Mfs Active Core Etf Market Value
| MFSB Etf | 25.19 0.12 0.47% |
| Symbol | MFS |
Investors evaluate MFS Active Core using market value (trading price) and book value (balance sheet equity), each telling a different story. Calculating MFS Active's intrinsic value—the estimated true worth—helps identify when the stock trades at a discount or premium to fair value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. External factors like market trends, sector rotation, and investor psychology can cause MFS Active's market price to deviate significantly from intrinsic value.
Understanding that MFS Active's value differs from its trading price is crucial, as each reflects different aspects of the company. Evaluating whether MFS Active represents a sound investment requires analyzing earnings trends, revenue growth, technical signals, industry dynamics, and expert forecasts. Conversely, MFS Active's market price signifies the transaction level at which participants voluntarily complete trades.
MFS Active '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 Active's etf 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 Active.
| 11/02/2025 |
| 01/31/2026 |
If you would invest 0.00 in MFS Active on November 2, 2025 and sell it all today you would earn a total of 0.00 from holding MFS Active Core or generate 0.0% return on investment in MFS Active over 90 days. MFS Active is related to or competes with Columbia Diversified, Doubleline Etf, Virtus Newfleet, Vident Core, Ocean Park, and Northern Lights. MFS Active is entity of United States. It is traded as Etf on NYSE exchange. More
MFS Active 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 Active's etf 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 Active Core upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.1876 | |||
| Information Ratio | (0.32) | |||
| Maximum Drawdown | 0.7542 | |||
| Value At Risk | (0.36) | |||
| Potential Upside | 0.2791 |
MFS Active Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for MFS Active's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as MFS Active's standard deviation. In reality, there are many statistical measures that can use MFS Active historical prices to predict the future MFS Active's volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | (0.30) | |||
| Treynor Ratio | (0.08) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of MFS Active'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 Active January 31, 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 | (0.01) | |||
| Market Risk Adjusted Performance | (0.07) | |||
| Mean Deviation | 0.1405 | |||
| Semi Deviation | 0.1598 | |||
| Downside Deviation | 0.1876 | |||
| Coefficient Of Variation | 4039.44 | |||
| Standard Deviation | 0.1759 | |||
| Variance | 0.0309 | |||
| Information Ratio | (0.32) | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | (0.30) | |||
| Treynor Ratio | (0.08) | |||
| Maximum Drawdown | 0.7542 | |||
| Value At Risk | (0.36) | |||
| Potential Upside | 0.2791 | |||
| Downside Variance | 0.0352 | |||
| Semi Variance | 0.0255 | |||
| Expected Short fall | (0.15) | |||
| Skewness | (0.19) | |||
| Kurtosis | (0.26) |
MFS Active Core Backtested Returns
At this point, MFS Active is very steady. MFS Active Core has Sharpe Ratio of 0.0549, which conveys that the entity had a 0.0549 % return per unit of standard deviation over the last 3 months. We have found twenty-nine technical indicators for MFS Active, which you can use to evaluate the volatility of the etf. Please verify MFS Active's Market Risk Adjusted Performance of (0.07), mean deviation of 0.1405, and Risk Adjusted Performance of (0.01) to check out if the risk estimate we provide is consistent with the expected return of 0.01%. The etf secures a Beta (Market Risk) of 0.0683, which conveys not very significant fluctuations relative to the market. As returns on the market increase, MFS Active's returns are expected to increase less than the market. However, during the bear market, the loss of holding MFS Active is expected to be smaller as well.
Auto-correlation | 0.38 |
Below average predictability
MFS Active Core has below average predictability. Overlapping area represents the amount of predictability between MFS Active time series from 2nd of November 2025 to 17th of December 2025 and 17th of December 2025 to 31st 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 Active Core price movement. The serial correlation of 0.38 indicates that just about 38.0% of current MFS Active price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.38 | |
| Spearman Rank Test | 0.16 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
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.When determining whether MFS Active Core offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of MFS Active'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 Active Core Etf. Outlined below are crucial reports that will aid in making a well-informed decision on Mfs Active Core Etf:Check out MFS Active Correlation, MFS Active Volatility and MFS Active Performance module to complement your research on MFS Active. You can also try the Premium Stories module to follow Macroaxis premium stories from verified contributors across different equity types, categories and coverage scope.
MFS Active technical etf 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, etf market cycles, or different charting patterns.