Bank of Montreal (BMO)
Quantitative Summary
DeterministicBMO trades at 15.2x earnings, roughly in line with its sector average of 19.2x. Financial health is average: Piotroski 6/9, Altman Z 0.1.
Generated deterministically from quant metrics and financial statements. Not a recommendation.
DCF Sandbox
InteractiveSensitivity Matrix
| TG ↓ / WACC → | 6% | 6.9% | 8.9% |
|---|---|---|---|
| 2% | $668 | $518 | $317 |
| 3% | $910 | $667 | $382 |
| 4% | $1393 | $921 | $473 |
Center = base case. Green = >10% upside, Red = >10% downside vs —.
Pre-computed DCF: WACC=6.9%, terminal growth 3%. Fair value $667 (+0.0%). Not investment advice.
Valuation Context
Price Chart with Moving Averages
Quant Health Deep Dive
Profitability & Value Creation
✅ Conservative payout — room for dividend increases.
DuPont Analysis — ROE Decomposition
Breaking down Return on Equity to see how the company generates its ROE — efficiency, margins, or leverage.
Balance Sheet Health
Insider Activity (Last 90 Days)
Open-market buys vs sells by company insiders. Source: yfinance.
Earnings Surprise History
EPS estimates vs actuals for the most recent reported quarters. Source: yfinance.
Underwater (Drawdown from Peak)
How far below the all-time high the price has been over time. Deeper = more pain for holders.
Rolling 60-Day Beta vs S&P 500 (VOO)
How the stock's sensitivity to market moves changes over time. β > 1 = more volatile than the market.
Fundamentals
Passive Flow Attribution
ETF Draft EffectWhen investors buy or sell ETFs like VYMI or CWI, the fund manager is mechanically forced to buy or sell BMO shares regardless of Bank of Montreal's individual fundamentals. We estimate $3.1B of passive capital is structurally linked to BMO through 8 tracked ETFs. Index rebalances and ETF creation/redemption cycles can create noticeable volume spikes unrelated to company news.
Passive exposure = Σ (ETF AUM × stock weight in ETF) across 8 tracked ETFs. Actual passive ownership is larger (includes mutual funds). Not investment advice.
ETF Contagion Visualizer
Simulate a price drop in Bank of Montreal to visualize passive redemption contagion across ETFs and collateral stocks.
If Bank of Montreal (BMO) experiences a significant drawdown, ETF redemptions can create collateral selling pressure on co-held stocks. Our model identifies SAMSUNG ELECTR GDR REG S (SMSN) as the most exposed collateral stock, sharing 2 ETFs with BMO. This is the "Passive Contagion" effect described in the Inelastic Market Hypothesis.
Contagion model based on shared ETF exposure and constituent weights across 8 tracked ETFs. Estimated selling pressure is a simplified model — actual impact depends on market liquidity, ETF redemption mechanics, and market-maker activity.
BMO Ownership Dynamics
ETFs with Highest BMO Exposure
Float lock-up computed from 8 ETFs tracked by SecuritiesDB. Actual passive ownership is higher (includes mutual funds, pension funds, etc.).
Fails-to-Deliver (FTD) History
SEC-reported settlement failures. Elevated FTDs can indicate high short-selling pressure, operational settlement issues, or naked shorting activity.
| Date | Failed Shares | Close Price | Notional Value |
|---|---|---|---|
| 2026-05-14 | 20,318 | $150.23 | $3.1M |
| 2026-05-13 | 20,496 | $152.52 | $3.1M |
| 2026-05-12 | 41,860 | $153.08 | $6.4M |
| 2026-05-11 | 2,103 | $152.90 | $321,548.7 |
| 2026-05-08 | 1,504 | $152.48 | $229,329.92 |
| 2026-05-05 | 252 | $149.96 | $37,789.92 |
| 2026-05-04 | 255 | $152.49 | $38,884.95 |
| 2026-04-30 | 6,287 | $148.19 | $931,670.53 |
| 2026-04-29 | 311 | $151.46 | $47,104.06 |
| 2026-04-28 | 815 | $152.37 | $124,181.55 |
| 2026-04-24 | 155 | $151.63 | $23,502.65 |
| 2026-04-23 | 1,994 | $150.82 | $300,735.08 |
| 2026-04-21 | 1,264 | $153.39 | $193,884.96 |
| 2026-04-20 | 100 | $151.95 | $15,195 |
| 2026-04-10 | 40 | $142.77 | $5,710.8 |
| 2026-04-09 | 185 | $141.00 | $26,085 |
| 2026-04-07 | 50 | $137.36 | $6,868 |
| 2026-04-01 | 5,846 | $135.34 | $791,197.64 |
| 2026-03-30 | 662 | $131.76 | $87,225.12 |
| 2026-03-27 | 1,229 | $132.35 | $162,658.15 |
| 2026-03-26 | 800 | $137.18 | $109,744 |
| 2026-03-25 | 5,886 | $136.39 | $802,791.54 |
| 2026-03-17 | 492 | $139.78 | $68,771.76 |
| 2026-03-13 | 2,053 | $138.91 | $285,182.23 |
| 2026-03-10 | 8,848 | $141.98 | $1.3M |
| 2026-03-06 | 21,595 | $144.00 | $3.1M |
| 2026-03-04 | 800 | $143.80 | $115,040 |
| 2026-03-02 | 5,997 | $143.93 | $863,148.21 |
| 2026-02-27 | 10,464 | $148.85 | $1.6M |
| 2026-02-26 | 100 | $148.13 | $14,813 |
Source: SEC Regulation SHO FTD data. Data is reported with a ~30 day delay. High FTD quantities relative to average daily volume may indicate settlement stress.
Compare BMO to Peers
Quant metrics computed deterministically from financial statements and price data. Updated: N/A.
SecuritiesDB provides programmatic data aggregation for informational purposes only. None of the metrics, summaries, or algorithmic flags constitute a recommendation to buy or sell any security.