MFS Blended Alpha and Beta Analysis

BRLSX -- USA Fund  

USD 11.71  0.02  0.17%

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
Run Premiums

MFS Blended Market Premiums

α0.003902   β0.77
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 Tue, Jul 23, 2019 and Mon, Oct 21, 2019 is 11.56 with a coefficient of variation of 2.08. The daily time series for the period is distributed with a sample standard deviation of 0.24, arithmetic mean of 11.52, and mean deviation of 0.21. The Fund received a lot of media exposure during the period.
 Price Growth (%)  
Cable Stocks Are Near All-Time Highs Even as TV Subscription...07/26/2019
Alphabet exotic insider transaction detected08/05/2019
Sale by Deromedi Roger K of 29863 shares of Altria08/06/2019
Booking Holdings exotic insider transaction detected08/12/2019
Sale by Don Liu of 4140 shares of Target08/21/2019
Acquisition by Timothy Baer of 17752 shares of Target subjec...09/18/2019
For Target Corporation , It May Be A Good Moment - E Globali...09/24/2019
The Zacks Analyst Blog Highlights Amazon, Target, Gap, Micha...10/01/2019
Sale by Don Liu of 2000 shares of Target10/10/2019
Target exotic insider transaction detected10/14/2019
Netflix Q3 Earnings Beat, User Addition Target Missed - Nasd...10/17/2019