Mfs Blended Research Fund Market Value

BRKTX Fund  USD 13.75  0.16  1.15%   
Mfs Blended's market value is the price at which a share of Mfs Blended trades on a public exchange. It measures the collective expectations of Mfs Blended Research investors about its performance. Mfs Blended is trading at 13.75 as of the 19th of December 2024; that is 1.15% down since the beginning of the trading day. The fund's open price was 13.91.
With this module, you can estimate the performance of a buy and hold strategy of Mfs Blended Research and determine expected loss or profit from investing in Mfs Blended over a given investment horizon. Check out Mfs Blended Correlation, Mfs Blended Volatility and Mfs Blended Alpha and Beta module to complement your research on Mfs Blended.
Symbol

Please note, there is a significant difference between Mfs Blended's value and its price as these two are different measures arrived at by different means. Investors typically determine if Mfs Blended is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Mfs Blended's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.

Mfs Blended 'What if' Analysis

In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Mfs Blended's mutual fund what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Mfs Blended.
0.00
12/30/2022
No Change 0.00  0.0 
In 1 year 11 months and 21 days
12/19/2024
0.00
If you would invest  0.00  in Mfs Blended on December 30, 2022 and sell it all today you would earn a total of 0.00 from holding Mfs Blended Research or generate 0.0% return on investment in Mfs Blended over 720 days. Mfs Blended is related to or competes with Mfs Prudent, Mfs Prudent, Mfs Prudent, Mfs Prudent, Mfs Prudent, Mfs Prudent, and Mfs Lifetime. The fund normally invests at least 80 percent of the funds net assets in equity securities of issuers that are tied econ... More

Mfs Blended Upside/Downside Indicators

Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Mfs Blended's mutual fund current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Mfs Blended Research upside and downside potential and time the market with a certain degree of confidence.

Mfs Blended Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Mfs Blended's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Mfs Blended's standard deviation. In reality, there are many statistical measures that can use Mfs Blended historical prices to predict the future Mfs Blended's volatility.
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Mfs Blended's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Hype
Prediction
LowEstimatedHigh
12.7913.7514.71
Details
Intrinsic
Valuation
LowRealHigh
12.9813.9414.90
Details

Mfs Blended Research Backtested Returns

Mfs Blended Research has Sharpe Ratio of -0.0501, which conveys that the entity had a -0.0501% return per unit of risk over the last 3 months. Mfs Blended exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Mfs Blended's Risk Adjusted Performance of (0.02), mean deviation of 0.7331, and Standard Deviation of 0.9734 to check out the risk estimate we provide. The fund secures a Beta (Market Risk) of 0.37, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Mfs Blended's returns are expected to increase less than the market. However, during the bear market, the loss of holding Mfs Blended is expected to be smaller as well.

Auto-correlation

    
  -0.27  

Weak reverse predictability

Mfs Blended Research has weak reverse predictability. Overlapping area represents the amount of predictability between Mfs Blended time series from 30th of December 2022 to 25th of December 2023 and 25th of December 2023 to 19th of December 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Mfs Blended Research price movement. The serial correlation of -0.27 indicates that nearly 27.0% of current Mfs Blended price fluctuation can be explain by its past prices.
Correlation Coefficient-0.27
Spearman Rank Test-0.17
Residual Average0.0
Price Variance0.72

Mfs Blended Research lagged returns against current returns

Autocorrelation, which is Mfs Blended mutual fund's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Mfs Blended's mutual fund expected returns. We can calculate the autocorrelation of Mfs Blended returns to help us make a trade decision. For example, suppose you find that Mfs Blended has exhibited high autocorrelation historically, and you observe that the mutual fund is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
   Current and Lagged Values   
       Timeline  

Mfs Blended regressed lagged prices vs. current prices

Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Mfs Blended mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Mfs Blended mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Mfs Blended mutual fund over time.
   Current vs Lagged Prices   
       Timeline  

Mfs Blended Lagged Returns

When evaluating Mfs Blended's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Mfs Blended mutual fund have on its future price. Mfs Blended autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Mfs Blended autocorrelation shows the relationship between Mfs Blended mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Mfs Blended Research.
   Regressed Prices   
       Timeline  

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Other Information on Investing in Mfs Mutual Fund

Mfs Blended financial ratios help investors to determine whether Mfs Mutual Fund is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Mfs with respect to the benefits of owning Mfs Blended security.
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