Mfs Moderate Allocation Fund Key Fundamental Indicators
| MMAIX Fund | USD 20.71 0.14 0.67% |
As of the 2nd of February, Mfs Moderate secures the Risk Adjusted Performance of 0.0993, downside deviation of 0.4663, and Mean Deviation of 0.4096. In connection with fundamental indicators, the technical analysis model lets you check existing technical drivers of Mfs Moderate Allocation, as well as the relationship between them.
Mfs Moderate'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 Moderate's valuation are provided below:Mfs Moderate Allocation 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 Moderate '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 Moderate'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 Moderate.
| 11/04/2025 |
| 02/02/2026 |
If you would invest 0.00 in Mfs Moderate on November 4, 2025 and sell it all today you would earn a total of 0.00 from holding Mfs Moderate Allocation or generate 0.0% return on investment in Mfs Moderate over 90 days. Mfs Moderate is related to or competes with Arrow Managed, and Aam Select. The fund is designed to provide diversification among different asset classes by investing its assets in other mutual fu... More
Mfs Moderate 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 Moderate'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 Moderate Allocation upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.4663 | |||
| Information Ratio | 0.078 | |||
| Maximum Drawdown | 6.28 | |||
| Value At Risk | (0.72) | |||
| Potential Upside | 0.736 |
Mfs Moderate Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Mfs Moderate's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Mfs Moderate's standard deviation. In reality, there are many statistical measures that can use Mfs Moderate historical prices to predict the future Mfs Moderate's volatility.| Risk Adjusted Performance | 0.0993 | |||
| Jensen Alpha | 0.078 | |||
| Total Risk Alpha | 0.0578 | |||
| Sortino Ratio | 0.1289 | |||
| Treynor Ratio | 0.1946 |
Mfs Moderate February 2, 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 | 0.0993 | |||
| Market Risk Adjusted Performance | 0.2046 | |||
| Mean Deviation | 0.4096 | |||
| Semi Deviation | 0.1817 | |||
| Downside Deviation | 0.4663 | |||
| Coefficient Of Variation | 733.1 | |||
| Standard Deviation | 0.77 | |||
| Variance | 0.5929 | |||
| Information Ratio | 0.078 | |||
| Jensen Alpha | 0.078 | |||
| Total Risk Alpha | 0.0578 | |||
| Sortino Ratio | 0.1289 | |||
| Treynor Ratio | 0.1946 | |||
| Maximum Drawdown | 6.28 | |||
| Value At Risk | (0.72) | |||
| Potential Upside | 0.736 | |||
| Downside Variance | 0.2174 | |||
| Semi Variance | 0.033 | |||
| Expected Short fall | (0.48) | |||
| Skewness | 4.78 | |||
| Kurtosis | 32.48 |
Mfs Moderate Allocation Backtested Returns
At this stage we consider Mfs Mutual Fund to be very steady. Mfs Moderate Allocation has Sharpe Ratio of 0.18, which conveys that the entity had a 0.18 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Mfs Moderate, which you can use to evaluate the volatility of the fund. Please verify Mfs Moderate's Downside Deviation of 0.4663, mean deviation of 0.4096, and Risk Adjusted Performance of 0.0993 to check out if the risk estimate we provide is consistent with the expected return of 0.14%. The fund secures a Beta (Market Risk) of 0.49, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Mfs Moderate's returns are expected to increase less than the market. However, during the bear market, the loss of holding Mfs Moderate is expected to be smaller as well.
Auto-correlation | 0.30 |
Below average predictability
Mfs Moderate Allocation has below average predictability. Overlapping area represents the amount of predictability between Mfs Moderate time series from 4th of November 2025 to 19th of December 2025 and 19th of December 2025 to 2nd 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 Moderate Allocation price movement. The serial correlation of 0.3 indicates that nearly 30.0% of current Mfs Moderate price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.3 | |
| Spearman Rank Test | 0.63 | |
| Residual Average | 0.0 | |
| Price Variance | 0.13 |
Price to Book ratio is mostly used in financial services industries where assets and liabilities are typically represented by dollars. Although low Price to Book ratio generally implies that the firm is undervalued, it is often a good indicator that the company may be in financial or managerial distress and should be investigated more carefully.
| Competition |
Based on the latest financial disclosure, Mfs Moderate Allocation has a Price To Book of 2.49 times. This is much higher than that of the MFS family and significantly higher than that of the Allocation--50% to 70% Equity category. The price to book for all United States funds is notably lower than that of the firm.
Mfs Moderate Allocation Fundamental Drivers Relationships
Comparative valuation techniques use various fundamental indicators to help in determining Mfs Moderate's current stock value. Our valuation model uses many indicators to compare Mfs Moderate value to that of its competitors to determine the firm's financial worth. You can analyze the relationship between different fundamental ratios across Mfs Moderate competition to find correlations between indicators driving Mfs Moderate's intrinsic value. More Info.Mfs Moderate Allocation 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 0.53 of Price To Book per Price To Earning. The ratio of Price To Earning to Price To Book for Mfs Moderate Allocation is roughly 1.87 . 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 Moderate's earnings, one of the primary drivers of an investment's value.Mfs Financial Ratios Relationships
Comparative valuation techniques use various fundamental indicators to help in determining Mfs Moderate's current stock value. Our valuation model uses many indicators to compare Mfs Moderate value to that of its competitors to determine the firm's financial worth. You can analyze the relationship between different fundamental ratios across Mfs Moderate competition to find correlations between indicators driving Mfs Moderate's intrinsic value. More Info.Mfs Moderate Allocation 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 0.53 of Price To Book per Price To Earning. The ratio of Price To Earning to Price To Book for Mfs Moderate Allocation is roughly 1.87 . 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 Moderate's earnings, one of the primary drivers of an investment's value.Fund Asset Allocation for Mfs Moderate
The fund invests 54.44% of asset under management in tradable equity instruments, with the rest of investments concentrated in bonds (8.13%) , cash (1.86%) and various exotic instruments.Asset allocation divides Mfs Moderate's 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.
Mfs Fundamentals
| Price To Earning | 4.66 X | |||
| Price To Book | 2.49 X | |||
| Price To Sales | 1.92 X | |||
| Total Asset | 399.42 M | |||
| Annual Yield | 0.03 % | |||
| Year To Date Return | 2.61 % | |||
| One Year Return | 12.14 % | |||
| Three Year Return | 10.21 % | |||
| Five Year Return | 6.25 % | |||
| Ten Year Return | 8.04 % | |||
| Net Asset | 6.46 B | |||
| Last Dividend Paid | 0.04 | |||
| Cash Position Weight | 1.86 % | |||
| Equity Positions Weight | 54.44 % | |||
| Bond Positions Weight | 8.13 % |
About Mfs Moderate Fundamental Analysis
The Macroaxis Fundamental Analysis modules help investors analyze Mfs Moderate Allocation's financials across various querterly and yearly statements, indicators and fundamental ratios. We help investors to determine the real value of Mfs Moderate using virtually all public information available. We use both quantitative as well as qualitative analysis to arrive at the intrinsic value of Mfs Moderate Allocation 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 is designed to provide diversification among different asset classes by investing its assets in other mutual funds advised by the adviser referred to as underlying funds. Within the equity fund allocations, the adviser seeks to diversify by geography , in terms of market capitalization , and by style .
Also Currently Popular
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 Moderate 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 Moderate security.
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