Mfs Moderate Allocation Fund Market Value
| MMABX Fund | USD 19.47 0.06 0.31% |
| Symbol | Mfs |
Mfs Moderate '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 Moderate'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 Moderate.
| 01/02/2025 |
| 02/01/2025 |
If you would invest 0.00 in Mfs Moderate on January 2, 2025 and sell it all today you would earn a total of 0.00 from holding Mfs Moderate Allocation or generate 0.0% return on investment in Mfs Moderate over 30 days. Mfs Moderate is related to or competes with Mfs Prudent, Mfs Prudent, Mfs Prudent, Mfs Prudent, Mfs Prudent, Mfs Prudent, and Mfs Lifetime. The fund is designed to provide diversification among different asset classes by investing its assets in other mutual fu... More
Mfs Moderate 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 Moderate'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 Moderate Allocation upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.17) | |||
| Maximum Drawdown | 4.86 | |||
| Value At Risk | (0.90) | |||
| Potential Upside | 0.6494 |
Mfs Moderate Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Mfs Moderate's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Mfs Moderate's standard deviation. In reality, there are many statistical measures that can use Mfs Moderate historical prices to predict the future Mfs Moderate's volatility.| Risk Adjusted Performance | (0.05) | |||
| Jensen Alpha | (0.07) | |||
| Total Risk Alpha | (0.11) | |||
| Treynor Ratio | (0.20) |
Mfs Moderate Allocation Backtested Returns
Mfs Moderate Allocation has Sharpe Ratio of -0.0458, which conveys that the entity had a -0.0458 % return per unit of risk over the last 3 months. Mfs Moderate exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Mfs Moderate's Mean Deviation of 0.3941, risk adjusted performance of (0.05), and Standard Deviation of 0.6907 to check out the risk estimate we provide. The fund secures a Beta (Market Risk) of 0.24, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Mfs Moderate's returns are expected to increase less than the market. However, during the bear market, the loss of holding Mfs Moderate is expected to be smaller as well.
Auto-correlation | 0.37 |
Below average predictability
Mfs Moderate Allocation has below average predictability. Overlapping area represents the amount of predictability between Mfs Moderate time series from 2nd of January 2025 to 17th of January 2025 and 17th of January 2025 to 1st of February 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 Moderate Allocation price movement. The serial correlation of 0.37 indicates that just about 37.0% of current Mfs Moderate price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.37 | |
| Spearman Rank Test | 0.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Mfs Moderate Allocation lagged returns against current returns
Autocorrelation, which is Mfs Moderate 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 Moderate's mutual fund expected returns. We can calculate the autocorrelation of Mfs Moderate returns to help us make a trade decision. For example, suppose you find that Mfs Moderate 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 Moderate 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 Moderate mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Mfs Moderate 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 Moderate mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Mfs Moderate Lagged Returns
When evaluating Mfs Moderate's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Mfs Moderate mutual fund have on its future price. Mfs Moderate 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 Moderate autocorrelation shows the relationship between Mfs Moderate mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Mfs Moderate Allocation.
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 Moderate 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 Moderate security.
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