MFS Blended Alpha and Beta Analysis

BRLUX -- USA Fund  

USD 11.87  0.11  0.94%

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

α0.003941   β0.18
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 Thu, Jul 25, 2019 and Wed, Oct 23, 2019 is 11.6 with a coefficient of variation of 2.07. The daily time series for the period is distributed with a sample standard deviation of 0.24, arithmetic mean of 11.56, and mean deviation of 0.21. The Fund received a lot of media exposure during the period.
 Price Growth (%)  
      Timeline 
1
Payment of 212 shares by Brian Mandell of Phillips subject t...08/07/2019
2
Sale by Doerr L John of 300 shares of Alphabet08/08/2019
3
Payment of 7167 shares by Don Liu of Target subject to Rule ...08/23/2019
4
Stocks Up, As Dow Jones, Small Caps Lead - Investors Busines...08/28/2019
5
Boeing exotic insider transaction detected09/24/2019
6
Acquisition by Kenneth Duberstein of 446 shares of Boeing su...09/27/2019
7
5 Defense Stocks to Buy to Toughen Up Your Portfolio - Kipli...09/30/2019
8
Acquisition by Nikki Haley of 132 shares of Boeing subject t...10/03/2019
9
Exercise or conversion by Bell James A 1 of 4372 shares of B...10/09/2019
10
Exercise or conversion by Bain Douglas G of 7546 shares of B...10/13/2019
11
Acquisition by Mcdonnell John F of 465 shares of Boeing subj...10/16/2019
12
Payment of 1267 shares by Jamieson James M of Boeing subject...10/22/2019

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