MFS Intermediate Correlations

MIN Stock

USD 2.65 0.01 0.38%

The current 90-days correlation between MFS Intermediate Income and MFS Multimarket Income is 0.26 (i.e., Modest diversification). A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as MFS Intermediate moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if MFS Intermediate Income moves in either direction, the perfectly negatively correlated security will move in the opposite direction.

MFS Intermediate Correlation With Market

Weak diversification

The correlation between MFS Intermediate Income and DJI is 0.35 (i.e., Weak diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding MFS Intermediate Income and DJI in the same portfolio, assuming nothing else is changed.

Build AI portfolio with MFS Stock

Check out Correlation Analysis to better understand how to build diversified portfolios, which includes a position in MFS Intermediate Income. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in gross domestic product.

Moving together with MFS Stock

0.87	GS	Goldman Sachs Group	Pair Corr
0.88	AXP	American Express	Pair Corr
0.87	COF	Capital One Financial Earnings Call Tomorrow	Pair Corr
0.74	SCM	Stellus Capital Inve	Pair Corr
0.63	GAIN	Gladstone Investment	Pair Corr
0.74	GLAD	Gladstone Capital	Pair Corr
0.73	HTGC	Hercules Capital	Pair Corr
0.71	MAIN	Main Street Capital	Pair Corr
0.71	OPFI	OppFi Inc	Pair Corr
0.76	PFLT	PennantPark Floating Rate	Pair Corr
0.79	PYPL	PayPal Holdings Aggressive Push	Pair Corr
0.86	ALLY	Ally Financial	Pair Corr
0.77	ARCC	Ares Capital Earnings Call This Week	Pair Corr
0.73	TPVG	Triplepoint Venture	Pair Corr
0.79	TSLX	Sixth Street Specialty	Pair Corr
0.8	CSWC	Capital Southwest	Pair Corr
0.83	C	Citigroup Aggressive Push	Pair Corr
0.85	L	Loews Corp Earnings Call This Week	Pair Corr
0.79	DHIL	Diamond Hill Investment	Pair Corr
0.75	AB	AllianceBernstein Earnings Call This Week	Pair Corr
0.67	AC	Associated Capital	Pair Corr
0.83	AX	Axos Financial Earnings Call This Week	Pair Corr
0.77	BK	Bank of New York	Pair Corr
0.83	BN	Brookfield Corp	Pair Corr
0.76	BX	Blackstone Group Normal Trading	Pair Corr
0.73	BY	Byline Bancorp Earnings Call This Week	Pair Corr
0.81	CG	Carlyle Group Earnings Call This Week	Pair Corr
0.81	CM	Canadian Imperial Bank	Pair Corr
0.83	DB	Deutsche Bank AG Earnings Call This Week	Pair Corr
0.66	HG	Hamilton Insurance Group,	Pair Corr
0.81	IX	Orix Corp Ads	Pair Corr

Moving against MFS Stock

0.33	PSEC	Prospect Capital	Pair Corr
0.52	FG	FG Annuities Life	Pair Corr
0.42	EG	Everest Group	Pair Corr

Related Correlations Analysis

	MGF	MMT	MCR	PPT	PIM
MGF		0.72	0.6	0.56	0.68	MGF
MMT	0.72		0.97	0.89	0.94	MMT
MCR	0.6	0.97		0.93	0.94	MCR
PPT	0.56	0.89	0.93		0.93	PPT
PIM	0.68	0.94	0.94	0.93		PIM
	MGF	MMT	MCR	PPT	PIM

Click cells to compare fundamentals

Check Volatility

Backtest Portfolio

Risk-Adjusted Indicators

There is a big difference between MFS Stock performing well and MFS Intermediate Company doing well as a business compared to the competition. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze MFS Intermediate's multiple risk-adjusted performance indicators across the competitive landscape. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.

	Mean Deviation	Jensen Alpha	Sortino Ratio	Treynor Ratio	Semi Deviation	Expected Shortfall	Potential Upside	Value @Risk	Maximum Drawdown
MGF	0.41	0.01	(0.19)	0.49	0.39	(0.65)	1.00	(0.66)	2.63
MMT	0.31	0.07	(0.08)	0.59	0.00	(0.44)	0.86	(0.66)	2.21
MCR	0.32	0.09	(0.05)	0.70	0.00	(0.41)	0.82	(0.49)	2.01
PPT	0.52	0.06	(0.06)	0.39	0.44	(0.69)	1.12	(0.86)	4.23
PIM	0.44	0.08	(0.06)	0.70	0.36	(0.53)	0.93	(0.91)	2.18

MFS Intermediate Corporate Management

James Kilman	Independent Trustee	Profile
Amanda Mooradian	Assistant Secretary, Assistant Clerk	Profile
CFA CFA	Portfolio Manager	Profile
Susan Pereira	Assistant Secretary, Assistant Clerk	Profile
Laurie Thomsen	Independent Trustee	Profile
Robert Manning	Trustee	Profile

Macroaxis helps investors of all levels and skills to maximize the upside of all their holdings and minimize the risk associated with market volatility, economic swings, and company-specific events. View terms and conditions

Feedback Blog

Made with optimal in San Francisco

2025 Macroaxis LLC