|Horizon||30 Days Login to change|
MFS Blended Market Sensitivity
|As market goes up, the company is expected to significantly outperform it. However, if the market returns are negative, MFS Blended will likely underperform.One Month Beta |Analyze MFS Blended Research Demand TrendCheck current 30 days MFS Blended correlation with market (DOW)|
β = 1.4037
MFS Blended Research Technical Analysis
MFS Blended Projected Return Density Against MarketAssuming 30 trading days horizon, the fund has beta coefficient of 1.4037 . This suggests as the benchmark fluctuates upward, the company is expected to outperform it on average. However, if the benchmark returns are expected to be negative, MFS Blended will likely underperform. Additionally, MFS Blended Research Em Mkts Eq A has a negative alpha implying that the risk taken by holding this equity is not justified. The company is significantly underperforming DOW
Predicted Return Density
MFS Blended Return VolatilityMFS Blended Research Em Mkts Eq A shows 0.9539% volatility of returns over 30 trading days. DOW inherits 0.4208% risk (volatility on return distribution) over the 30 days horizon.