Mfs Investment Grade Stock Alpha and Beta Analysis
| CXH Stock | USD 8.15 0.07 0.87% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as MFS Investment Grade. It also helps investors analyze the systematic and unsystematic risks associated with investing in MFS Investment over a specified time horizon. Remember, high MFS Investment'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 Investment's market risk premium analysis include:
Beta 0.0601 | Alpha 0.009121 | Risk 0.38 | Sharpe Ratio 0.0734 | Expected Return 0.0282 |
Enterprise Value |
|
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 Investment Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. MFS Investment market risk premium is the additional return an investor will receive from holding MFS Investment 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 Investment. 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 Investment's performance over market.| α | 0.01 | β | 0.06 |
MFS Investment 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 Investment's Buy-and-hold return. Our buy-and-hold chart shows how MFS Investment performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.MFS Investment Market Price Analysis
Market price analysis indicators help investors to evaluate how MFS Investment 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 Investment shares will generate the highest return on investment. By understating and applying MFS Investment stock market price indicators, traders can identify MFS Investment position entry and exit signals to maximize returns.
MFS Investment Return and Market Media
The median price of MFS Investment for the period between Wed, Aug 7, 2024 and Tue, Nov 5, 2024 is 8.13 with a coefficient of variation of 0.98. The daily time series for the period is distributed with a sample standard deviation of 0.08, arithmetic mean of 8.1, and mean deviation of 0.07. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | MFS Investment Grade Municipal Trust Short Interest Up 19.5 percent in July - Defense World | 08/16/2024 |
| MFS Investment dividend paid on 30th of August 2024 | 08/30/2024 |
2 | 09/03/2024 |
3 | Disposition of 372 shares by Jpmorgan Chase Bank, N.a. of MFS Investment subject to Rule 16b-3 | 09/05/2024 |
4 | Discretionary transaction by Saba Capital Management, L.p. of tradable shares of MFS Investment subject to Rule 16b-3 | 09/06/2024 |
5 | Disposition of 200 shares by Morgan Stanley of MFS Investment at 9.89 subject to Rule 16b-3 | 09/11/2024 |
| MFS Investment dividend paid on 30th of September 2024 | 09/30/2024 |
6 | MFS Investment Grade Municipal Trust declares 0.0265 dividend | 10/01/2024 |
| MFS Investment dividend paid on 31st of October 2024 | 10/31/2024 |
About MFS Investment 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 Investment Grade 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.
| 2023 | 2024 (projected) | PTB Ratio | 0.78 | 0.67 | Dividend Yield | 0.0484 | 0.046 |
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 Investment 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 Investment's short interest history, or implied volatility extrapolated from MFS Investment options trading.
Build Portfolio with MFS Investment
Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.Build Diversified Portfolios
Align your risk with return expectations
Check out MFS Investment Backtesting, MFS Investment Valuation, MFS Investment Correlation, MFS Investment Hype Analysis, MFS Investment Volatility, MFS Investment History and analyze MFS Investment Performance. You can also try the Headlines Timeline module to stay connected to all market stories and filter out noise. Drill down to analyze hype elasticity.
MFS Investment technical stock 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, stock market cycles, or different charting patterns.