Mfs Municipal Income Stock Alpha and Beta Analysis
| MFM Stock | USD 5.66 0.08 1.43% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as MFS Municipal Income. It also helps investors analyze the systematic and unsystematic risks associated with investing in MFS Municipal over a specified time horizon. Remember, high MFS Municipal's alpha is almost always a sign of good performance; however, a high beta will depend on investors' risk tolerance level and may signal increased volatility and potential future overvaluation. Key technical indicators related to MFS Municipal's market risk premium analysis include:
Beta (0.20) | Alpha 0.0476 | Risk 0.61 | Sharpe Ratio 0.067 | Expected Return 0.041 |
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Alpha is a measure of relative performance on a risk-adjusted basis, while beta measures volatility against the benchmark. The goal is to know if an investor is being compensated for the volatility risk taken. The return on investment might be better than its reference but still not compensate for the assumption of the risk.
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MFS Municipal Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. MFS Municipal market risk premium is the additional return an investor will receive from holding MFS Municipal long position in a well-diversified portfolio. The market premium is part of the Capital Asset Pricing Model (CAPM), which most analysts and investors use to calculate the acceptable rate of return on investment in MFS Municipal. At the center of the CAPM is the concept of risk and reward, which is usually communicated by investors using alpha and beta measures. Alpha and beta are two of the key measurements used to evaluate MFS Municipal's performance over market.| α | 0.05 | β | -0.2 |
MFS Municipal expected buy-and-hold returns
Although buy-and-hold investment strategy may not appeal to all investors, it may be used as a good measure of MFS Municipal's Buy-and-hold return. Our buy-and-hold chart shows how MFS Municipal performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.MFS Municipal Market Price Analysis
Market price analysis indicators help investors to evaluate how MFS Municipal stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading MFS Municipal shares will generate the highest return on investment. By understating and applying MFS Municipal stock market price indicators, traders can identify MFS Municipal position entry and exit signals to maximize returns.
MFS Municipal Return and Market Media
The median price of MFS Municipal for the period between Fri, Aug 30, 2024 and Thu, Nov 28, 2024 is 5.6 with a coefficient of variation of 1.17. The daily time series for the period is distributed with a sample standard deviation of 0.07, arithmetic mean of 5.6, and mean deviation of 0.06. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Disposition of 171 shares by Jpmorgan Chase Bank, N.a. of MFS Municipal at 100012.8688 subject to Rule 16b-3 | 09/05/2024 |
| MFS Municipal dividend paid on 30th of September 2024 | 09/30/2024 |
2 | MFS Municipal Income Trust declares 0.0215 dividend | 10/01/2024 |
3 | MFS Municipal Income Trust Short Interest Update | 10/28/2024 |
| MFS Municipal dividend paid on 31st of October 2024 | 10/31/2024 |
4 | Trading With Integrated Risk Controls - Stock Traders Daily | 11/05/2024 |
About MFS Municipal Beta and Alpha
For many years both, Alpha and Beta indicators are used by professional money managers as critical performance measurement tools across virtually all financial instruments including MFS or other stocks. Alpha measures the amount that position in MFS Municipal Income has returned in comparison to a selected market index or another relevant benchmark. In other words, Alpha is the excess return on an investment relative to the performance of your selected benchmark. Beta, on the other hand, measures the relative risk of your investment.
| 2021 | 2023 | 2024 (projected) | PTB Ratio | 0.88 | 0.97 | 1.0 | Dividend Yield | 0.0552 | 0.0559 | 0.0612 |
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards MFS Municipal in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, MFS Municipal's short interest history, or implied volatility extrapolated from MFS Municipal options trading.
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Check out MFS Municipal Backtesting, MFS Municipal Valuation, MFS Municipal Correlation, MFS Municipal Hype Analysis, MFS Municipal Volatility, MFS Municipal History and analyze MFS Municipal Performance. You can also try the Odds Of Bankruptcy module to get analysis of equity chance of financial distress in the next 2 years.
MFS Municipal technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.