Mfs Research International Fund Probability of Future Mutual Fund Price Finishing Over 20.73
| MRSGX Fund | USD 20.73 0.18 0.88% |
Mfs |
Mfs Research Target Price Odds to finish over 20.73
The tendency of Mfs Mutual Fund price to converge on an average value over time is a known aspect in finance that investors have used since the beginning of the stock market for forecasting. However, many studies suggest that some traded equity instruments are consistently mispriced before traders' demand and supply correct the spread. One possible conclusion to this anomaly is that these stocks have additional risk, for which investors demand compensation in the form of extra returns.
| Current Price | Horizon | Target Price | Odds to move above the current price in 90 days |
| 20.73 | 90 days | 20.73 | about 45.85 |
Based on a normal probability distribution, the odds of Mfs Research to move above the current price in 90 days from now is about 45.85 (This Mfs Research International probability density function shows the probability of Mfs Mutual Fund to fall within a particular range of prices over 90 days) .
Assuming the 90 days horizon Mfs Research has a beta of 0.84. This indicates as returns on the market go up, Mfs Research average returns are expected to increase less than the benchmark. However, during the bear market, the loss on holding Mfs Research International will be expected to be much smaller as well. Additionally Mfs Research International has a negative alpha, implying that the risk taken by holding this instrument is not justified. The company is significantly underperforming the NYSE Composite. Mfs Research Price Density |
| Price |
Predictive Modules for Mfs Research
There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Mfs Research Interna. Regardless of method or technology, however, to accurately forecast the mutual fund market is more a matter of luck rather than a particular technique. Nevertheless, trying to predict the mutual fund market accurately is still an essential part of the overall investment decision process. Using different forecasting techniques and comparing the results might improve your chances of accuracy even though unexpected events may often change the market sentiment and impact your forecasting results.Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Mfs Research's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Mfs Research Risk Indicators
For the most part, the last 10-20 years have been a very volatile time for the stock market. Mfs Research is not an exception. The market had few large corrections towards the Mfs Research's value, including both sudden drops in prices as well as massive rallies. These swings have made and broken many portfolios. An investor can limit the violent swings in their portfolio by implementing a hedging strategy designed to limit downside losses. If you hold Mfs Research International, one way to have your portfolio be protected is to always look up for changing volatility and market elasticity of Mfs Research within the framework of very fundamental risk indicators.α | Alpha over NYSE Composite | -0.02 | |
β | Beta against NYSE Composite | 0.84 | |
σ | Overall volatility | 0.48 | |
Ir | Information ratio | -0.04 |
Mfs Research Alerts and Suggestions
In today's market, stock alerts give investors the competitive edge they need to time the market and increase returns. Checking the ongoing alerts of Mfs Research for significant developments is a great way to find new opportunities for your next move. Suggestions and notifications for Mfs Research Interna can help investors quickly react to important events or material changes in technical or fundamental conditions and significant headlines that can affect investment decisions.| The fund generated three year return of -1.0% | |
| Mfs Research Interna maintains 98.76% of its assets in stocks |
Mfs Research Technical Analysis
Mfs Research's future price can be derived by breaking down and analyzing its technical indicators over time. Mfs Mutual Fund technical analysis helps investors analyze different prices and returns patterns as well as diagnose historical swings to determine the real value of Mfs Research International. In general, you should focus on analyzing Mfs Mutual Fund price patterns and their correlations with different microeconomic environments and drivers.
Mfs Research Predictive Forecast Models
Mfs Research's time-series forecasting models is one of many Mfs Research's mutual fund analysis techniques aimed to predict future share value based on previously observed values. Time-series forecasting models are widely used for non-stationary data. Non-stationary data are called the data whose statistical properties, e.g., the mean and standard deviation, are not constant over time, but instead, these metrics vary over time. This non-stationary Mfs Research's historical data is usually called time series. Some empirical experimentation suggests that the statistical forecasting models outperform the models based exclusively on fundamental analysis to predict the direction of the mutual fund market movement and maximize returns from investment trading.
Things to note about Mfs Research Interna
Checking the ongoing alerts about Mfs Research for important developments is a great way to find new opportunities for your next move. Our stock alerts and notifications screener for Mfs Research Interna help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.
| The fund generated three year return of -1.0% | |
| Mfs Research Interna maintains 98.76% of its assets in stocks |
Check out Mfs Research Backtesting, Portfolio Optimization, Mfs Research Correlation, Mfs Research Hype Analysis, Mfs Research Volatility, Mfs Research History as well as Mfs Research Performance. Note that the Mfs Research Interna information on this page should be used as a complementary analysis to other Mfs Research's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try the USA ETFs module to find actively traded Exchange Traded Funds (ETF) in USA.