MFS Blended Risk Analysis And Volatility

BRKCX -- USA Fund  

USD 12.57  0.00  0.00%

Our approach into estimating volatility of a fund is to use all available market data together with fund specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for MFS Blended which you can use to evaluate future volatility of the organization. Please verify MFS Blended Research Em Mkts Eq C Market Risk Adjusted Performance of (1.34), Mean Deviation of 0.6522 and Risk Adjusted Performance of (0.38) to check out if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

MFS Blended Market Sensitivity

As returns on market increase, MFS Blended returns are expected to increase less than the market. However during bear market, the loss on holding MFS Blended will be expected to be smaller as well.
2 Months Beta |Analyze MFS Blended Research Demand Trend
Check current 30 days MFS Blended correlation with market (DOW)
β = 0.1717

MFS Blended Central Daily Price Deviation

MFS Blended Research Technical Analysis

Transformation
We are not able to run technical analysis function on this symbol. We either do not have that equity or its historical data is not available at this time. Please try again later.

MFS Blended Projected Return Density Against Market

Assuming 30 trading days horizon, MFS Blended has beta of 0.1717 . This suggests as returns on market go up, MFS Blended average returns are expected to increase less than the benchmark. However during bear market, the loss on holding MFS Blended Research Em Mkts Eq C will be expected to be much smaller as well. Additionally, The company has a negative alpha implying that the risk taken by holding this equity is not justified. MFS Blended Research is significantly underperforming DOW.
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.24
β
Beta against DOW=0.17
σ
Overall volatility
=0.00
Ir
Information ratio =0.28

MFS Blended Return Volatility

the fund shows 0.0% volatility of returns over 30 trading days. the entity inherits 1.9038% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

MFS Blended Volatility Factors

60 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

60 Days Economic Sensitivity

Insignificant

Investment Outlook

MFS Blended Investment Opportunity

DOW has a standard deviation of returns of 1.9 and is 9.223372036854776E16 times more volatile than MFS Blended Research Em Mkts Eq C. 0% of all equities and portfolios are less risky than MFS Blended. Compared to the overall equity markets, volatility of historical daily returns of MFS Blended Research Em Mkts Eq C is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use MFS Blended Research Em Mkts Eq C to protect your portfolios against small markets fluctuations. The fund experiences normal downward trend, but the immediate impact on correlations cannot be determined at the moment . Check odds of MFS Blended to be traded at $12.44 in 30 days. . As returns on market increase, MFS Blended returns are expected to increase less than the market. However during bear market, the loss on holding MFS Blended will be expected to be smaller as well.

MFS Blended correlation with market

correlation synergy
Modest diversification
Overlapping area represents the amount of risk that can be diversified away by holding MFS Blended Research Em Mkts E and equity matching DJI index in the same portfolio.

MFS Blended Volatility Indicators

MFS Blended Research Em Mkts Eq C Current Risk Indicators

Check also Trending Equities. Please also try Analyst Recommendations module to analyst recommendations and target price estimates broken down by several categories.
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