MFS Diversified Alpha and Beta Analysis

DIFCX -- USA Fund  

USD 13.05  0.02  0.15%

This module allows you to check different measures of market premium for MFS Diversified Income Fund Cla as well as systematic risk associated with investing in MFS Diversified over a specified time horizon. Additionally see MFS Diversified Backtesting, Portfolio Optimization, MFS Diversified Correlation, MFS Diversified Hype Analysis, MFS Diversified Volatility, MFS Diversified History and analyze MFS Diversified Performance.
Horizon     30 Days    Login   to change
Symbol
Run Premiums

MFS Diversified Market Premiums

α0.041095   β0.0021
30 days against DJI

MFS Diversified expected buy-and-hold returns

MFS Diversified Market Price Analysis

MFS Diversified Return and Market Media

The median price of MFS Diversified for the period between Fri, Jul 19, 2019 and Thu, Oct 17, 2019 is 12.89 with a coefficient of variation of 0.89. The daily time series for the period is distributed with a sample standard deviation of 0.11, arithmetic mean of 12.9, and mean deviation of 0.1. The Fund received substential amount of media coverage during this period.
 Price Growth (%)  
      Timeline 
1
Jul 24, 2019 - Claro Advisors LLC Buys SPDR SP 500, First Tr...07/24/2019
2
MAA Reports Second Quarter Results - Yahoo Finance07/31/2019
3
Sale by Hamner R Steven of 1800 shares of Medical Properties08/05/2019
4
American Assets Capital Advisers LLC Purchases 14,000 Shares...08/06/2019
5
Acquisition or disposition of Equity Lifestyle securities by...09/10/2019
6
Equity Lifestyle Properties, Inc. Shares Sold by APG Asset M...09/18/2019
7
Equity Lifestyle exotic insider transaction detected09/25/2019
8
Disposition of 11333 shares by Berman Michael B of Equity Li...10/01/2019
9
Equity LifeStyle Properties, Inc. Still Not Convinced About ...10/08/2019

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