MFS Blended Manager Performance Evaluation

BRKAX -- USA Fund  

USD 12.46  0.27  2.12%

The fund secures Beta (Market Risk) of 0.9943 which conveys that MFS Blended returns are very sensitive to returns on the market. as market goes up or down, MFS Blended is expected to follow.. Although it is extremely important to respect MFS Blended Research price patterns, it is better to be realistic regarding the information on equity historical price patterns. The approach into estimating future performance of any fund is to evaluate the business as a whole together with its past performance including all available fundamental and technical indicators. By inspecting MFS Blended Research technical indicators you can now evaluate if the expected return of 0.0971% will be sustainable into the future.
Horizon     30 Days    Login   to change

MFS Blended Research Relative Risk vs. Return Landscape

If you would invest  1,249  in MFS Blended Research Em Mkts Eq A on October 18, 2018 and sell it today you would earn a total of  24.00  from holding MFS Blended Research Em Mkts Eq A or generate 1.92% return on investment over 30 days. MFS Blended Research Em Mkts Eq A is currently producing 0.0971% returns and takes up 1.4859% volatility of returns over 30 trading days. Put another way, 13% of traded equities are less volatile than the company and 99% of traded equity instruments are likely to generate higher returns over the next 30 trading days.
 Daily Expected Return (%) 
      Risk (%) 
Assuming 30 trading days horizon, MFS Blended Research Em Mkts Eq A is expected to generate 1.27 times more return on investment than the market. However, the company is 1.27 times more volatile than its market benchmark. It trades about 0.07 of its potential returns per unit of risk. The DOW is currently generating roughly 0.01 per unit of risk.

MFS Blended Current Valuation

Fairly Valued
November 17, 2018
12.46
Market Value
12.47
Real Value
Target Odds
  
17.15
Upside
MFS Blended is not very risky asset. MFS Blended Research secures last-minute Real Value of $12.47 per share. The latest price of the fund is $12.46. At this time the organization appears to be fairly valued. We determine the value of MFS Blended Research from inspecting fund fundamentals and technical indicators as well as its Probability Of Bankruptcy. In general, we recommend to purchase undervalued stocks and to get rid of overvalued stocks since at some point future time entities prices and their ongoing real values will merge together.

MFS Blended Market Risk Analysis

Sharpe Ratio = 0.0654
Best
Portfolio
Best
Equity
Good Returns
Average Returns
Small Returns
CashSmall
Risk
BRKAXHigh
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Huge
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Negative Returns

MFS Blended Relative Performance Indicators

Estimated Market Risk
 1.49
  actual daily
 
 87 %
of total potential
  
Expected Return
 0.1
  actual daily
 
 1 %
of total potential
  
Risk-Adjusted Return
 0.07
  actual daily
 
 4 %
of total potential
  
Based on monthly moving average MFS Blended is performing at about 4% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of MFS Blended by adding it to a well-diversified portfolio.

MFS Blended Performance Rating

MFS Blended Research Em Mkts Eq A Risk Adjusted Performance Analysis

4 

Risk-Adjusted Fund Performance

Compared to the overall equity markets, risk-adjusted returns on investments in MFS Blended Research Em Mkts Eq A are ranked lower than 4 (%) of all funds and portfolios of funds over the last 30 days.

MFS Blended Alerts

Equity Alerts and Improvement Suggestions

Latest headline from www.fairfieldcurrent.com: Fisher Asset Management LLC Has 16.80 Million Stake in NK Lukoil PAO
The fund holds 99.02% of its assets under management (AUM) in equities

MFS Blended Performance Indicators

MFS Blended Research Basic Price Performance Measures

Fifty Two Week Low11.97
Fifty Two Week High16.28
Annual Report Expense Ratio1.23%
Check also Trending Equities. Please also try Price Transformation module to use price transformation models to analyze depth of different equity instruments across global markets.
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