MFS Diversified Alpha and Beta Analysis

DIFFX -- USA Fund  

USD 13.04  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

α0.029294   β0.0079
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 Mon, Jul 15, 2019 and Sun, Oct 13, 2019 is 12.8601 with a coefficient of variation of 28.87. The daily time series for the period is distributed with a sample standard deviation of 3.44, arithmetic mean of 11.93, and mean deviation of 1.81. The Fund received a lot of media exposure during the period.
 Price Growth (%)  
      Timeline 
1
Jul 19, 2019 - Epstein White Financial LLC Buys iShares Core...07/19/2019
2
Jul 24, 2019 - Claro Advisors LLC Buys SPDR SP 500, First Tr...07/24/2019
3
Analysts Providing Their Take on Mid-America Apartment Commu...07/25/2019
4
Cwm LLC Buys 812 Shares of Welltower Inc - Tech Know Bits09/10/2019
5
Welltower exotic insider transaction detected09/13/2019
6
Acquisition by Matthew McQueen of 195 shares of Welltower su...09/16/2019
7
Acquisition by Miller Jeffrey H of 14013 shares of Welltower...09/19/2019
8
Welltower Inc. stock price is valued at 89.17 - NEWS SCANNER09/25/2019
9
Hot Stocks Highlights Welltower Inc., - Money Making News09/30/2019
10
Exercise or conversion by Jeffrey Donahue of 1532 shares of ...10/03/2019

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