MFS Blended Probability of Target Price Finishing Above 8.85

BRLRX -- USA Fund  

USD 12.10  0.04  0.33%

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 below 8.85

Current PriceHorizonTarget PriceOdds to drop to $ 8.85  or more in 30 days
 12.10 30 days 8.85 
near 1
Based on normal probability distribution, the odds of MFS Blended to drop to $ 8.85  or more in 30 days from now is near 1 (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) . Probability of MFS Blended Research price to stay between $ 8.85  and its current price of $12.1 at the end of the 30-day period is roughly 96.0 .
Assuming 30 trading days horizon, MFS Blended has beta of 0.5836 . 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 an alpha of 0.0574 implying that it can potentially generate 0.0574% excess return over DOW after adjusting for the inherited market risk (beta).
 MFS Blended Price Density 
      Price 
α
Alpha over DOW
=0.06
β
Beta against DOW=0.58
σ
Overall volatility
=0.30
Ir
Information ratio =0.022798

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