Mfs Active Intermediate Etf Performance
| MFSM Etf | 24.16 0.04 0.17% |
The etf secures a Beta (Market Risk) of 0.0235, which conveys not very significant fluctuations relative to the market. 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.
Risk-Adjusted Performance
Very Weak
Weak | Strong |
Over the last 90 days MFS Active Intermediate has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of very healthy basic indicators, MFS Active is not utilizing all of its potentials. The latest stock price disarray, may contribute to short-term losses for the investors. ...more
MFS Active Relative Risk vs. Return Landscape
If you would invest 2,437 in MFS Active Intermediate on January 16, 2025 and sell it today you would lose (21.00) from holding MFS Active Intermediate or give up 0.86% of portfolio value over 90 days. MFS Active Intermediate is currently does not generate positive expected returns and assumes 0.3571% risk (volatility on return distribution) over the 90 days horizon. In different words, 3% of etfs are less volatile than MFS, and 99% of all traded equity instruments are projected to make higher returns than the company over the 90 days investment horizon. Expected Return |
| Risk |
MFS Active Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for MFS Active's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as MFS Active Intermediate, and traders can use it to determine the average amount a MFS Active's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = -0.0367
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | MFSM |
Estimated Market Risk
| 0.36 actual daily | 3 97% of assets are more volatile |
Expected Return
| -0.01 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.04 actual daily | 0 Most of other assets perform better |
Based on monthly moving average MFS Active is not performing at its full potential. However, if added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of MFS Active by adding MFS Active to a well-diversified portfolio.
About MFS Active Performance
By examining MFS Active's fundamental ratios, stakeholders can obtain critical insights into MFS Active's financial health, operational efficiency, and overall profitability. These insights assist in making well-informed investment and management decisions. For example, a high Return on Assets and Return on Equity would indicate that MFS Active is effectively utilizing its assets and equity to generate significant profits, enhancing its appeal to investors. On the other hand, low ROA and ROE values could reveal issues in asset and equity management, highlighting the need for operational improvements.
| MFS Active generated a negative expected return over the last 90 days |
Check out Correlation Analysis to better understand how to build diversified portfolios, which includes a position in MFS Active Intermediate. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in state. You can also try the Idea Optimizer module to use advanced portfolio builder with pre-computed micro ideas to build optimal portfolio .
The market value of MFS Active Intermediate is measured differently than its book value, which is the value of MFS that is recorded on the company's balance sheet. Investors also form their own opinion of MFS Active's value that differs from its market value or its book value, called intrinsic value, which is MFS Active's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because MFS Active's market value can be influenced by many factors that don't directly affect MFS Active's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between MFS Active's value and its price as these two are different measures arrived at by different means. Investors typically determine if MFS Active is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. 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.