Mfs Commodity Strategy Fund Key Fundamental Indicators
| MCSFX Fund | USD 3.91 0.02 0.51% |
As of the 7th of February, Mfs Commodity secures the Risk Adjusted Performance of 0.1271, mean deviation of 0.95, and Downside Deviation of 1.63. In connection with fundamental indicators, the technical analysis model lets you check existing technical drivers of Mfs Commodity Strategy, as well as the relationship between them.
Mfs Commodity's financial statements offer valuable quarterly and annual insights to potential investors, highlighting the company's current and historical financial position, overall management performance, and changes in financial standing over time. Key fundamentals influencing Mfs Commodity's valuation are provided below:Mfs Commodity Strategy does not presently have any fundamental ratios for analysis. This module does not cover all equities due to inconsistencies in global equity categorizations. Continue to Equity Screeners to view more equity screening tools. Mfs |
Mfs Commodity '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 Commodity'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 Commodity.
| 11/09/2025 |
| 02/07/2026 |
If you would invest 0.00 in Mfs Commodity on November 9, 2025 and sell it all today you would earn a total of 0.00 from holding Mfs Commodity Strategy or generate 0.0% return on investment in Mfs Commodity over 90 days. Mfs Commodity is related to or competes with Mfs Technology, Red Oak, Biotechnology Ultrasector, Franklin Biotechnology, Health Biotchnology, and Dreyfus Technology. The fund seeks to achieve the funds objective by providing exposure to the commodities markets through investing in comm... More
Mfs Commodity 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 Commodity'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 Commodity Strategy upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.63 | |||
| Information Ratio | 0.0834 | |||
| Maximum Drawdown | 7.21 | |||
| Value At Risk | (2.16) | |||
| Potential Upside | 1.79 |
Mfs Commodity Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Mfs Commodity's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Mfs Commodity's standard deviation. In reality, there are many statistical measures that can use Mfs Commodity historical prices to predict the future Mfs Commodity's volatility.| Risk Adjusted Performance | 0.1271 | |||
| Jensen Alpha | 0.1975 | |||
| Total Risk Alpha | 0.0598 | |||
| Sortino Ratio | 0.066 | |||
| Treynor Ratio | (1.42) |
Mfs Commodity February 7, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.1271 | |||
| Market Risk Adjusted Performance | (1.41) | |||
| Mean Deviation | 0.95 | |||
| Semi Deviation | 1.24 | |||
| Downside Deviation | 1.63 | |||
| Coefficient Of Variation | 653.08 | |||
| Standard Deviation | 1.29 | |||
| Variance | 1.66 | |||
| Information Ratio | 0.0834 | |||
| Jensen Alpha | 0.1975 | |||
| Total Risk Alpha | 0.0598 | |||
| Sortino Ratio | 0.066 | |||
| Treynor Ratio | (1.42) | |||
| Maximum Drawdown | 7.21 | |||
| Value At Risk | (2.16) | |||
| Potential Upside | 1.79 | |||
| Downside Variance | 2.65 | |||
| Semi Variance | 1.53 | |||
| Expected Short fall | (1.15) | |||
| Skewness | (1.19) | |||
| Kurtosis | 3.14 |
Mfs Commodity Strategy Backtested Returns
At this stage we consider Mfs Mutual Fund to be somewhat reliable. Mfs Commodity Strategy has Sharpe Ratio of 0.13, which conveys that the entity had a 0.13 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Mfs Commodity, which you can use to evaluate the volatility of the fund. Please verify Mfs Commodity's Risk Adjusted Performance of 0.1271, downside deviation of 1.63, and Mean Deviation of 0.95 to check out if the risk estimate we provide is consistent with the expected return of 0.17%. The fund secures a Beta (Market Risk) of -0.13, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Mfs Commodity are expected to decrease at a much lower rate. During the bear market, Mfs Commodity is likely to outperform the market.
Auto-correlation | 0.50 |
Modest predictability
Mfs Commodity Strategy has modest predictability. Overlapping area represents the amount of predictability between Mfs Commodity time series from 9th of November 2025 to 24th of December 2025 and 24th of December 2025 to 7th of February 2026. 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 Commodity Strategy price movement. The serial correlation of 0.5 indicates that about 50.0% of current Mfs Commodity price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.5 | |
| Spearman Rank Test | 0.44 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
Year-To-Date typically refers to a period starting from the beginning of the current year and continuing up to the present day. Investors should becareful when comparing YTD ratios if not much of the year has occurred as research shows that YTD measures are more sensitive to early periods than late.
| Competition |
Based on the company's disclosures, Mfs Commodity Strategy has a Year To Date Return of 10.2778%. This is much higher than that of the MFS family and significantly higher than that of the Commodities Broad Basket category. The year to date return for all United States funds is notably lower than that of the firm.
Mfs Commodity Strategy Fundamental Drivers Relationships
Comparative valuation techniques use various fundamental indicators to help in determining Mfs Commodity's current stock value. Our valuation model uses many indicators to compare Mfs Commodity value to that of its competitors to determine the firm's financial worth. You can analyze the relationship between different fundamental ratios across Mfs Commodity competition to find correlations between indicators driving Mfs Commodity's intrinsic value. More Info.Mfs Commodity Strategy is number one fund in annual yield among similar funds. It also is number one fund in year to date return among similar funds creating about 371.04 of Year To Date Return per Annual Yield. The reason why the comparable model can be used in almost all circumstances is due to the vast number of multiples that can be utilized, such as the price-to-earnings (P/E), price-to-book (P/B), price-to-sales (P/S), price-to-cash flow (P/CF), and many others. The P/E ratio is the most commonly used of these ratios because it focuses on the Mfs Commodity's earnings, one of the primary drivers of an investment's value.Mfs Year To Date Return Peer Comparison
Stock peer comparison is one of the most widely used and accepted methods of equity analyses. It analyses Mfs Commodity's direct or indirect competition against its Year To Date Return to detect undervalued stocks with similar characteristics or determine the mutual funds which would be a good addition to a portfolio. Peer analysis of Mfs Commodity could also be used in its relative valuation, which is a method of valuing Mfs Commodity by comparing valuation metrics of similar companies.Mfs Commodity is currently under evaluation in year to date return among similar funds.
Mfs Financial Ratios Relationships
Comparative valuation techniques use various fundamental indicators to help in determining Mfs Commodity's current stock value. Our valuation model uses many indicators to compare Mfs Commodity value to that of its competitors to determine the firm's financial worth. You can analyze the relationship between different fundamental ratios across Mfs Commodity competition to find correlations between indicators driving Mfs Commodity's intrinsic value. More Info.Mfs Commodity Strategy is number one fund in annual yield among similar funds. It also is number one fund in year to date return among similar funds creating about 371.04 of Year To Date Return per Annual Yield. The reason why the comparable model can be used in almost all circumstances is due to the vast number of multiples that can be utilized, such as the price-to-earnings (P/E), price-to-book (P/B), price-to-sales (P/S), price-to-cash flow (P/CF), and many others. The P/E ratio is the most commonly used of these ratios because it focuses on the Mfs Commodity's earnings, one of the primary drivers of an investment's value.Mfs Fundamentals
| Total Asset | 808.73 M | ||||
| Annual Yield | 0.03 % | ||||
| Year To Date Return | 10.28 % | ||||
| One Year Return | 23.29 % | ||||
| Three Year Return | 7.63 % | ||||
| Five Year Return | 11.91 % | ||||
| Net Asset | 532.47 M | ||||
| Last Dividend Paid | 0.01 | ||||
| Cash Position Weight | (102.84) % | ||||
| Bond Positions Weight | 17.17 % |
About Mfs Commodity Fundamental Analysis
The Macroaxis Fundamental Analysis modules help investors analyze Mfs Commodity Strategy's financials across various querterly and yearly statements, indicators and fundamental ratios. We help investors to determine the real value of Mfs Commodity using virtually all public information available. We use both quantitative as well as qualitative analysis to arrive at the intrinsic value of Mfs Commodity Strategy based on its fundamental data. In general, a quantitative approach, as applied to this mutual fund, focuses on analyzing financial statements comparatively, whereas a qaualitative method uses data that is important to a company's growth but cannot be measured and presented in a numerical way.
Please read more on our fundamental analysis page.The fund seeks to achieve the funds objective by providing exposure to the commodities markets through investing in commodity-linked derivatives rather than investing directly in commodities. Commodities are assets with tangible properties, including oil, natural gas, agricultural products, and industrial and other precious metals.
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Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in Mfs Mutual Fund
Mfs Commodity 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 Commodity security.
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