Mfs Strategic Income Fund Market Value
| MFIOX Fund | USD 5.99 0.01 0.17% |
| Symbol | Mfs |
Mfs Strategic '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 Strategic'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 Strategic.
| 11/24/2025 |
| 12/24/2025 |
If you would invest 0.00 in Mfs Strategic on November 24, 2025 and sell it all today you would earn a total of 0.00 from holding Mfs Strategic Income or generate 0.0% return on investment in Mfs Strategic over 30 days. Mfs Strategic is related to or competes with Nuveen Global, Templeton Emerging, Nuveen Core, Doubleline Opportunistic, Allspring Multi, Eaton Vance, and Saba Capital. MFS normally invests the funds assets primarily in a broad range of debt instruments issued by U.S More
Mfs Strategic 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 Strategic'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 Strategic Income upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.2301 | |||
| Information Ratio | (0.29) | |||
| Maximum Drawdown | 0.837 | |||
| Value At Risk | (0.33) | |||
| Potential Upside | 0.3361 |
Mfs Strategic Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Mfs Strategic's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Mfs Strategic's standard deviation. In reality, there are many statistical measures that can use Mfs Strategic historical prices to predict the future Mfs Strategic's volatility.| Risk Adjusted Performance | 0.0207 | |||
| Jensen Alpha | (0) | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | (0.24) | |||
| Treynor Ratio | 0.0418 |
Mfs Strategic Income Backtested Returns
At this stage we consider Mfs Mutual Fund to be very steady. Mfs Strategic Income has Sharpe Ratio of 0.1, which conveys that the entity had a 0.1 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Mfs Strategic, which you can use to evaluate the volatility of the fund. Please verify Mfs Strategic's Mean Deviation of 0.148, risk adjusted performance of 0.0207, and Downside Deviation of 0.2301 to check out if the risk estimate we provide is consistent with the expected return of 0.0185%. The fund secures a Beta (Market Risk) of 0.0688, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Mfs Strategic's returns are expected to increase less than the market. However, during the bear market, the loss of holding Mfs Strategic is expected to be smaller as well.
Auto-correlation | 0.12 |
Insignificant predictability
Mfs Strategic Income has insignificant predictability. Overlapping area represents the amount of predictability between Mfs Strategic time series from 24th of November 2025 to 9th of December 2025 and 9th of December 2025 to 24th of December 2025. 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 Strategic Income price movement. The serial correlation of 0.12 indicates that less than 12.0% of current Mfs Strategic price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.12 | |
| Spearman Rank Test | -0.1 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Mfs Strategic Income lagged returns against current returns
Autocorrelation, which is Mfs Strategic 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 Strategic's mutual fund expected returns. We can calculate the autocorrelation of Mfs Strategic returns to help us make a trade decision. For example, suppose you find that Mfs Strategic 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 Strategic 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 Strategic mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Mfs Strategic 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 Strategic mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Mfs Strategic Lagged Returns
When evaluating Mfs Strategic's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Mfs Strategic mutual fund have on its future price. Mfs Strategic 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 Strategic autocorrelation shows the relationship between Mfs Strategic mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Mfs Strategic Income.
Regressed Prices |
| Timeline |
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 Strategic 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 Strategic security.
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