MFS Blended Probability of Target Price Finishing Over Current Price

BRLRX -- USA Fund  

USD 11.67  0.01  0.09%

MFS Blended probability of target price tool provides mechanism to make assumptions about upside and downside potential of MFS Blended Research Global Equ 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
 11.67 30 days 11.67 
about 21.15
Based on normal probability distribution, the odds of MFS Blended to move above current price in 30 days from now is about 21.15 (This MFS Blended Research Global Equ 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 has beta of 0.1382 . 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 Global Equ will be expected to be much smaller as well. Additionally The company has a negative alpha implying that the risk taken by holding this equity is not justified. MFS Blended Research is significantly underperforming DOW.
 MFS Blended Price Density 
      Price 
α
Alpha over DOW
=0.01
β
Beta against DOW=0.14
σ
Overall volatility
=0.24
Ir
Information ratio =0.014392

MFS Blended Alerts and Suggestions

MFS Blended Research generates negative expected return over the last 30 days
Latest headline from seekingalpha.com: HCA Healthcares Valuation Too Attractive To Pass Up - Seeking Alpha
The fund holds 98.85% of its assets under management (AUM) in equities

MFS BlendedPrice Density Drivers

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