Mfs Active Value Etf Performance
| MFSV Etf | 24.74 0.49 1.94% |
The etf secures a Beta (Market Risk) of -0.0312, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning MFS Active are expected to decrease at a much lower rate. During the bear market, MFS Active is likely to outperform the market.
Risk-Adjusted Performance
OK
Weak | Strong |
Compared to the overall equity markets, risk-adjusted returns on investments in MFS Active Value are ranked lower than 10 (%) of all global equities and portfolios over the last 90 days. In spite of fairly weak basic indicators, MFS Active showed solid returns over the last few months and may actually be approaching a breakup point. ...more
MFS |
MFS Active Relative Risk vs. Return Landscape
If you would invest 0.00 in MFS Active Value on December 4, 2024 and sell it today you would earn a total of 2,536 from holding MFS Active Value or generate 9.223372036854776E16% return on investment over 90 days. MFS Active Value is currently generating 16.9832% in daily expected returns and assumes 130.1862% risk (volatility on return distribution) over the 90 days horizon. In different words, most equities are less risky than MFS, and most 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 Value, 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 = 0.1305
| Best Portfolio | Best Equity | MFSV | ||
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns |
Estimated Market Risk
| 130.19 actual daily | 96 96% of assets are less volatile |
Expected Return
| 5.01 actual daily | 96 96% of assets have lower returns |
Risk-Adjusted Return
| 0.13 actual daily | 10 90% of assets perform better |
Based on monthly moving average MFS Active is performing at about 10% of its full potential. 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 it to a well-diversified portfolio.
About MFS Active Performance
Evaluating MFS Active's performance through its fundamental ratios, provides valuable insights into its operational efficiency and profitability. For instance, if MFS Active has a high ROA and ROE, it suggests that the company is efficiently using its assets and equity to generate substantial profits, making it an attractive investment. Conversely, if MFS Active has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements. Please also refer to our technical analysis and fundamental analysis pages.
MFS Active is entity of United States. It is traded as Etf on NYSE exchange.| MFS Active Value is way too risky over 90 days horizon | |
| MFS Active Value appears to be risky and price may revert if volatility continues |
Check out Correlation Analysis to better understand how to build diversified portfolios, which includes a position in MFS Active Value. 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 Money Managers module to screen money managers from public funds and ETFs managed around the world.
The market value of MFS Active Value 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.