Mfs Diversified Income Fund Market Value
| DIFDX Fund | USD 12.93 0.01 0.08% |
| Symbol | Mfs |
Mfs Diversified '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 Diversified'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 Diversified.
| 11/27/2025 |
| 02/25/2026 |
If you would invest 0.00 in Mfs Diversified on November 27, 2025 and sell it all today you would earn a total of 0.00 from holding Mfs Diversified Income or generate 0.0% return on investment in Mfs Diversified over 90 days. Mfs Diversified is related to or competes with Mfs Alabama, Mfs Aggressive, Mfs Research, Mfs California, Mfs Virginia, Mfs Lifetime, and Mfs Lifetime. The fund normally invests its assets primarily in a broad range of debt instruments and equity securities of U.S More
Mfs Diversified 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 Diversified'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 Diversified Income upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.2677 | |||
| Information Ratio | (0.09) | |||
| Maximum Drawdown | 1.13 | |||
| Value At Risk | (0.24) | |||
| Potential Upside | 0.4068 |
Mfs Diversified Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Mfs Diversified's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Mfs Diversified's standard deviation. In reality, there are many statistical measures that can use Mfs Diversified historical prices to predict the future Mfs Diversified's volatility.| Risk Adjusted Performance | 0.2533 | |||
| Jensen Alpha | 0.0712 | |||
| Total Risk Alpha | 0.0444 | |||
| Sortino Ratio | (0.07) | |||
| Treynor Ratio | (33.79) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Mfs Diversified'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 Diversified February 25, 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 | 0.2533 | |||
| Market Risk Adjusted Performance | (33.78) | |||
| Mean Deviation | 0.1641 | |||
| Downside Deviation | 0.2677 | |||
| Coefficient Of Variation | 276.62 | |||
| Standard Deviation | 0.224 | |||
| Variance | 0.0502 | |||
| Information Ratio | (0.09) | |||
| Jensen Alpha | 0.0712 | |||
| Total Risk Alpha | 0.0444 | |||
| Sortino Ratio | (0.07) | |||
| Treynor Ratio | (33.79) | |||
| Maximum Drawdown | 1.13 | |||
| Value At Risk | (0.24) | |||
| Potential Upside | 0.4068 | |||
| Downside Variance | 0.0717 | |||
| Semi Variance | (0.05) | |||
| Expected Short fall | (0.21) | |||
| Skewness | (0.43) | |||
| Kurtosis | 0.6409 |
Mfs Diversified Income Backtested Returns
At this stage we consider Mfs Mutual Fund to be very steady. Mfs Diversified Income has Sharpe Ratio of 0.31, which conveys that the entity had a 0.31 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Mfs Diversified, which you can use to evaluate the volatility of the fund. Please verify Mfs Diversified's Mean Deviation of 0.1641, risk adjusted performance of 0.2533, and Coefficient Of Variation of 276.62 to check out if the risk estimate we provide is consistent with the expected return of 0.0671%. The fund secures a Beta (Market Risk) of -0.0021, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Mfs Diversified are expected to decrease at a much lower rate. During the bear market, Mfs Diversified is likely to outperform the market.
Auto-correlation | 0.77 |
Good predictability
Mfs Diversified Income has good predictability. Overlapping area represents the amount of predictability between Mfs Diversified time series from 27th of November 2025 to 11th of January 2026 and 11th of January 2026 to 25th 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 Diversified Income price movement. The serial correlation of 0.77 indicates that around 77.0% of current Mfs Diversified price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.77 | |
| Spearman Rank Test | 0.64 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
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 Diversified 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 Diversified security.
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