Mfs Servative Allocation Fund Market Value
| MACJX Fund | USD 17.16 0.04 0.23% |
| Symbol | Mfs |
Mfs Conservative '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 Conservative'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 Conservative.
| 11/21/2025 |
| 02/19/2026 |
If you would invest 0.00 in Mfs Conservative on November 21, 2025 and sell it all today you would earn a total of 0.00 from holding Mfs Servative Allocation or generate 0.0% return on investment in Mfs Conservative over 90 days. Mfs Conservative is related to or competes with Arrow Managed, and Iaadx. The fund is designed to provide diversification among different asset classes by investing its assets in other mutual fu... More
Mfs Conservative 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 Conservative'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 Servative Allocation upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.2926 | |||
| Information Ratio | (0.02) | |||
| Maximum Drawdown | 1.31 | |||
| Value At Risk | (0.42) | |||
| Potential Upside | 0.5354 |
Mfs Conservative Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Mfs Conservative's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Mfs Conservative's standard deviation. In reality, there are many statistical measures that can use Mfs Conservative historical prices to predict the future Mfs Conservative's volatility.| Risk Adjusted Performance | 0.0899 | |||
| Jensen Alpha | 0.0185 | |||
| Total Risk Alpha | 0.0161 | |||
| Sortino Ratio | (0.02) | |||
| Treynor Ratio | 0.0964 |
Mfs Conservative February 19, 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 | 0.0899 | |||
| Market Risk Adjusted Performance | 0.1064 | |||
| Mean Deviation | 0.2342 | |||
| Semi Deviation | 0.1767 | |||
| Downside Deviation | 0.2926 | |||
| Coefficient Of Variation | 741.45 | |||
| Standard Deviation | 0.295 | |||
| Variance | 0.0871 | |||
| Information Ratio | (0.02) | |||
| Jensen Alpha | 0.0185 | |||
| Total Risk Alpha | 0.0161 | |||
| Sortino Ratio | (0.02) | |||
| Treynor Ratio | 0.0964 | |||
| Maximum Drawdown | 1.31 | |||
| Value At Risk | (0.42) | |||
| Potential Upside | 0.5354 | |||
| Downside Variance | 0.0856 | |||
| Semi Variance | 0.0312 | |||
| Expected Short fall | (0.27) | |||
| Skewness | (0.06) | |||
| Kurtosis | 0.0293 |
Mfs Servative Allocation Backtested Returns
At this stage we consider Mfs Mutual Fund to be very steady. Mfs Servative Allocation has Sharpe Ratio of 0.24, which conveys that the entity had a 0.24 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Mfs Conservative, which you can use to evaluate the volatility of the fund. Please verify Mfs Conservative's Mean Deviation of 0.2342, downside deviation of 0.2926, and Risk Adjusted Performance of 0.0899 to check out if the risk estimate we provide is consistent with the expected return of 0.0648%. The fund secures a Beta (Market Risk) of 0.31, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Mfs Conservative's returns are expected to increase less than the market. However, during the bear market, the loss of holding Mfs Conservative is expected to be smaller as well.
Auto-correlation | 0.57 |
Modest predictability
Mfs Servative Allocation has modest predictability. Overlapping area represents the amount of predictability between Mfs Conservative time series from 21st of November 2025 to 5th of January 2026 and 5th of January 2026 to 19th 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 Servative Allocation price movement. The serial correlation of 0.57 indicates that roughly 57.0% of current Mfs Conservative price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.57 | |
| Spearman Rank Test | 0.46 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
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 Conservative 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 Conservative security.
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