Mfs Active Exchange Etf Performance

MFSV Etf   24.90  0.11  0.44%   
The etf secures a Beta (Market Risk) of 0.33, 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.

Risk-Adjusted Performance

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Compared to the overall equity markets, risk-adjusted returns on investments in MFS Active Exchange are ranked lower than 12 (%) of all global equities and portfolios over the last 90 days. In spite of fairly fragile basic indicators, MFS Active showed solid returns over the last few months and may actually be approaching a breakup point. ...more
  

MFS Active Relative Risk vs. Return Landscape

If you would invest  0.00  in MFS Active Exchange on November 2, 2024 and sell it today you would earn a total of  2,490  from holding MFS Active Exchange or generate 9.223372036854776E16% return on investment over 90 days. MFS Active Exchange is currently generating 26.3197% in daily expected returns and assumes 162.2226% 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.
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Given the investment horizon of 90 days MFS Active is expected to generate 190.38 times more return on investment than the market. However, the company is 190.38 times more volatile than its market benchmark. It trades about 0.16 of its potential returns per unit of risk. The Dow Jones Industrial is currently generating roughly 0.14 per unit of 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 Exchange, 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 = 0.1622

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Estimated Market Risk

 162.22
  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

 0.16
  actual daily
12
88% of assets perform better
Based on monthly moving average MFS Active is performing at about 12% 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 Exchange is way too risky over 90 days horizon
MFS Active Exchange appears to be risky and price may revert if volatility continues

Other Information on Investing in MFS Etf

MFS Active financial ratios help investors to determine whether MFS Etf 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 Active security.