MFS Blended Alpha and Beta Analysis

BRLJX -- USA Fund  

USD 11.79  0.04  0.34%

This module allows you to check different measures of market premium for MFS Blended Research Global Equ 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

α0.0024   β0.14
30 days against DJI

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 Sat, Jul 20, 2019 and Fri, Oct 18, 2019 is 11.6 with a coefficient of variation of 2.09. The daily time series for the period is distributed with a sample standard deviation of 0.24, arithmetic mean of 11.57, and mean deviation of 0.21. The Fund received a lot of media exposure during the period.
 Price Growth (%)  
      Timeline 
1
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3
Acquisition by Palmer Duncan of 69470 shares of Owens Cornin...08/14/2019
4
Acquisition by Pond Randall E of 425000 shares of Cisco Syst...08/19/2019
5
Notable Investors Watch List Cisco Systems Inc , - NyseNewsA...09/17/2019
6
Acquisition by Irving Tan of 40049 shares of Cisco Systems s...09/20/2019
7
Exercise or conversion by Powell Dennis D of 170000 shares o...09/25/2019
8
Sale by John Chambers of 18200 shares of Cisco Systems10/01/2019
9
Sale by Justice Richard J of 975 shares of Cisco Systems10/09/2019
10
Sale by John Hennessy of 5500 shares of Cisco Systems10/15/2019

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