Mfs Active Value Etf Market Value
| MFSV Etf | 27.28 0.05 0.18% |
| Symbol | MFS |
Investors evaluate MFS Active Value 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. Investment professionals apply varied valuation frameworks to compute inherent worth and acquire positions when market prices trade at discounts to calculated 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.
| 10/31/2025 |
| 01/29/2026 |
If you would invest 0.00 in MFS Active on October 31, 2025 and sell it all today you would earn a total of 0.00 from holding MFS Active Value or generate 0.0% return on investment in MFS Active over 90 days. MFS Active is related to or competes with FT Vest, Northern Lights, Diamond Hill, Dimensional International, JPMorgan Fundamental, Davis Select, and Dimensional ETF. 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 Value upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.7121 | |||
| Information Ratio | (0.0006) | |||
| Maximum Drawdown | 3.11 | |||
| Value At Risk | (0.99) | |||
| Potential Upside | 1.19 |
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 | 0.0807 | |||
| Jensen Alpha | 0.0157 | |||
| Total Risk Alpha | 0.0053 | |||
| Sortino Ratio | (0.0006) | |||
| Treynor Ratio | 0.0858 |
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 29, 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 | 0.0807 | |||
| Market Risk Adjusted Performance | 0.0958 | |||
| Mean Deviation | 0.5206 | |||
| Semi Deviation | 0.5685 | |||
| Downside Deviation | 0.7121 | |||
| Coefficient Of Variation | 900.76 | |||
| Standard Deviation | 0.6708 | |||
| Variance | 0.45 | |||
| Information Ratio | (0.0006) | |||
| Jensen Alpha | 0.0157 | |||
| Total Risk Alpha | 0.0053 | |||
| Sortino Ratio | (0.0006) | |||
| Treynor Ratio | 0.0858 | |||
| Maximum Drawdown | 3.11 | |||
| Value At Risk | (0.99) | |||
| Potential Upside | 1.19 | |||
| Downside Variance | 0.5072 | |||
| Semi Variance | 0.3232 | |||
| Expected Short fall | (0.58) | |||
| Skewness | (0.32) | |||
| Kurtosis | 0.0751 |
MFS Active Value Backtested Returns
At this stage we consider MFS Etf to be very steady. MFS Active Value has Sharpe Ratio of 0.16, which conveys that the entity had a 0.16 % 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 0.0958, risk adjusted performance of 0.0807, and Mean Deviation of 0.5206 to check out if the risk estimate we provide is consistent with the expected return of 0.11%. The etf secures a Beta (Market Risk) of 0.75, which conveys possible diversification benefits within a given portfolio. 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 | 0.63 |
Good predictability
MFS Active Value has good predictability. Overlapping area represents the amount of predictability between MFS Active time series from 31st of October 2025 to 15th of December 2025 and 15th of December 2025 to 29th 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 Value price movement. The serial correlation of 0.63 indicates that roughly 63.0% of current MFS Active price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.63 | |
| Spearman Rank Test | 0.65 | |
| Residual Average | 0.0 | |
| Price Variance | 0.12 |
Thematic Opportunities
Explore Investment Opportunities
Check out MFS Active Correlation, MFS Active Volatility and MFS Active Alpha and Beta module to complement your research on MFS Active. You can also try the USA ETFs module to find actively traded Exchange Traded Funds (ETF) in USA.
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.