Mfs Arkansas Municipal Fund Market Value
| MBARX Fund | USD 9.09 0.01 0.11% |
| Symbol | Mfs |
Mfs Arkansas '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 Arkansas' 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 Arkansas.
| 12/03/2025 |
| 01/02/2026 |
If you would invest 0.00 in Mfs Arkansas on December 3, 2025 and sell it all today you would earn a total of 0.00 from holding Mfs Arkansas Municipal or generate 0.0% return on investment in Mfs Arkansas over 30 days. Mfs Arkansas is related to or competes with Commonwealth Global, Barings Global, Templeton Global, Dws Global, Asg Global, and Siit Global. The fund invests, under normal market conditions, at least 80 percent of its net assets in securities and other investme... More
Mfs Arkansas 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 Arkansas' 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 Arkansas Municipal upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.1302 | |||
| Information Ratio | (0.38) | |||
| Maximum Drawdown | 0.5534 | |||
| Value At Risk | (0.11) | |||
| Potential Upside | 0.2208 |
Mfs Arkansas Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Mfs Arkansas' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Mfs Arkansas' standard deviation. In reality, there are many statistical measures that can use Mfs Arkansas historical prices to predict the future Mfs Arkansas' volatility.| Risk Adjusted Performance | 0.0961 | |||
| Jensen Alpha | 0.0125 | |||
| Total Risk Alpha | 0.0052 | |||
| Sortino Ratio | (0.28) | |||
| Treynor Ratio | (0.89) |
Mfs Arkansas Municipal Backtested Returns
At this stage we consider Mfs Mutual Fund to be very steady. Mfs Arkansas Municipal has Sharpe Ratio of 0.19, which conveys that the entity had a 0.19 % return per unit of risk over the last 3 months. We have found twenty-six technical indicators for Mfs Arkansas, which you can use to evaluate the volatility of the fund. Please verify Mfs Arkansas' Mean Deviation of 0.0712, coefficient of variation of 444.96, and Risk Adjusted Performance of 0.0961 to check out if the risk estimate we provide is consistent with the expected return of 0.0179%. The fund secures a Beta (Market Risk) of -0.0133, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Mfs Arkansas are expected to decrease at a much lower rate. During the bear market, Mfs Arkansas is likely to outperform the market.
Auto-correlation | 0.82 |
Very good predictability
Mfs Arkansas Municipal has very good predictability. Overlapping area represents the amount of predictability between Mfs Arkansas time series from 3rd of December 2025 to 18th of December 2025 and 18th of December 2025 to 2nd of January 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 Arkansas Municipal price movement. The serial correlation of 0.82 indicates that around 82.0% of current Mfs Arkansas price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.82 | |
| Spearman Rank Test | 0.96 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Mfs Arkansas Municipal lagged returns against current returns
Autocorrelation, which is Mfs Arkansas mutual fund'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 Arkansas' mutual fund expected returns. We can calculate the autocorrelation of Mfs Arkansas returns to help us make a trade decision. For example, suppose you find that Mfs Arkansas has exhibited high autocorrelation historically, and you observe that the mutual fund 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 Arkansas 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 Arkansas mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Mfs Arkansas mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Mfs Arkansas mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Mfs Arkansas Lagged Returns
When evaluating Mfs Arkansas' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Mfs Arkansas mutual fund have on its future price. Mfs Arkansas 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 Arkansas autocorrelation shows the relationship between Mfs Arkansas mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Mfs Arkansas Municipal.
Regressed Prices |
| Timeline |
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Other Information on Investing in Mfs Mutual Fund
Mfs Arkansas 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 Arkansas security.
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