Mfs Charter Income Stock Alpha and Beta Analysis
| MCR Stock | USD 6.24 0.04 0.65% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as MFS Charter Income. It also helps investors analyze the systematic and unsystematic risks associated with investing in MFS Charter over a specified time horizon. Remember, high MFS Charter's alpha is almost always a sign of good performance; however, a high beta will depend on investors' risk tolerance level and may signal increased volatility and potential future overvaluation. Key technical indicators related to MFS Charter's market risk premium analysis include:
Beta 0.2 | Alpha (0.04) | Risk 0.43 | Sharpe Ratio (0.01) | Expected Return (0) |
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Alpha is a measure of relative performance on a risk-adjusted basis, while beta measures volatility against the benchmark. The goal is to know if an investor is being compensated for the volatility risk taken. The return on investment might be better than its reference but still not compensate for the assumption of the risk.
MFS |
MFS Charter Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. MFS Charter market risk premium is the additional return an investor will receive from holding MFS Charter long position in a well-diversified portfolio. The market premium is part of the Capital Asset Pricing Model (CAPM), which most analysts and investors use to calculate the acceptable rate of return on investment in MFS Charter. At the center of the CAPM is the concept of risk and reward, which is usually communicated by investors using alpha and beta measures. Alpha and beta are two of the key measurements used to evaluate MFS Charter's performance over market.| α | -0.04 | β | 0.20 |
MFS Charter expected buy-and-hold returns
Although buy-and-hold investment strategy may not appeal to all investors, it may be used as a good measure of MFS Charter's Buy-and-hold return. Our buy-and-hold chart shows how MFS Charter performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.MFS Charter Market Price Analysis
Market price analysis indicators help investors to evaluate how MFS Charter stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading MFS Charter shares will generate the highest return on investment. By understating and applying MFS Charter stock market price indicators, traders can identify MFS Charter position entry and exit signals to maximize returns.
MFS Charter Return and Market Media
The median price of MFS Charter for the period between Sat, Aug 24, 2024 and Fri, Nov 22, 2024 is 6.3 with a coefficient of variation of 1.18. The daily time series for the period is distributed with a sample standard deviation of 0.07, arithmetic mean of 6.31, and mean deviation of 0.06. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
| MFS Charter dividend paid on 30th of August 2024 | 08/30/2024 |
1 | Pivots Trading Plans and Risk Controls - Stock Traders Daily | 09/05/2024 |
2 | Insider Trading | 09/06/2024 |
3 | Peritus High Yield ETF Stock Crosses Below 200-Day Moving Average of 25.49 - Defense World | 09/25/2024 |
| MFS Charter dividend paid on 30th of September 2024 | 09/30/2024 |
| MFS Charter dividend paid on 31st of October 2024 | 10/31/2024 |
4 | Long Term Investment Analysis - Stock Traders Daily | 11/13/2024 |
About MFS Charter Beta and Alpha
For many years both, Alpha and Beta indicators are used by professional money managers as critical performance measurement tools across virtually all financial instruments including MFS or other stocks. Alpha measures the amount that position in MFS Charter Income has returned in comparison to a selected market index or another relevant benchmark. In other words, Alpha is the excess return on an investment relative to the performance of your selected benchmark. Beta, on the other hand, measures the relative risk of your investment.
| 2021 | 2023 | 2024 (projected) | PTB Ratio | 1.0 | 0.82 | 0.74 | Dividend Yield | 0.0867 | 0.0814 | 0.067 |
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards MFS Charter in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, MFS Charter's short interest history, or implied volatility extrapolated from MFS Charter options trading.
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Additional Tools for MFS Stock Analysis
When running MFS Charter's price analysis, check to measure MFS Charter's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy MFS Charter is operating at the current time. Most of MFS Charter's value examination focuses on studying past and present price action to predict the probability of MFS Charter's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move MFS Charter's price. Additionally, you may evaluate how the addition of MFS Charter to your portfolios can decrease your overall portfolio volatility.