Mfs Commodity Strategy Fund Technical Analysis
| MCSHX Fund | USD 4.02 0.04 1.01% |
As of the 2nd of March, Mfs Commodity secures the Risk Adjusted Performance of 0.1427, mean deviation of 0.9701, and Downside Deviation of 1.74. In connection with fundamental indicators, the technical analysis model lets you check existing technical drivers of Mfs Commodity Strategy, as well as the relationship between them.
Mfs Commodity Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as Mfs, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to MfsMfs |
Mfs Commodity '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 Commodity's mutual fund 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 Commodity.
| 12/02/2025 |
| 03/02/2026 |
If you would invest 0.00 in Mfs Commodity on December 2, 2025 and sell it all today you would earn a total of 0.00 from holding Mfs Commodity Strategy or generate 0.0% return on investment in Mfs Commodity over 90 days. Mfs Commodity is related to or competes with The Hartford, Ishares Municipal, Nuveen Minnesota, Bbh Intermediate, Gamco Global, and Pace Municipal. The fund seeks to achieve the funds objective by providing exposure to the commodities markets through investing in comm... More
Mfs Commodity 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 Commodity's mutual fund 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 Commodity Strategy upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.74 | |||
| Information Ratio | 0.1121 | |||
| Maximum Drawdown | 7.02 | |||
| Value At Risk | (2.17) | |||
| Potential Upside | 1.83 |
Mfs Commodity Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Mfs Commodity's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Mfs Commodity's standard deviation. In reality, there are many statistical measures that can use Mfs Commodity historical prices to predict the future Mfs Commodity's volatility.| Risk Adjusted Performance | 0.1427 | |||
| Jensen Alpha | 0.2088 | |||
| Total Risk Alpha | 0.0899 | |||
| Sortino Ratio | 0.0839 | |||
| Treynor Ratio | 1.05 |
Mfs Commodity March 2, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.1427 | |||
| Market Risk Adjusted Performance | 1.06 | |||
| Mean Deviation | 0.9701 | |||
| Semi Deviation | 1.4 | |||
| Downside Deviation | 1.74 | |||
| Coefficient Of Variation | 552.39 | |||
| Standard Deviation | 1.3 | |||
| Variance | 1.7 | |||
| Information Ratio | 0.1121 | |||
| Jensen Alpha | 0.2088 | |||
| Total Risk Alpha | 0.0899 | |||
| Sortino Ratio | 0.0839 | |||
| Treynor Ratio | 1.05 | |||
| Maximum Drawdown | 7.02 | |||
| Value At Risk | (2.17) | |||
| Potential Upside | 1.83 | |||
| Downside Variance | 3.03 | |||
| Semi Variance | 1.97 | |||
| Expected Short fall | (1.06) | |||
| Skewness | (1.21) | |||
| Kurtosis | 2.54 |
Mfs Commodity Strategy Backtested Returns
Mfs Commodity appears to be somewhat reliable, given 3 months investment horizon. Mfs Commodity Strategy has Sharpe Ratio of 0.16, which conveys that the entity had a 0.16 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Mfs Commodity, which you can use to evaluate the volatility of the fund. Please exercise Mfs Commodity's Mean Deviation of 0.9701, downside deviation of 1.74, and Risk Adjusted Performance of 0.1427 to check out if our risk estimates are consistent with your expectations. The fund secures a Beta (Market Risk) of 0.22, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Mfs Commodity's returns are expected to increase less than the market. However, during the bear market, the loss of holding Mfs Commodity is expected to be smaller as well.
Auto-correlation | 0.32 |
Below average predictability
Mfs Commodity Strategy has below average predictability. Overlapping area represents the amount of predictability between Mfs Commodity time series from 2nd of December 2025 to 16th of January 2026 and 16th of January 2026 to 2nd of March 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 Commodity Strategy price movement. The serial correlation of 0.32 indicates that nearly 32.0% of current Mfs Commodity price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.32 | |
| Spearman Rank Test | 0.25 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Mfs Commodity technical mutual fund 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, fund market cycles, or different charting patterns.
Mfs Commodity Strategy Technical Analysis
The output start index for this execution was two with a total number of output elements of fifty-nine. The Normalized Average True Range is used to analyze tradable apportunities for Mfs Commodity Strategy across different markets.
About Mfs Commodity Technical Analysis
The technical analysis module can be used to analyzes prices, returns, volume, basic money flow, and other market information and help investors to determine the real value of Mfs Commodity Strategy on a daily or weekly bases. We use both bottom-up as well as top-down valuation methodologies to arrive at the intrinsic value of Mfs Commodity Strategy based on its technical analysis. In general, a bottom-up approach, as applied to this mutual fund, focuses on Mfs Commodity Strategy price pattern first instead of the macroeconomic environment surrounding Mfs Commodity Strategy. By analyzing Mfs Commodity's financials, daily price indicators, and related drivers such as dividends, momentum ratios, and various types of growth rates, we attempt to find the most accurate representation of Mfs Commodity's intrinsic value. As compared to a bottom-up approach, our top-down model examines the macroeconomic factors that affect the industry/economy before zooming in to Mfs Commodity specific price patterns or momentum indicators. Please read more on our technical analysis page.
Mfs Commodity March 2, 2026 Technical Indicators
Most technical analysis of Mfs help investors determine whether a current trend will continue and, if not, when it will shift. We provide a combination of tools to recognize potential entry and exit points for Mfs from various momentum indicators to cycle indicators. When you analyze Mfs charts, please remember that the event formation may indicate an entry point for a short seller, and look at different other indicators across different periods to confirm that a breakdown or reversion is likely to occur.
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.1427 | |||
| Market Risk Adjusted Performance | 1.06 | |||
| Mean Deviation | 0.9701 | |||
| Semi Deviation | 1.4 | |||
| Downside Deviation | 1.74 | |||
| Coefficient Of Variation | 552.39 | |||
| Standard Deviation | 1.3 | |||
| Variance | 1.7 | |||
| Information Ratio | 0.1121 | |||
| Jensen Alpha | 0.2088 | |||
| Total Risk Alpha | 0.0899 | |||
| Sortino Ratio | 0.0839 | |||
| Treynor Ratio | 1.05 | |||
| Maximum Drawdown | 7.02 | |||
| Value At Risk | (2.17) | |||
| Potential Upside | 1.83 | |||
| Downside Variance | 3.03 | |||
| Semi Variance | 1.97 | |||
| Expected Short fall | (1.06) | |||
| Skewness | (1.21) | |||
| Kurtosis | 2.54 |
Mfs Commodity March 2, 2026 Daily Trend Indicators
Traders often use several different daily volumes and price technical indicators to supplement a more traditional technical analysis when analyzing securities such as Mfs stock. With literally thousands of different options, investors must choose the best indicators for them and familiarize themselves with how they work. We suggest combining traditional momentum indicators with more near-term forms of technical analysis such as Accumulation Distribution or Daily Balance Of Power. With their quantitative nature, daily value technical indicators can also be incorporated into your automated trading systems.
| Accumulation Distribution | 0.00 | ||
| Daily Balance Of Power | Huge | ||
| Rate Of Daily Change | 1.01 | ||
| Day Median Price | 4.02 | ||
| Day Typical Price | 4.02 | ||
| Price Action Indicator | 0.02 |
Other Information on Investing in Mfs Mutual Fund
Mfs Commodity financial ratios help investors to determine whether Mfs Mutual Fund 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 Commodity security.
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