|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.One Month Beta |Analyze MFS Blended Research Demand TrendCheck current 30 days MFS Blended correlation with market (DOW)|
β = 0.0489
MFS Blended Research Technical Analysis
MFS Blended Projected Return Density Against MarketAssuming 30 trading days horizon, MFS Blended has beta of 0.0489 . 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, MFS Blended Research Em Mkts Eq C 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 C shows 0.9839% volatility of returns over 30 trading days. DOW inherits 0.4487% risk (volatility on return distribution) over the 30 days horizon.