MFS Blended Probability of Target Price Finishing Over Current Price

BRKAX -- USA Fund  

USD 13.73  0.16  1.18%

MFS Blended probability of target price tool provides mechanism to make assumptions about upside and downside potential of MFS Blended Research Em Mkts Eq A performance during a given time horizon utilizing its historical volatility. Please specify MFS Blended time horizon, a valid symbol (red box) and a target price (blue box) you would like MFS Blended odds to be computed. Check also MFS Blended Backtesting, Portfolio Optimization, MFS Blended Correlation, MFS Blended Hype Analysis, MFS Blended Volatility, MFS Blended History as well as MFS Blended Performance.
Horizon     30 Days    Login   to change
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MFS Blended Target Price Odds to finish over

Current PriceHorizonTarget PriceOdds to move above current price in 30 days
 13.73 30 days 13.73  ABOUT 12.98%
Based on normal probability distribution, the odds of MFS Blended to move above current price in 30 days from now is about 12.98% (This MFS Blended Research Em Mkts Eq A probability density function shows the probability of MFS Blended Fund to fall within a particular range of prices over 30 days) .
Assuming 30 trading days horizon, MFS Blended Research Em Mkts Eq A has beta of -4.0E-4 . This suggests as returns on benchmark increase, returns on holding MFS Blended are expected to decrease at a much smaller rate. During bear market, however, MFS Blended Research Em Mkts Eq A is likely to outperform the market. Additionally MFS Blended Research Em Mkts Eq A has a negative alpha implying that the risk taken by holding this equity is not justified. The company is significantly underperforming DOW
 MFS Blended Price Density 
 
      
Current Price   Target Price   
α
Alpha over DOW
=0.0021
β
Beta against DOW=0.0004
σ
Overall volatility
=0.26
Ir
Information ratio =0.17

MFS Blended Alerts

MFS Blended Alerts and Suggestions

Check also MFS Blended Backtesting, Portfolio Optimization, MFS Blended Correlation, MFS Blended Hype Analysis, MFS Blended Volatility, MFS Blended History as well as MFS Blended Performance. 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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