MFS Blended Alpha and Beta Analysis

BRLYX -- USA Fund  

USD 11.77  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

α0.02   β0.0453
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 11.68 with a coefficient of variation of 2.2. The daily time series for the period is distributed with a sample standard deviation of 0.25, arithmetic mean of 11.59, and mean deviation of 0.23. The Fund received substential amount of media coverage during this period.
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