employed capital CAGR
Automatic investment 1.58% 11.96C$ 757.61C$ 1.2%
Momentum 1 quarter 1.81% 31.76C$ 1751.38C$ 1.68%
Momentum 2 quarters 2.37% 24.36C$ 1026.76C$ 2.82%
Non-directional 0% 0.0C$ 0.0C$ -0.0%
Annualized return comparison

Automatic investment

1.2 %

Momentum 1Q

2.82 %

Momentum 2Q

2.82 %

Non-directional

-0.0 %

Correlated stocks

Here are the most positively and negatively correlated stocks with BMO CA High Dividend Covered Call ETF:

Positive correlations

Most correlated stocks this year


Most correlated stocks last 3 months

Negative correlation

Most negatively correlated stocks this year


Most negatively correlated stocks last 3 months

Note: The algorithm computes the probability of correlation between BMO CA High Dividend Covered Call ETF and the other stocks. There may be false positives or some missing correlated stocks. If the price of BMO CA High Dividend Covered Call ETF does not vary for 36 weeks, the correlation calculation result will be wrong.


Company information

Company name BMO CA High Dividend Covered Call ETF
Country
City
Address
Phone
Website
FullTime employees
Industry
Sector
Exchange XTSE
Ticker ZWC.XTSE
Market

BMO CA High Dividend Covered Call ETF ESG Scores

Environment scores

Environment ESG Factors Scores
Environment Score 0
Peer Environment Performance unknown
Environment Percentile unknown
Palm Oil unknown
Nuclear unknown
Fur Leather unknown
GMO unknown
Coal unknown
Pesticides unknown
Animal Testing unknown

Social scores

Social ESG Factors Scores
Social Score 0
Peer Social Performance unknown
Social Percentile unknown
Highest Controversy unknown
Peer Highest Controversy Performance unknown
Adult unknown
Gambling unknown
Alcoholic unknown
Tobacco unknown
Catholic unknown
Controversial Weapons unknown
Small Arms unknown
Military Contract unknown
Peer Count unknown

Related Controversy:


Governance scores

Governance ESG Factors Scores
Governance Score 0
Peer Governance Performance unknown
Governance Percentile unknown

ESG at glance
Total ESG Scores: unknown
Environment Score: 0
Social Score: 0
Governance Score: 0

ESG Performance: unknown

Peer Group: unknown

Peer Esg Score Performance: unknown

Rating Year: unknown

Rating Month: unknown

Max Age: unknown

Percentile: unknown