Massachusetts Investors Trust Fund Market Value
| MITIX Fund | USD 34.01 0.04 0.12% |
| Symbol | Massachusetts |
Massachusetts Investors '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 Massachusetts Investors' 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 Massachusetts Investors.
| 10/26/2025 |
| 01/24/2026 |
If you would invest 0.00 in Massachusetts Investors on October 26, 2025 and sell it all today you would earn a total of 0.00 from holding Massachusetts Investors Trust or generate 0.0% return on investment in Massachusetts Investors over 90 days. Massachusetts Investors is related to or competes with Artisan Small, Franklin Small, Gmo Small, Siit Small, Eagle Small, Harbor Small, and Qs Us. The fund normally invests the funds assets primarily in equity securities More
Massachusetts Investors 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 Massachusetts Investors' 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 Massachusetts Investors Trust upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8171 | |||
| Information Ratio | 0.0987 | |||
| Maximum Drawdown | 17.4 | |||
| Value At Risk | (0.99) | |||
| Potential Upside | 1.11 |
Massachusetts Investors Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Massachusetts Investors' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Massachusetts Investors' standard deviation. In reality, there are many statistical measures that can use Massachusetts Investors historical prices to predict the future Massachusetts Investors' volatility.| Risk Adjusted Performance | 0.107 | |||
| Jensen Alpha | 0.2118 | |||
| Total Risk Alpha | 0.0791 | |||
| Sortino Ratio | 0.2438 | |||
| Treynor Ratio | 0.3277 |
Massachusetts Investors January 24, 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 | 0.107 | |||
| Market Risk Adjusted Performance | 0.3377 | |||
| Mean Deviation | 0.7719 | |||
| Semi Deviation | 0.3771 | |||
| Downside Deviation | 0.8171 | |||
| Coefficient Of Variation | 727.21 | |||
| Standard Deviation | 2.02 | |||
| Variance | 4.07 | |||
| Information Ratio | 0.0987 | |||
| Jensen Alpha | 0.2118 | |||
| Total Risk Alpha | 0.0791 | |||
| Sortino Ratio | 0.2438 | |||
| Treynor Ratio | 0.3277 | |||
| Maximum Drawdown | 17.4 | |||
| Value At Risk | (0.99) | |||
| Potential Upside | 1.11 | |||
| Downside Variance | 0.6677 | |||
| Semi Variance | 0.1422 | |||
| Expected Short fall | (0.93) | |||
| Skewness | 6.7 | |||
| Kurtosis | 51.08 |
Massachusetts Investors Backtested Returns
Massachusetts Investors appears to be very steady, given 3 months investment horizon. Massachusetts Investors has Sharpe Ratio of 0.13, which conveys that the entity had a 0.13 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Massachusetts Investors, which you can use to evaluate the volatility of the fund. Please exercise Massachusetts Investors' Risk Adjusted Performance of 0.107, downside deviation of 0.8171, and Mean Deviation of 0.7719 to check out if our risk estimates are consistent with your expectations. The fund secures a Beta (Market Risk) of 0.82, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Massachusetts Investors' returns are expected to increase less than the market. However, during the bear market, the loss of holding Massachusetts Investors is expected to be smaller as well.
Auto-correlation | -0.44 |
Modest reverse predictability
Massachusetts Investors Trust has modest reverse predictability. Overlapping area represents the amount of predictability between Massachusetts Investors time series from 26th of October 2025 to 10th of December 2025 and 10th of December 2025 to 24th 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 Massachusetts Investors price movement. The serial correlation of -0.44 indicates that just about 44.0% of current Massachusetts Investors price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.44 | |
| Spearman Rank Test | -0.05 | |
| Residual Average | 0.0 | |
| Price Variance | 3.86 |
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 Massachusetts Mutual Fund
Massachusetts Investors financial ratios help investors to determine whether Massachusetts 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 Massachusetts with respect to the benefits of owning Massachusetts Investors security.
| Stock Screener Find equities using a custom stock filter or screen asymmetry in trading patterns, price, volume, or investment outlook. | |
| Positions Ratings Determine portfolio positions ratings based on digital equity recommendations. Macroaxis instant position ratings are based on combination of fundamental analysis and risk-adjusted market performance | |
| Price Exposure Probability Analyze equity upside and downside potential for a given time horizon across multiple markets | |
| Analyst Advice Analyst recommendations and target price estimates broken down by several categories |