BMO S&P 500 Index ETF (ZSP.TO)

94.30 +0.05 (+0.05%) CAD  |  TSX  |  Dec 13, 16:00
More

ZSP.TO Beta (Since Inception)

Beta (Since Inception) Chart

View Beta (Since Inception) for ZSP.TO.
Upgrade now.
Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
View Cumulative Total Returns Versus Peers
Start Trial

Historical Data

View Historical Data
Start Trial

Beta Definition

View Beta Definition
Start Trial

Beta is a risk metric that measures the risk associated with a security in comparison to the risk associated with the market overall. A beta of 1 would signify that the beta is neutral with the market. A common use of beta is within the Capital Asset Pricing Model (CAPM), to find a security's expected return.

Read full definition.

Beta (Since Inception) Range, Past 5 Years

View Beta (Since Inception) Range, Past 5 Years
Start Trial
--
Minimum
--
Maximum
--
Average
--
Median

Beta (Since Inception) Benchmarks

View Beta (Since Inception) Benchmarks
Start Trial
Global X S&P 500 Index Corporate Class ETF Upgrade
iShares Core S&P 500 Index ETF Upgrade
Evolve S&P 500® Enhanced Yield Fund Hedged ETF Upgrade
Global X S&P 500 ETF Upgrade
BMO S&P 500 Hedged to CAD Index ETF Upgrade

Beta (Since Inception) Related Metrics

Alpha (Since Inception) Upgrade
Alpha (vs YCharts Benchmark) (Since Inception) Upgrade
Beta (vs YCharts Benchmark) (Since Inception) Upgrade
Annualized Standard Deviation of Monthly Returns (Since Inception) Upgrade
Historical Sharpe Ratio (Since Inception) Upgrade
Historical Sortino (Since Inception) Upgrade
Max Drawdown (Since Inception) Upgrade
Monthly Value at Risk (VaR) 5% (Since Inception) Upgrade