MFS Value Alpha and Beta Analysis

EBVLX -- USA Fund  

USD 43.86  0.37  0.84%

This module allows you to check different measures of market premium for MFS Value Fund Share Class 52 as well as systematic risk associated with investing in MFS Value over a specified time horizon. Continue to MFS Value Backtesting, Portfolio Optimization, MFS Value Correlation, MFS Value Hype Analysis, MFS Value Volatility, MFS Value History and analyze MFS Value Performance.
Horizon     30 Days    Login   to change
Run Premiums

MFS Value Market Premiums

α0.05   β0.37
30 days against DJI

MFS Value expected buy-and-hold returns

MFS Value Market Price Analysis

MFS Value Return and Market Media

The median price of MFS Value for the period between Sat, Oct 19, 2019 and Fri, Jan 17, 2020 is 42.78 with a coefficient of variation of 2.06. The daily time series for the period is distributed with a sample standard deviation of 0.88, arithmetic mean of 42.7, and mean deviation of 0.74. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)