Mfs Intrinsic Value Fund Market Value

UIVIX Fund  USD 12.82  0.02  0.16%   
Mfs Intrinsic's market value is the price at which a share of Mfs Intrinsic trades on a public exchange. It measures the collective expectations of Mfs Intrinsic Value investors about its performance. Mfs Intrinsic is trading at 12.82 as of the 10th of December 2024; that is 0.16 percent decrease since the beginning of the trading day. The fund's open price was 12.84.
With this module, you can estimate the performance of a buy and hold strategy of Mfs Intrinsic Value and determine expected loss or profit from investing in Mfs Intrinsic over a given investment horizon. Check out Mfs Intrinsic Correlation, Mfs Intrinsic Volatility and Mfs Intrinsic Alpha and Beta module to complement your research on Mfs Intrinsic.
Symbol

Please note, there is a significant difference between Mfs Intrinsic's value and its price as these two are different measures arrived at by different means. Investors typically determine if Mfs Intrinsic is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Mfs Intrinsic'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 Intrinsic '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 Intrinsic'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 Intrinsic.
0.00
11/10/2024
No Change 0.00  0.0 
In 30 days
12/10/2024
0.00
If you would invest  0.00  in Mfs Intrinsic on November 10, 2024 and sell it all today you would earn a total of 0.00 from holding Mfs Intrinsic Value or generate 0.0% return on investment in Mfs Intrinsic over 30 days. Mfs Intrinsic is related to or competes with Small Pany, Touchstone Small, Ab Small, Champlain Small, Chartwell Small, Tax-managed, and Qs Us. The funds investment adviser normally invests the funds assets primarily in equity securities More

Mfs Intrinsic 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 Intrinsic'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 Intrinsic Value upside and downside potential and time the market with a certain degree of confidence.

Mfs Intrinsic Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Mfs Intrinsic's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Mfs Intrinsic's standard deviation. In reality, there are many statistical measures that can use Mfs Intrinsic historical prices to predict the future Mfs Intrinsic's volatility.
Hype
Prediction
LowEstimatedHigh
12.1512.8213.49
Details
Intrinsic
Valuation
LowRealHigh
11.5413.8814.55
Details
Naive
Forecast
LowNextHigh
12.2012.8713.54
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
12.7212.8012.88
Details

Mfs Intrinsic Value Backtested Returns

At this stage we consider Mfs Mutual Fund to be very steady. Mfs Intrinsic Value has Sharpe Ratio of 0.17, which conveys that the entity had a 0.17% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Mfs Intrinsic, which you can use to evaluate the volatility of the fund. Please verify Mfs Intrinsic's Risk Adjusted Performance of 0.1514, downside deviation of 0.667, and Mean Deviation of 0.5184 to check out if the risk estimate we provide is consistent with the expected return of 0.11%. The fund secures a Beta (Market Risk) of 0.74, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Mfs Intrinsic's returns are expected to increase less than the market. However, during the bear market, the loss of holding Mfs Intrinsic is expected to be smaller as well.

Auto-correlation

    
  -0.47  

Modest reverse predictability

Mfs Intrinsic Value has modest reverse predictability. Overlapping area represents the amount of predictability between Mfs Intrinsic time series from 10th of November 2024 to 25th of November 2024 and 25th of November 2024 to 10th 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 Intrinsic Value price movement. The serial correlation of -0.47 indicates that about 47.0% of current Mfs Intrinsic price fluctuation can be explain by its past prices.
Correlation Coefficient-0.47
Spearman Rank Test-0.05
Residual Average0.0
Price Variance0.0

Mfs Intrinsic Value lagged returns against current returns

Autocorrelation, which is Mfs Intrinsic 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 Intrinsic's mutual fund expected returns. We can calculate the autocorrelation of Mfs Intrinsic returns to help us make a trade decision. For example, suppose you find that Mfs Intrinsic 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 Intrinsic 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 Intrinsic mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Mfs Intrinsic 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 Intrinsic mutual fund over time.
   Current vs Lagged Prices   
       Timeline  

Mfs Intrinsic Lagged Returns

When evaluating Mfs Intrinsic's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Mfs Intrinsic mutual fund have on its future price. Mfs Intrinsic 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 Intrinsic autocorrelation shows the relationship between Mfs Intrinsic mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Mfs Intrinsic Value.
   Regressed Prices   
       Timeline  

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Other Information on Investing in Mfs Mutual Fund

Mfs Intrinsic 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 Intrinsic security.
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