Mfs Investment Grade Stock Market Value
| CXH Stock | USD 8.12 0.06 0.73% |
| Symbol | MFS |
MFS Investment Grade Price To Book Ratio
Is Asset Management & Custody Banks space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of MFS Investment. If investors know MFS will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about MFS Investment listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth 0.118 | Dividend Share 0.279 | Earnings Share 0.26 | Revenue Per Share 0.655 | Quarterly Revenue Growth (0.05) |
The market value of MFS Investment Grade is measured differently than its book value, which is the value of MFS that is recorded on the company's balance sheet. Investors also form their own opinion of MFS Investment's value that differs from its market value or its book value, called intrinsic value, which is MFS Investment's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because MFS Investment's market value can be influenced by many factors that don't directly affect MFS Investment's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between MFS Investment's value and its price as these two are different measures arrived at by different means. Investors typically determine if MFS Investment is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, MFS Investment's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
MFS Investment '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 Investment's stock 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 Investment.
| 10/23/2024 |
| 11/22/2024 |
If you would invest 0.00 in MFS Investment on October 23, 2024 and sell it all today you would earn a total of 0.00 from holding MFS Investment Grade or generate 0.0% return on investment in MFS Investment over 30 days. MFS Investment is related to or competes with Invesco High, Eaton Vance, Nuveen California, and Federated Premier. MFS Investment Grade Municipal is a close ended fixed income mutual fund launched and managed by Massachusetts Financial... More
MFS Investment 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 Investment's stock 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 Investment Grade upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.5148 | |||
| Information Ratio | (0.18) | |||
| Maximum Drawdown | 2.1 | |||
| Value At Risk | (0.62) | |||
| Potential Upside | 0.6211 |
MFS Investment Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for MFS Investment's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as MFS Investment's standard deviation. In reality, there are many statistical measures that can use MFS Investment historical prices to predict the future MFS Investment's volatility.| Risk Adjusted Performance | 0.0548 | |||
| Jensen Alpha | 0.0182 | |||
| Total Risk Alpha | (0.03) | |||
| Sortino Ratio | (0.15) | |||
| Treynor Ratio | 0.3859 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of MFS Investment's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
MFS Investment Grade Backtested Returns
MFS Investment is very steady at the moment. MFS Investment Grade has Sharpe Ratio of 0.0716, which conveys that the firm had a 0.0716% return per unit of standard deviation over the last 3 months. We have found thirty technical indicators for MFS Investment, which you can use to evaluate the volatility of the firm. Please verify MFS Investment's Risk Adjusted Performance of 0.0548, mean deviation of 0.3142, and Market Risk Adjusted Performance of 0.3959 to check out if the risk estimate we provide is consistent with the expected return of 0.0303%. MFS Investment has a performance score of 5 on a scale of 0 to 100. The company secures a Beta (Market Risk) of 0.0637, which conveys not very significant fluctuations relative to the market. As returns on the market increase, MFS Investment's returns are expected to increase less than the market. However, during the bear market, the loss of holding MFS Investment is expected to be smaller as well. MFS Investment Grade currently secures a risk of 0.42%. Please verify MFS Investment Grade maximum drawdown, accumulation distribution, relative strength index, as well as the relationship between the semi variance and day typical price , to decide if MFS Investment Grade will be following its current price movements.
Auto-correlation | 0.60 |
Good predictability
MFS Investment Grade has good predictability. Overlapping area represents the amount of predictability between MFS Investment time series from 23rd of October 2024 to 7th of November 2024 and 7th of November 2024 to 22nd of November 2024. 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 Investment Grade price movement. The serial correlation of 0.6 indicates that roughly 60.0% of current MFS Investment price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.6 | |
| Spearman Rank Test | -0.01 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
MFS Investment Grade lagged returns against current returns
Autocorrelation, which is MFS Investment stock's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting MFS Investment's stock expected returns. We can calculate the autocorrelation of MFS Investment returns to help us make a trade decision. For example, suppose you find that MFS Investment has exhibited high autocorrelation historically, and you observe that the stock is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
MFS Investment regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If MFS Investment stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if MFS Investment stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in MFS Investment stock over time.
Current vs Lagged Prices |
| Timeline |
MFS Investment Lagged Returns
When evaluating MFS Investment's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of MFS Investment stock have on its future price. MFS Investment autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, MFS Investment autocorrelation shows the relationship between MFS Investment stock current value and its past values and can show if there is a momentum factor associated with investing in MFS Investment Grade.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
When determining whether MFS Investment Grade offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of MFS Investment's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Mfs Investment Grade Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Mfs Investment Grade Stock:Check out MFS Investment Correlation, MFS Investment Volatility and MFS Investment Alpha and Beta module to complement your research on MFS Investment. You can also try the ETF Categories module to list of ETF categories grouped based on various criteria, such as the investment strategy or type of investments.
MFS Investment technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.