MFS Diversified Manager Performance Evaluation

DIFHX -- USA Fund  

USD 13.12  0.03  0.23%

The fund secures Beta (Market Risk) of 0.1405 which conveys that as returns on market increase, MFS Diversified returns are expected to increase less than the market. However during bear market, the loss on holding MFS Diversified will be expected to be smaller as well. Although it is extremely important to respect MFS Diversified Income 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 Diversified Income technical indicators you can now evaluate if the expected return of 0.036% will be sustainable into the future.
88

Risk-Adjusted Fund Performance

Compared to the overall equity markets, risk-adjusted returns on investments in MFS Diversified Income Fd Cl R5 are ranked lower than 8 (%) of all funds and portfolios of funds over the last 30 days. Inspite fairly strong basic indicators, MFS Diversified is not utilizing all of its potentials. The current stock price disturbance, may contribute to short term losses for the investors.
Fifty Two Week Low11.46
Fifty Two Week High13.19
Annual Report Expense Ratio0.65%
Horizon     30 Days    Login   to change

MFS Diversified Income Relative Risk vs. Return Landscape

If you would invest  1,285  in MFS Diversified Income Fd Cl R5 on October 18, 2019 and sell it today you would earn a total of  30.00  from holding MFS Diversified Income Fd Cl R5 or generate 2.33% return on investment over 30 days. MFS Diversified Income Fd Cl R5 is currently producing 0.036% returns and takes up 0.3004% volatility of returns over 30 trading days. Put another way, 2% 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 Diversified is expected to generate 2.98 times less return on investment than the market. But when comparing it to its historical volatility, the company is 2.38 times less risky than the market. It trades about 0.12 of its potential returns per unit of risk. The DOW is currently generating roughly 0.15 of returns per unit of risk over similar time horizon.

MFS Diversified Current Valuation

Fairly Valued
November 17, 2019
13.12
Market Value
13.09
Real Value
13.99
Upside
MFS Diversified is very steady asset. MFS Diversified Income secures last-minute Real Value of $13.09 per share. The latest price of the fund is $13.12. At this time the organization appears to be fairly valued. We determine the value of MFS Diversified Income 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 Diversified Market Risk Analysis

Sharpe Ratio = 0.1197
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MFS Diversified Relative Performance Indicators

Estimated Market Risk
 0.3
  actual daily
 
 2 %
of total potential
 
22
Expected Return
 0.04
  actual daily
 
 0 %
of total potential
 
00
Risk-Adjusted Return
 0.12
  actual daily
 
 8 %
of total potential
 
88
Based on monthly moving average MFS Diversified is performing at about 8% 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 Diversified by adding it to a well-diversified portfolio.

MFS Diversified Alerts

Equity Alerts and Improvement Suggestions

Latest headline from MacroaxisInsider: Acquisition or disposition of Equity Lifestyle securities by Sheli Rosenberg
The fund retains about 6.91% of its assets under management (AUM) in cash
Additionally see Investing Opportunities. Please also try Piotroski F Score module to get piotroski f score based on binary analysis strategy of nine different fundamentals.
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