MFS Diversified Alpha and Beta Analysis

DIFIX -- USA Fund  

USD 13.11  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

α0.047437   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 Tue, Jul 23, 2019 and Mon, Oct 21, 2019 is 12.95 with a coefficient of variation of 0.97. The daily time series for the period is distributed with a sample standard deviation of 0.13, arithmetic mean of 12.91, and mean deviation of 0.12. The Fund received substential amount of media coverage during this period.
 Price Growth (%)  
      Timeline 
1
How can Austin fix its homeless crisis faster Easier donatio...08/02/2019
2
Chesapeakes historic Thomas Point Lighthouse in need of repa...08/07/2019
3
Guns, Hate And Mental Health Where Do They Intersect And How...08/15/2019
4
Jackson County executive proposes code change to fix courtho...08/19/2019
5
Rainsville plans to use gas tax revenue to fix Boozer Bridge...08/22/2019
6
Liquidity Fears Stalk the 4 Trillion ETF Market. Heres One F...08/28/2019
7
Graeters Misspells Blueberry on Pint Packages, Donates Fix F...09/05/2019

Search macroaxis.com