MFS Value Total Risk Alpha

EBVLX -- USA Fund  

USD 43.16  0.31  0.71%

MFS Value total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for MFS Value Fund Share Class 52 or any other equities. You can select from a set of available technical indicators by clicking on the link to the right. Please note, not all equities are covered by this module due to inconsistencies in global equity categorizations and data normalization technicques. Please check also Equity Screeners to view more equity screening tools
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MFS Value Fund Share Class 52 has current Total Risk Alpha of (0.008598). The total risk alpha measures the performance of an asset by comparing its returns with those of a selected benchmark portfolio.
Total Risk Alpha 
 = 
RFR + (ER[b] - ER[a]) 
x  
STD[a] / STD[b] 
 = 
(0.008598)
ER[a] =   Expected return on investing in MFS Value
ER[b] =   Expected return on market index or selected benchmark
STD[a] =   Standard Deviation of returns on MFS Value
STD[b] =   Standard Deviation of selected market or benchmark
RFR =   Risk Free Rate of return. Typically T-Bill Rate

Total Risk Alpha Comparison

MFS Value Fund Share Class 52 is rated below average in total risk alpha among similar funds. It is currently under evaluation in maximum drawdown among similar funds .
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF, or fund.
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