Mfs Government Securities Fund Market Value
| MFGKX Fund | USD 8.55 0.01 0.12% |
| Symbol | Mfs |
Mfs Government '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 Government'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 Government.
| 04/20/2025 |
| 07/19/2025 |
If you would invest 0.00 in Mfs Government on April 20, 2025 and sell it all today you would earn a total of 0.00 from holding Mfs Government Securities or generate 0.0% return on investment in Mfs Government over 90 days. Mfs Government is related to or competes with Tax-managed International, Vanguard Global, Smallcap World, Ab Select, Aqr Long, and Hartford International. The fund normally invests at least 80 percent of its net assets in U.S More
Mfs Government 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 Government'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 Government Securities upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.368 | |||
| Information Ratio | (0.37) | |||
| Maximum Drawdown | 1.42 | |||
| Value At Risk | (0.59) | |||
| Potential Upside | 0.5821 |
Mfs Government Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Mfs Government's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Mfs Government's standard deviation. In reality, there are many statistical measures that can use Mfs Government historical prices to predict the future Mfs Government's volatility.| Risk Adjusted Performance | 0.0285 | |||
| Jensen Alpha | 0.01 | |||
| Total Risk Alpha | (0.04) | |||
| Sortino Ratio | (0.34) | |||
| Treynor Ratio | (0.25) |
Mfs Government Securities Backtested Returns
At this stage we consider Mfs Mutual Fund to be very steady. Mfs Government Securities has Sharpe Ratio of 0.0608, which conveys that the entity had a 0.0608 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Mfs Government, which you can use to evaluate the volatility of the fund. Please verify Mfs Government's Risk Adjusted Performance of 0.0285, mean deviation of 0.2733, and Downside Deviation of 0.368 to check out if the risk estimate we provide is consistent with the expected return of 0.0195%. The fund secures a Beta (Market Risk) of -0.0262, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Mfs Government are expected to decrease at a much lower rate. During the bear market, Mfs Government is likely to outperform the market.
Auto-correlation | -0.49 |
Modest reverse predictability
Mfs Government Securities has modest reverse predictability. Overlapping area represents the amount of predictability between Mfs Government time series from 20th of April 2025 to 4th of June 2025 and 4th of June 2025 to 19th of July 2025. 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 Government Securities price movement. The serial correlation of -0.49 indicates that about 49.0% of current Mfs Government price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.49 | |
| Spearman Rank Test | 0.05 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Mfs Government Securities lagged returns against current returns
Autocorrelation, which is Mfs Government mutual fund's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Mfs Government's mutual fund expected returns. We can calculate the autocorrelation of Mfs Government returns to help us make a trade decision. For example, suppose you find that Mfs Government has exhibited high autocorrelation historically, and you observe that the mutual fund is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Mfs Government regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Mfs Government mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Mfs Government mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Mfs Government mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Mfs Government Lagged Returns
When evaluating Mfs Government's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Mfs Government mutual fund have on its future price. Mfs Government autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Mfs Government autocorrelation shows the relationship between Mfs Government mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Mfs Government Securities.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in Mfs Mutual Fund
Mfs Government 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 Government security.
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