Mfs Active Value Etf Technical Analysis
| MFSV Etf | 27.28 0.05 0.18% |
As of the 28th of January, MFS Active secures the Market Risk Adjusted Performance of 0.102, risk adjusted performance of 0.0858, and Mean Deviation of 0.5232. In respect to fundamental indicators, the technical analysis model lets you check practical technical drivers of MFS Active Value, as well as the relationship between them. Please verify MFS Active Value information ratio and downside variance to decide if MFS Active Value is priced more or less accurately, providing market reflects its recent price of 27.28 per share.
MFS Active 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 Active's Momentum analyses are specifically helpful, as they help investors time the market using mark points where the market can reverse. The reversal spots are usually identified through divergence between price movement and momentum.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.
MFS Active '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 Active's etf 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 Active.
| 10/30/2025 |
| 01/28/2026 |
If you would invest 0.00 in MFS Active on October 30, 2025 and sell it all today you would earn a total of 0.00 from holding MFS Active Value or generate 0.0% return on investment in MFS Active over 90 days. MFS Active is related to or competes with FT Vest, Northern Lights, Diamond Hill, Dimensional International, Tidal Trust, First Trust, and ProShares Trust. MFS Active is entity of United States. It is traded as Etf on NYSE exchange. More
MFS Active 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 Active's etf 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 Active Value upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.7121 | |||
| Information Ratio | (0.000083) | |||
| Maximum Drawdown | 3.11 | |||
| Value At Risk | (0.99) | |||
| Potential Upside | 1.19 |
MFS Active Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for MFS Active's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as MFS Active's standard deviation. In reality, there are many statistical measures that can use MFS Active historical prices to predict the future MFS Active's volatility.| Risk Adjusted Performance | 0.0858 | |||
| Jensen Alpha | 0.0171 | |||
| Total Risk Alpha | 0.006 | |||
| Sortino Ratio | (0.000078) | |||
| Treynor Ratio | 0.092 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of MFS Active's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
MFS Active January 28, 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 | 0.0858 | |||
| Market Risk Adjusted Performance | 0.102 | |||
| Mean Deviation | 0.5232 | |||
| Semi Deviation | 0.5541 | |||
| Downside Deviation | 0.7121 | |||
| Coefficient Of Variation | 848.25 | |||
| Standard Deviation | 0.6714 | |||
| Variance | 0.4508 | |||
| Information Ratio | (0.000083) | |||
| Jensen Alpha | 0.0171 | |||
| Total Risk Alpha | 0.006 | |||
| Sortino Ratio | (0.000078) | |||
| Treynor Ratio | 0.092 | |||
| Maximum Drawdown | 3.11 | |||
| Value At Risk | (0.99) | |||
| Potential Upside | 1.19 | |||
| Downside Variance | 0.5072 | |||
| Semi Variance | 0.307 | |||
| Expected Short fall | (0.57) | |||
| Skewness | (0.34) | |||
| Kurtosis | 0.0746 |
MFS Active Value Backtested Returns
At this stage we consider MFS Etf to be very steady. MFS Active Value has Sharpe Ratio of 0.16, which conveys that the entity had a 0.16 % return per unit of standard deviation over the last 3 months. We have found twenty-nine technical indicators for MFS Active, which you can use to evaluate the volatility of the etf. Please verify MFS Active's Market Risk Adjusted Performance of 0.102, mean deviation of 0.5232, and Risk Adjusted Performance of 0.0858 to check out if the risk estimate we provide is consistent with the expected return of 0.11%. The etf secures a Beta (Market Risk) of 0.75, 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.
Auto-correlation | 0.57 |
Modest predictability
MFS Active Value has modest predictability. Overlapping area represents the amount of predictability between MFS Active time series from 30th of October 2025 to 14th of December 2025 and 14th of December 2025 to 28th of January 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 Active Value price movement. The serial correlation of 0.57 indicates that roughly 57.0% of current MFS Active price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.57 | |
| Spearman Rank Test | 0.7 | |
| Residual Average | 0.0 | |
| Price Variance | 0.12 |
MFS Active technical etf 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, etf market cycles, or different charting patterns.
MFS Active Value Technical Analysis
The output start index for this execution was twenty-four with a total number of output elements of thirty-seven. The Normalized Average True Range is used to analyze tradable apportunities for MFS Active Value across different markets.
About MFS Active 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 Active Value 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 Active Value based on its technical analysis. In general, a bottom-up approach, as applied to this etf, focuses on MFS Active Value price pattern first instead of the macroeconomic environment surrounding MFS Active Value. By analyzing MFS Active'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 Active'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 Active specific price patterns or momentum indicators. Please read more on our technical analysis page.
MFS Active January 28, 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 | 0.0858 | |||
| Market Risk Adjusted Performance | 0.102 | |||
| Mean Deviation | 0.5232 | |||
| Semi Deviation | 0.5541 | |||
| Downside Deviation | 0.7121 | |||
| Coefficient Of Variation | 848.25 | |||
| Standard Deviation | 0.6714 | |||
| Variance | 0.4508 | |||
| Information Ratio | (0.000083) | |||
| Jensen Alpha | 0.0171 | |||
| Total Risk Alpha | 0.006 | |||
| Sortino Ratio | (0.000078) | |||
| Treynor Ratio | 0.092 | |||
| Maximum Drawdown | 3.11 | |||
| Value At Risk | (0.99) | |||
| Potential Upside | 1.19 | |||
| Downside Variance | 0.5072 | |||
| Semi Variance | 0.307 | |||
| Expected Short fall | (0.57) | |||
| Skewness | (0.34) | |||
| Kurtosis | 0.0746 |
MFS Active January 28, 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 | 613.20 | ||
| Daily Balance Of Power | (0.42) | ||
| Rate Of Daily Change | 1.00 | ||
| Day Median Price | 27.25 | ||
| Day Typical Price | 27.26 | ||
| Price Action Indicator | 0.01 |
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 population. You can also try the Portfolio Rebalancing module to analyze risk-adjusted returns against different time horizons to find asset-allocation targets.
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.