MFS Blended Alpha and Beta Analysis Overview

BRKCX -- USA Fund  

USD 13.41  0.15  1.13%

This module allows you to check different measures of market premium for MFS Blended Research Em Mkts Eq C as well as systematic risk associated with investing in MFS Blended over a specified time horizon. Check also MFS Blended Backtesting, Portfolio Optimization, MFS Blended Correlation, MFS Blended Hype Analysis, MFS Blended Volatility, MFS Blended History and analyze MFS Blended Performance.
Horizon     30 Days    Login   to change
Symbol
Run Premiums

MFS Blended Market Premiums

α0.03β0.14
30 days against DJI
Risk Adjusted Performance  

0.009

Jensen Alpha  

0.010332

Total Risk Alpha  

0.35

Sortino Ratio  

0.14

Treynor Ratio  

0.04519

MFS Blended expected buy-and-hold returns

MFS Blended Market Price Analysis

MFS Blended Return and Market Media

The median price of MFS Blended for the period between Thu, Aug 23, 2018 and Sat, Sep 22, 2018 is 13.3 with a coefficient of variation of 1.93. The daily time series for the period is distributed with a sample standard deviation of 0.26, arithmetic mean of 13.28, and mean deviation of 0.22. The Fund received some media coverage during the period.
 Price Growth (%)  
      Timeline 
1
New York State Common Retirement Fund Stake In Taylor Morris...08/29/2018
2
SOURCE CAPITAL, INC.09/06/2018

Current Sentiment - BRKCX

MFS Blended Research Investor Sentiment

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