MFS Value Manager Performance Evaluation

EBVLX -- USA Fund  

USD 42.75  0.65  1.54%

The fund secures Beta (Market Risk) of 0.4213 which conveys that as returns on market increase, MFS Value returns are expected to increase less than the market. However during bear market, the loss on holding MFS Value will be expected to be smaller as well. Although it is extremely important to respect MFS Value Fund 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 Value Fund technical indicators you can now evaluate if the expected return of 0.0602% will be sustainable into the future.
44

Risk-Adjusted Fund Performance

Compared to the overall equity markets, risk-adjusted returns on investments in MFS Value Fund Share Class 52 are ranked lower than 4 (%) of all funds and portfolios of funds over the last 30 days. Inspite fairly strong basic indicators, MFS Value is not utilizing all of its potentials. The current stock price disturbance, may contribute to short term losses for the investors.
Fifty Two Week Low32.84
Fifty Two Week High43.23
Annual Report Expense Ratio1.63%
Horizon     30 Days    Login   to change

MFS Value Fund Relative Risk vs. Return Landscape

If you would invest  4,121  in MFS Value Fund Share Class 52 on November 5, 2019 and sell it today you would earn a total of  154.00  from holding MFS Value Fund Share Class 52 or generate 3.74% return on investment over 30 days. MFS Value Fund Share Class 52 is currently producing 0.0602% returns and takes up 0.8731% volatility of returns over 30 trading days. Put another way, 7% 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 Value is expected to generate 1.45 times more return on investment than the market. However, the company is 1.45 times more volatile than its market benchmark. It trades about 0.07 of its potential returns per unit of risk. The DOW is currently generating roughly 0.09 per unit of risk.

MFS Value Current Valuation

Fairly Valued
Today
42.75
December 5, 2019
42.37
Real Value
44.98
Upside
MFS Value is very steady asset. MFS Value Fund secures last-minute Real Value of $42.37 per share. The latest price of the fund is $42.75. At this time the organization appears to be fairly valued. We determine the value of MFS Value Fund 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 Value Market Risk Analysis

Sharpe Ratio = 0.0689
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MFS Value Relative Performance Indicators

Estimated Market Risk
 0.87
  actual daily
 
 7 %
of total potential
 
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Expected Return
 0.06
  actual daily
 
 1 %
of total potential
 
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Risk-Adjusted Return
 0.07
  actual daily
 
 4 %
of total potential
 
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Based on monthly moving average MFS Value is performing at about 4% 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 Value by adding it to a well-diversified portfolio.

MFS Value Alerts

Equity Alerts and Improvement Suggestions

Latest headline from MacroaxisInsider: JP Morgan exotic insider transaction detected
The fund generated five year return of -2.0%
MFS Value Fund retains 99.13% of its assets under management (AUM) in equities
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