MFS Diversified Alpha and Beta Analysis

DIFEX -- USA Fund  

USD 13.08  0.01  0.08%

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
Run Premiums

MFS Diversified Market Premiums

α0.046565   β0.20
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 Sat, Jul 20, 2019 and Fri, Oct 18, 2019 is 12.94 with a coefficient of variation of 0.95. The daily time series for the period is distributed with a sample standard deviation of 0.12, arithmetic mean of 12.91, and mean deviation of 0.11. The Fund received substential amount of media coverage during this period.
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