Mfs Low Volatility Fund Technical Analysis
In connection with fundamental indicators, the technical analysis model lets you check existing technical drivers of Mfs Low Volatility, as well as the relationship between them.
Mfs Low 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 Low '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 Low'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 Low.
| 10/31/2025 |
| 01/29/2026 |
If you would invest 0.00 in Mfs Low on October 31, 2025 and sell it all today you would earn a total of 0.00 from holding Mfs Low Volatility or generate 0.0% return on investment in Mfs Low over 90 days. Mfs Low is related to or competes with Hennessy Technology, Red Oak, Columbia Global, Franklin Biotechnology, Dreyfus Technology, Biotechnology Fund, and Pgim Jennison. The fund normally invests at least 80 percent of its net assets in equity securities More
Mfs Low 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 Low'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 Low Volatility upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.5825 | |||
| Information Ratio | 0.1227 | |||
| Maximum Drawdown | 18.96 | |||
| Value At Risk | (0.84) | |||
| Potential Upside | 1.23 |
Mfs Low Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Mfs Low's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Mfs Low's standard deviation. In reality, there are many statistical measures that can use Mfs Low historical prices to predict the future Mfs Low's volatility.| Risk Adjusted Performance | 0.1149 | |||
| Jensen Alpha | 0.2784 | |||
| Total Risk Alpha | 0.1733 | |||
| Sortino Ratio | 0.4942 | |||
| Treynor Ratio | 0.2865 |
Mfs Low January 29, 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 | 0.1149 | |||
| Market Risk Adjusted Performance | 0.2965 | |||
| Mean Deviation | 0.7761 | |||
| Downside Deviation | 0.5825 | |||
| Coefficient Of Variation | 672.08 | |||
| Standard Deviation | 2.35 | |||
| Variance | 5.51 | |||
| Information Ratio | 0.1227 | |||
| Jensen Alpha | 0.2784 | |||
| Total Risk Alpha | 0.1733 | |||
| Sortino Ratio | 0.4942 | |||
| Treynor Ratio | 0.2865 | |||
| Maximum Drawdown | 18.96 | |||
| Value At Risk | (0.84) | |||
| Potential Upside | 1.23 | |||
| Downside Variance | 0.3393 | |||
| Semi Variance | (0.16) | |||
| Expected Short fall | (1.02) | |||
| Skewness | 7.13 | |||
| Kurtosis | 53.91 |
Mfs Low Volatility Backtested Returns
Mfs Low appears to be not too volatile, given 3 months investment horizon. Mfs Low Volatility has Sharpe Ratio of 0.15, which conveys that the entity had a 0.15 % return per unit of risk over the last 3 months. We have found twenty-six technical indicators for Mfs Low, which you can use to evaluate the volatility of the fund. Please exercise Mfs Low's Mean Deviation of 0.7761, risk adjusted performance of 0.1149, and Coefficient Of Variation of 672.08 to check out if our risk estimates are consistent with your expectations. The fund secures a Beta (Market Risk) of 1.18, which conveys a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Mfs Low will likely underperform.
Auto-correlation | 0.62 |
Good predictability
Mfs Low Volatility has good predictability. Overlapping area represents the amount of predictability between Mfs Low time series from 31st of October 2025 to 15th of December 2025 and 15th of December 2025 to 29th 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 Low Volatility price movement. The serial correlation of 0.62 indicates that roughly 62.0% of current Mfs Low price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.62 | |
| Spearman Rank Test | 0.69 | |
| Residual Average | 0.0 | |
| Price Variance | 0.03 |
Mfs Low 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 Low Volatility Technical Analysis
The output start index for this execution was twenty-four with a total number of output elements of thirty-seven. The Average True Range was developed by J. Welles Wilder in 1970s. It is one of components of the Welles Wilder Directional Movement indicators. The ATR is a measure of Mfs Low Volatility volatility. High ATR values indicate high volatility, and low values indicate low volatility.
About Mfs Low 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 Low Volatility 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 Low Volatility based on its technical analysis. In general, a bottom-up approach, as applied to this mutual fund, focuses on Mfs Low Volatility price pattern first instead of the macroeconomic environment surrounding Mfs Low Volatility. By analyzing Mfs Low'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 Low'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 Low specific price patterns or momentum indicators. Please read more on our technical analysis page.
Mfs Low January 29, 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 | 0.1149 | |||
| Market Risk Adjusted Performance | 0.2965 | |||
| Mean Deviation | 0.7761 | |||
| Downside Deviation | 0.5825 | |||
| Coefficient Of Variation | 672.08 | |||
| Standard Deviation | 2.35 | |||
| Variance | 5.51 | |||
| Information Ratio | 0.1227 | |||
| Jensen Alpha | 0.2784 | |||
| Total Risk Alpha | 0.1733 | |||
| Sortino Ratio | 0.4942 | |||
| Treynor Ratio | 0.2865 | |||
| Maximum Drawdown | 18.96 | |||
| Value At Risk | (0.84) | |||
| Potential Upside | 1.23 | |||
| Downside Variance | 0.3393 | |||
| Semi Variance | (0.16) | |||
| Expected Short fall | (1.02) | |||
| Skewness | 7.13 | |||
| Kurtosis | 53.91 |
Mfs Low January 29, 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 | 1.00 | ||
| Day Median Price | 18.11 | ||
| Day Typical Price | 18.11 | ||
| Price Action Indicator | (0.04) |
Other Information on Investing in Mfs Mutual Fund
Mfs Low 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 Low security.
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