MFS Value Price Prediction and Hype Density Breakdown

EBVLX -- USA Fund  

USD 42.75  0.65  1.54%

We analyze noise-free headlines and recent hype associated with MFS Value Fund Share Class 52 which may create opportunities for some arbitrage if properly timed. With MFS Value hype-based prediction module you can estimate the value of MFS Value Fund Share Class 52 from the prospective of MFS Value response to recently generated media hype and the effects of current headlines on its competitors. The module also provides analysis of price elasticity to changes in media outlook on MFS Value over a specific investment horizon. Additionally see MFS Value Basic Forecasting Models to cross-verify your projections.
Horizon     30 Days    Login   to change

MFS Value After-Hype Price Density Analysis

 Next price density 
      Expected price to next headline 

MFS Value Estimiated After-Hype Price Volatility

Current Value
42.75
December 5, 2019
42.76
After-hype Price
45.37
Upside
MFS Value is very steady asset. Analysis and calculation of next after-hype price of MFS Value Fund is based on 3 months time horizon.

MFS Value Next Price Analysis

Daily Expected returnPeriod VolatilityHype elasticityRelated hype elasticityAverage news densityRelated news densityNext Expected Hype
 0.06  0.87  0.01   0.00  7 Events / Month7 Events / MonthIn about 7 days
Latest traded priceExpected after-news pricePotential return on next major newsAverage after-hype volatility
42.7542.760.02 
870.00  

MFS Value Hype Timeline

MFS Value Fund is currently traded for42.75. The entity has historical hype elasticity of 0.01 and average elasticity to hype of competition of 0.0. MFS Value Fund Share Class 52 is anticipated to increase in value after the next headline with price going to jump to 42.76. The average volatility of media hype impact on the company stock price is about 870.0%. The closing price rise on the next news is anticipated to be 0.02% where as daily expected return is currently at 0.06%. The volatility of related hype on MFS Value is about 4350.0% with expected price after next announcement by competition of 42.75. Assuming 30 trading days horizon, the next anticipated press release will be in about 7 days.
Additionally see MFS Value Basic Forecasting Models to cross-verify your projections.

MFS Value Related Hype Analysis

Hype
Elasticity
News
Density
Semi
Deviation
Information
Ratio
Potential
Upside
Value
At Risk
Maximum
Drawdown
American Mutual Fund Class R 6(0.1) 10 per month 0.82 (0.0349)  0.94 (1.07)  6.24 
American Mutual Fund Class 529(0.10) 10 per month 0.70 (0.045)  0.76 (0.78)  4.05 
American Mutual Fund Class R 4(0.12) 10 per month 0.59 (0.06)  0.73 (0.67)  3.54 
Vanguard Value Index Fd Admiral 0.47 1 per month 0.80  0.0221  1.09 (1.13)  4.62 
American Mutual Fund Class R 3(0.12) 10 per month 0.56 (0.05)  0.81 (0.67)  3.09 
MFS Series Trust I MFS Value Fu 0.11 7 per month 0.88 (0.0086)  1.20 (1.39)  6.01 
American Mutual Fund Class R(0.12) 10 per month 0.48 (0.0322)  0.86 (0.80)  2.67 
American Mutual Fund Class R 1(0.12) 10 per month 0.56 (0.05)  0.82 (0.81)  3.29 
American Mutual Fund Class R2(0.10) 10 per month 0.65 (0.0463)  0.97 (1.16)  3.92 
Vanguard Index Trust Vanguard V 0.00 0 per month 0.80  0.0219  1.09 (1.17)  4.73 
Additionally see MFS Value Basic Forecasting Models to cross-verify your projections. Please also try Fund Screener module to find activelly-traded funds from around the world traded on over 30 global exchanges.
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