Mfs Active Exchange Etf Performance
| MFSM Etf | 24.66 0.01 0.04% |
The etf secures a Beta (Market Risk) of -6.69, which conveys a somewhat significant risk relative to the market. As returns on the market increase, returns on owning MFS Active are expected to decrease by larger amounts. On the other hand, during market turmoil, MFS Active is expected to outperform it.
Risk-Adjusted Performance
13 of 100
Weak | Strong |
Good
Compared to the overall equity markets, risk-adjusted returns on investments in MFS Active Exchange are ranked lower than 13 (%) of all global equities and portfolios over the last 90 days. In spite of very unsteady basic indicators, MFS Active displayed solid returns over the last few months and may actually be approaching a breakup point. ...more
MFS |
MFS Active Relative Risk vs. Return Landscape
If you would invest 0.00 in MFS Active Exchange on October 25, 2024 and sell it today you would earn a total of 2,466 from holding MFS Active Exchange or generate 9.223372036854776E16% return on investment over 90 days. MFS Active Exchange is currently generating 31.2099% in daily expected returns and assumes 176.7841% risk (volatility on return distribution) over the 90 days horizon. In different words, most equities are less risky than MFS, and most traded equity instruments are projected to make higher returns than the company over the 90 days investment horizon. Expected Return |
| Risk |
MFS Active Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for MFS Active's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as MFS Active Exchange, and traders can use it to determine the average amount a MFS Active's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = 0.1765
| Best Portfolio | Best Equity | MFSM | ||
| Good Returns | ||||
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns |
Estimated Market Risk
| 176.78 actual daily | 96 96% of assets are less volatile |
Expected Return
| 5.01 actual daily | 96 96% of assets have lower returns |
Risk-Adjusted Return
| 0.18 actual daily | 13 87% of assets perform better |
Based on monthly moving average MFS Active is performing at about 13% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of MFS Active by adding it to a well-diversified portfolio.
About MFS Active Performance
By examining MFS Active's fundamental ratios, stakeholders can obtain critical insights into MFS Active's financial health, operational efficiency, and overall profitability. These insights assist in making well-informed investment and management decisions. For example, a high Return on Assets and Return on Equity would indicate that MFS Active is effectively utilizing its assets and equity to generate significant profits, enhancing its appeal to investors. On the other hand, low ROA and ROE values could reveal issues in asset and equity management, highlighting the need for operational improvements.
| MFS Active Exchange is way too risky over 90 days horizon | |
| MFS Active Exchange appears to be risky and price may revert if volatility continues |
Other Information on Investing in MFS Etf
MFS Active financial ratios help investors to determine whether MFS Etf 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 Active security.