Mfs Low Volatility Fund Market Value
| MLVMX Fund | USD 18.20 0.17 0.93% |
| Symbol | Mfs |
Mfs Low '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 Low'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 Low.
| 11/15/2025 |
| 02/13/2026 |
If you would invest 0.00 in Mfs Low on November 15, 2025 and sell it all today you would earn a total of 0.00 from holding Mfs Low Volatility or generate 0.0% return on investment in Mfs Low over 90 days. Mfs Low is related to or competes with Mfs Lifetime, Mfs Lifetime, Mfs Lifetime, Mfs Lifetime, Mfs Lifetime, Mfs Lifetime, and Mfs Lifetime. The fund normally invests at least 80 percent of its net assets in equity securities More
Mfs Low 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 Low'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 Low Volatility upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.5792 | |||
| Information Ratio | 0.1222 | |||
| Maximum Drawdown | 19.0 | |||
| Value At Risk | (0.81) | |||
| Potential Upside | 1.27 |
Mfs Low Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Mfs Low's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Mfs Low's standard deviation. In reality, there are many statistical measures that can use Mfs Low historical prices to predict the future Mfs Low's volatility.| Risk Adjusted Performance | 0.1346 | |||
| Jensen Alpha | 0.3643 | |||
| Total Risk Alpha | 0.1504 | |||
| Sortino Ratio | 0.4787 | |||
| Treynor Ratio | (1.51) |
Mfs Low February 13, 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 | 0.1346 | |||
| Market Risk Adjusted Performance | (1.50) | |||
| Mean Deviation | 0.75 | |||
| Downside Deviation | 0.5792 | |||
| Coefficient Of Variation | 633.57 | |||
| Standard Deviation | 2.27 | |||
| Variance | 5.14 | |||
| Information Ratio | 0.1222 | |||
| Jensen Alpha | 0.3643 | |||
| Total Risk Alpha | 0.1504 | |||
| Sortino Ratio | 0.4787 | |||
| Treynor Ratio | (1.51) | |||
| Maximum Drawdown | 19.0 | |||
| Value At Risk | (0.81) | |||
| Potential Upside | 1.27 | |||
| Downside Variance | 0.3355 | |||
| Semi Variance | (0.18) | |||
| Expected Short fall | (0.96) | |||
| Skewness | 7.37 | |||
| Kurtosis | 57.8 |
Mfs Low Volatility Backtested Returns
Mfs Low appears to be not too volatile, given 3 months investment horizon. Mfs Low Volatility has Sharpe Ratio of 0.16, which conveys that the entity had a 0.16 % return per unit of risk over the last 3 months. We have found twenty-five technical indicators for Mfs Low, which you can use to evaluate the volatility of the fund. Please exercise Mfs Low's Risk Adjusted Performance of 0.1346, mean deviation of 0.75, and Coefficient Of Variation of 633.57 to check out if our risk estimates are consistent with your expectations. The fund secures a Beta (Market Risk) of -0.23, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Mfs Low are expected to decrease at a much lower rate. During the bear market, Mfs Low is likely to outperform the market.
Auto-correlation | 0.79 |
Good predictability
Mfs Low Volatility has good predictability. Overlapping area represents the amount of predictability between Mfs Low time series from 15th of November 2025 to 30th of December 2025 and 30th of December 2025 to 13th of February 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 Low Volatility price movement. The serial correlation of 0.79 indicates that around 79.0% of current Mfs Low price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.79 | |
| Spearman Rank Test | 0.79 | |
| Residual Average | 0.0 | |
| Price Variance | 0.04 |
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 Low 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 Low security.
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| Fundamental Analysis View fundamental data based on most recent published financial statements |