Mfs Active Exchange Etf Market Value
| MMID Etf | 26.20 0.10 0.38% |
| Symbol | MFS |
MFS Active Exchange's market price often diverges from its book value, the accounting figure shown on MFS's balance sheet. Smart investors calculate MFS Active's intrinsic value - its true economic worth - which may differ significantly from both market price and book value. Seasoned market participants apply comprehensive analytical frameworks to derive fundamental worth and identify mispriced opportunities. Since MFS Active's trading price responds to investor sentiment, macroeconomic conditions, and market psychology, it can swing far from fundamental 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. However, MFS Active's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
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.
| 11/11/2025 |
| 02/09/2026 |
If you would invest 0.00 in MFS Active on November 11, 2025 and sell it all today you would earn a total of 0.00 from holding MFS Active Exchange or generate 0.0% return on investment in MFS Active over 90 days. MFS Active is related to or competes with JPMorgan Fundamental, Vanguard Mid, SPDR SP, SPDR SP, DBX ETF, Harbor ETF, and Harbor 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 Exchange upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.7046 | |||
| Information Ratio | 0.0283 | |||
| Maximum Drawdown | 4.38 | |||
| Value At Risk | (1.09) | |||
| Potential Upside | 1.56 |
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 | 0.112 | |||
| Jensen Alpha | 0.0395 | |||
| Total Risk Alpha | 0.0225 | |||
| Sortino Ratio | 0.0325 | |||
| Treynor Ratio | 0.1295 |
MFS Active February 9, 2026 Technical Indicators
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| Math Transform | ||
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| Price Transform | ||
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| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.112 | |||
| Market Risk Adjusted Performance | 0.1395 | |||
| Mean Deviation | 0.5974 | |||
| Semi Deviation | 0.5663 | |||
| Downside Deviation | 0.7046 | |||
| Coefficient Of Variation | 719.77 | |||
| Standard Deviation | 0.8101 | |||
| Variance | 0.6563 | |||
| Information Ratio | 0.0283 | |||
| Jensen Alpha | 0.0395 | |||
| Total Risk Alpha | 0.0225 | |||
| Sortino Ratio | 0.0325 | |||
| Treynor Ratio | 0.1295 | |||
| Maximum Drawdown | 4.38 | |||
| Value At Risk | (1.09) | |||
| Potential Upside | 1.56 | |||
| Downside Variance | 0.4965 | |||
| Semi Variance | 0.3208 | |||
| Expected Short fall | (0.69) | |||
| Skewness | 0.4589 | |||
| Kurtosis | 0.9222 |
MFS Active Exchange Backtested Returns
At this point, MFS Active is very steady. MFS Active Exchange has Sharpe Ratio of 0.12, which conveys that the entity had a 0.12 % return per unit of standard deviation over the last 3 months. We have found twenty-six technical indicators for MFS Active, which you can use to evaluate the volatility of the etf. Please verify MFS Active's Mean Deviation of 0.5974, risk adjusted performance of 0.112, and Market Risk Adjusted Performance of 0.1395 to check out if the risk estimate we provide is consistent with the expected return of 0.1%. The etf secures a Beta (Market Risk) of 0.79, 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 | 0.60 |
Good predictability
MFS Active Exchange has good predictability. Overlapping area represents the amount of predictability between MFS Active time series from 11th of November 2025 to 26th of December 2025 and 26th of December 2025 to 9th 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 Active Exchange price movement. The serial correlation of 0.6 indicates that roughly 60.0% of current MFS Active price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.6 | |
| Spearman Rank Test | 0.54 | |
| Residual Average | 0.0 | |
| Price Variance | 0.1 |
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.When determining whether MFS Active Exchange is a strong investment it is important to analyze MFS Active's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact MFS Active's future performance. For an informed investment choice regarding MFS Etf, refer to the following important reports:Check out MFS Active Correlation, MFS Active Volatility and MFS Active Performance module to complement your research on MFS Active. You can also try the Alpha Finder module to use alpha and beta coefficients to find investment opportunities after accounting for the risk.
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.