Massachusetts Investors Trust Fund Net Asset
| MITIX Fund | USD 33.72 0.02 0.06% |
As of the 15th of February 2026, Massachusetts Investors secures the Downside Deviation of 0.8402, risk adjusted performance of 0.1032, and Mean Deviation of 0.7929. In connection with fundamental indicators, the technical analysis model lets you check existing technical drivers of Massachusetts Investors, as well as the relationship between them.
Massachusetts Investors' 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 Massachusetts Investors' valuation are provided below:Massachusetts Investors Trust 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. Massachusetts |
Massachusetts Investors '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 Massachusetts Investors' 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 Massachusetts Investors.
| 11/17/2025 |
| 02/15/2026 |
If you would invest 0.00 in Massachusetts Investors on November 17, 2025 and sell it all today you would earn a total of 0.00 from holding Massachusetts Investors Trust or generate 0.0% return on investment in Massachusetts Investors over 90 days. Massachusetts Investors is related to or competes with Mfs Lifetime, Mfs Lifetime, Mfs Lifetime, Mfs Lifetime, Mfs Lifetime, Mfs Lifetime, and Mfs Lifetime. The fund normally invests the funds assets primarily in equity securities More
Massachusetts Investors 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 Massachusetts Investors' 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 Massachusetts Investors Trust upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8402 | |||
| Information Ratio | 0.0859 | |||
| Maximum Drawdown | 17.4 | |||
| Value At Risk | (1.23) | |||
| Potential Upside | 1.1 |
Massachusetts Investors Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Massachusetts Investors' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Massachusetts Investors' standard deviation. In reality, there are many statistical measures that can use Massachusetts Investors historical prices to predict the future Massachusetts Investors' volatility.| Risk Adjusted Performance | 0.1032 | |||
| Jensen Alpha | 0.1894 | |||
| Total Risk Alpha | 0.0836 | |||
| Sortino Ratio | 0.2074 | |||
| Treynor Ratio | 0.3135 |
Massachusetts Investors February 15, 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 | 0.1032 | |||
| Market Risk Adjusted Performance | 0.3235 | |||
| Mean Deviation | 0.7929 | |||
| Semi Deviation | 0.43 | |||
| Downside Deviation | 0.8402 | |||
| Coefficient Of Variation | 830.36 | |||
| Standard Deviation | 2.03 | |||
| Variance | 4.11 | |||
| Information Ratio | 0.0859 | |||
| Jensen Alpha | 0.1894 | |||
| Total Risk Alpha | 0.0836 | |||
| Sortino Ratio | 0.2074 | |||
| Treynor Ratio | 0.3135 | |||
| Maximum Drawdown | 17.4 | |||
| Value At Risk | (1.23) | |||
| Potential Upside | 1.1 | |||
| Downside Variance | 0.706 | |||
| Semi Variance | 0.1849 | |||
| Expected Short fall | (0.95) | |||
| Skewness | 6.65 | |||
| Kurtosis | 50.55 |
Massachusetts Investors Backtested Returns
Massachusetts Investors appears to be very steady, given 3 months investment horizon. Massachusetts Investors has Sharpe Ratio of 0.14, which conveys that the entity had a 0.14 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Massachusetts Investors, which you can use to evaluate the volatility of the fund. Please exercise Massachusetts Investors' Mean Deviation of 0.7929, risk adjusted performance of 0.1032, and Downside Deviation of 0.8402 to check out if our risk estimates are consistent with your expectations. The fund secures a Beta (Market Risk) of 0.75, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Massachusetts Investors' returns are expected to increase less than the market. However, during the bear market, the loss of holding Massachusetts Investors is expected to be smaller as well.
Auto-correlation | -0.23 |
Weak reverse predictability
Massachusetts Investors Trust has weak reverse predictability. Overlapping area represents the amount of predictability between Massachusetts Investors time series from 17th of November 2025 to 1st of January 2026 and 1st of January 2026 to 15th 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 Massachusetts Investors price movement. The serial correlation of -0.23 indicates that over 23.0% of current Massachusetts Investors price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.23 | |
| Spearman Rank Test | -0.03 | |
| Residual Average | 0.0 | |
| Price Variance | 0.08 |
Net Asset is the value used in calculating NAV of a fund. NAV (or Net Asset Value) is computed once a day based on the formula that uses closing prices of all positions in the fund's portfolio.
| Competition |
Based on the recorded statements, Massachusetts Investors Trust has a Net Asset of 6.86 B. This is much higher than that of the MFS family and significantly higher than that of the Large Blend category. The net asset for all United States funds is notably lower than that of the firm.
Massachusetts Net Asset Peer Comparison
Stock peer comparison is one of the most widely used and accepted methods of equity analyses. It analyses Massachusetts Investors' direct or indirect competition against its Net Asset to detect undervalued stocks with similar characteristics or determine the mutual funds which would be a good addition to a portfolio. Peer analysis of Massachusetts Investors could also be used in its relative valuation, which is a method of valuing Massachusetts Investors by comparing valuation metrics of similar companies.Massachusetts Investors is currently under evaluation in net asset among similar funds.
Massachusetts Financial Ratios Relationships
Comparative valuation techniques use various fundamental indicators to help in determining Massachusetts Investors's current stock value. Our valuation model uses many indicators to compare Massachusetts Investors value to that of its competitors to determine the firm's financial worth. You can analyze the relationship between different fundamental ratios across Massachusetts Investors competition to find correlations between indicators driving Massachusetts Investors's intrinsic value. More Info.Massachusetts Investors Trust is number one fund in price to earning among similar funds. It also is number one fund in price to book among similar funds fabricating about 0.14 of Price To Book per Price To Earning. The ratio of Price To Earning to Price To Book for Massachusetts Investors Trust is roughly 7.03 . 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 Massachusetts Investors' earnings, one of the primary drivers of an investment's value.Fund Asset Allocation for Massachusetts Investors
The fund invests 99.29% of asset under management in tradable equity instruments, with the rest of investments concentrated in cash (0.71%) .Asset allocation divides Massachusetts Investors' investment portfolio among different asset categories to balance risk and reward by investing in a diversified mix of instruments that align with the investor's goals, risk tolerance, and time horizon. Mutual funds, which pool money from multiple investors for a diversified portfolio of securities, use asset allocation strategies to manage the risk and return of their portfolios.
Mutual funds allocate their assets by investing in a diversified portfolio of securities, such as stocks, bonds, cryptocurrencies and cash. The specific mix of these securities is determined by the fund's investment objective and strategy. For example, a stock mutual fund may invest primarily in equities, while a bond mutual fund may invest mainly in fixed-income securities. The fund's manager, responsible for making investment decisions, will manage securities in the fund's portfolio as market conditions and the fund's objectives change.
Massachusetts Fundamentals
| Price To Earning | 19.60 X | ||||
| Price To Book | 2.79 X | ||||
| Price To Sales | 2.34 X | ||||
| Total Asset | 1.2 B | ||||
| Annual Yield | 0.01 % | ||||
| Year To Date Return | 2.52 % | ||||
| One Year Return | 13.75 % | ||||
| Three Year Return | 17.15 % | ||||
| Five Year Return | 11.44 % | ||||
| Ten Year Return | 12.40 % | ||||
| Net Asset | 6.86 B | ||||
| Last Dividend Paid | 0.15 | ||||
| Cash Position Weight | 0.71 % | ||||
| Equity Positions Weight | 99.29 % |
About Massachusetts Investors Fundamental Analysis
The Macroaxis Fundamental Analysis modules help investors analyze Massachusetts Investors Trust's financials across various querterly and yearly statements, indicators and fundamental ratios. We help investors to determine the real value of Massachusetts Investors using virtually all public information available. We use both quantitative as well as qualitative analysis to arrive at the intrinsic value of Massachusetts Investors Trust 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.
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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 Massachusetts Mutual Fund
Massachusetts Investors financial ratios help investors to determine whether Massachusetts 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 Massachusetts with respect to the benefits of owning Massachusetts Investors security.
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