MFS Intermediate Correlations

MIN Stock

USD 2.64 0.02 0.75%

The current 90-days correlation between MFS Intermediate Income and MFS Charter Income is -0.13 (i.e., Good diversification). A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as MFS Intermediate moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if MFS Intermediate Income moves in either direction, the perfectly negatively correlated security will move in the opposite direction.

MFS Intermediate Correlation With Market

Good diversification

The correlation between MFS Intermediate Income and DJI is -0.14 (i.e., Good diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding MFS Intermediate Income and DJI in the same portfolio, assuming nothing else is changed.

Build AI portfolio with MFS Stock

Check out Correlation Analysis to better understand how to build diversified portfolios, which includes a position in MFS Intermediate Income. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in gross domestic product.

Moving together with MFS Stock

0.61	SII	Sprott Inc Normal Trading	Pair Corr
0.76	TLKMF	Telkom Indonesia Tbk	Pair Corr
0.68	PTITF	PT Indosat Tbk	Pair Corr
0.77	MRK	Merck Company	Pair Corr

Moving against MFS Stock

0.6	PIFMY	Indofood Sukses Makmur	Pair Corr
0.51	PTAIF	PT Astra International	Pair Corr
0.41	APAM	Artisan Partners Asset	Pair Corr
0.35	GCMG	GCM Grosvenor	Pair Corr
0.76	HPQ	HP Inc	Pair Corr
0.76	MSFT	Microsoft	Pair Corr
0.62	HD	Home Depot	Pair Corr
0.47	PG	Procter Gamble Earnings Call This Week	Pair Corr

Related Correlations Analysis

	MCR	EFT	BKT	MMT	AEF	ZTR	SCD	OIA	BGT	SPVYX
MCR		0.35	0.27	0.29	0.42	-0.08	0.44	0.26	0.05	0.46	MCR
EFT	0.35		0.69	0.64	0.57	0.0	0.9	0.28	0.7	0.38	EFT
BKT	0.27	0.69		0.39	0.52	0.19	0.66	0.05	0.6	0.43	BKT
MMT	0.29	0.64	0.39		0.28	-0.09	0.65	0.56	0.27	0.33	MMT
AEF	0.42	0.57	0.52	0.28		-0.45	0.63	0.4	0.16	0.79	AEF
ZTR	-0.08	0.0	0.19	-0.09	-0.45		-0.08	-0.52	0.27	-0.53	ZTR
SCD	0.44	0.9	0.66	0.65	0.63	-0.08		0.38	0.62	0.55	SCD
OIA	0.26	0.28	0.05	0.56	0.4	-0.52	0.38		-0.23	0.57	OIA
BGT	0.05	0.7	0.6	0.27	0.16	0.27	0.62	-0.23		-0.01	BGT
SPVYX	0.46	0.38	0.43	0.33	0.79	-0.53	0.55	0.57	-0.01		SPVYX
	MCR	EFT	BKT	MMT	AEF	ZTR	SCD	OIA	BGT	SPVYX

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Correlation Matchups

Over a given time period, the two securities move together when the Correlation Coefficient is positive. Conversely, the two assets move in opposite directions when the Correlation Coefficient is negative. Determining your positions' relationship to each other is valuable for analyzing and projecting your portfolio's future expected return and risk.

High positive correlations

SCD	+ 0.9	EFT
SPVYX	+ 0.79	AEF
BGT	+ 0.7	EFT
BKT	+ 0.69	EFT
SCD	+ 0.66	BKT
SCD	+ 0.65	MMT

High negative correlations

SPVYX	- 0.53	ZTR
OIA	- 0.52	ZTR
ZTR	- 0.45	AEF
BGT	- 0.23	OIA
ZTR	- 0.09	MMT
SCD	- 0.08	ZTR

Risk-Adjusted Indicators

There is a big difference between MFS Stock performing well and MFS Intermediate Company doing well as a business compared to the competition. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze MFS Intermediate's multiple risk-adjusted performance indicators across the competitive landscape. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.

	Mean Deviation	Jensen Alpha	Sortino Ratio	Treynor Ratio	Semi Deviation	Expected Shortfall	Potential Upside	Value @Risk	Maximum Drawdown
MCR	0.34	(0.01)	(0.18)	0.06	0.40	(0.39)	0.80	(0.80)	2.23
EFT	0.30	(0.01)	(0.23)	0.05	0.35	(0.33)	0.63	(0.63)	1.52
BKT	0.32	0.01	(0.22)	(11.75)	0.35	(0.38)	0.73	(0.64)	1.64
MMT	0.37	(0.02)	0.00	(0.40)	0.00	0.00	0.86	(0.86)	2.38
AEF	0.88	0.21	0.18	0.45	0.64	(1.07)	2.37	(1.64)	5.49
ZTR	0.53	(0.05)	0.00	(0.04)	0.00	0.00	0.95	(1.07)	2.52
SCD	0.68	(0.06)	(0.09)	0.04	0.82	(0.71)	1.25	(1.50)	3.13
OIA	0.48	0.05	(0.10)	(2.34)	0.49	(0.59)	0.85	(0.84)	3.82
BGT	0.46	(0.05)	0.00	(0.06)	0.00	0.00	0.87	(1.17)	3.17
SPVYX	0.92	0.20	0.22	0.31	0.49	(1.16)	2.73	(1.38)	9.47

MFS Intermediate Corporate Management

James Kilman	Independent Trustee	Profile
Amanda Mooradian	Assistant Secretary, Assistant Clerk	Profile
CFA CFA	Portfolio Manager	Profile
Susan Pereira	Assistant Secretary, Assistant Clerk	Profile
Laurie Thomsen	Independent Trustee	Profile
Robert Manning	Trustee	Profile

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