Mfs Moderate Allocation Fund Market Value
| MMACX Fund | USD 19.52 0.01 0.05% |
| 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.
| 12/31/2024 |
| 12/26/2025 |
If you would invest 0.00 in Mfs Moderate on December 31, 2024 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 360 days. Mfs Moderate is related to or competes with Mfs Growth, Tiaa Cref, Gabelli Equity, Putnam Multi, American Funds, Real Estate, and Hartford Schroders. The investment seeks a high level of total return consistent with a moderate level of risk relative to the other MFS Ass... 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 | 6.87 | |||
| Value At Risk | (0.73) | |||
| Potential Upside | 0.6326 |
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 | (0.06) | |||
| Jensen Alpha | (0.08) | |||
| Total Risk Alpha | (0.17) | |||
| Treynor Ratio | 2.68 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Mfs Moderate'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 Moderate Allocation Backtested Returns
Mfs Moderate Allocation has Sharpe Ratio of -0.0804, which conveys that the entity had a -0.0804 % 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 Standard Deviation of 0.8706, mean deviation of 0.4333, and Risk Adjusted Performance of (0.06) to check out the risk estimate we provide. The fund secures a Beta (Market Risk) of -0.0301, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Mfs Moderate are expected to decrease at a much lower rate. During the bear market, Mfs Moderate is likely to outperform the market.
Auto-correlation | 0.09 |
Virtually no predictability
Mfs Moderate Allocation has virtually no predictability. Overlapping area represents the amount of predictability between Mfs Moderate time series from 31st of December 2024 to 29th of June 2025 and 29th of June 2025 to 26th of December 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 0.09 indicates that less than 9.0% of current Mfs Moderate price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.09 | |
| Spearman Rank Test | 0.39 | |
| Residual Average | 0.0 | |
| Price Variance | 0.07 |
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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