MFS High Yield Stock Volatility
| CMU Stock | USD 3.54 0.03 0.85% |
MFS High Yield now displays very low price volatility across the last 3 months. The current volatility setup reflects 28 technical indicators. Historical dispersion provides context but does not predict future movement.
Sharpe Ratio = 0.0851
| High Returns | Best Equity | |||
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | CMU |
For MFS High Yield, recent data highlights a Market Risk Adjusted Performance of 1.1%, a Risk of 0.57, and a Risk Adjusted Performance of 0.1%. Recent moving average trends suggest MFS High is tracking at about 6% of its historical return corridor. Within a well-diversified portfolio, its contribution would depend on correlation and allocation weight.
Key indicators related to MFS High's volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
The volatility profile of MFS High determines how much MFS High's price can move in either direction. It is a statistical measure of the distribution of MFS daily returns, calculated using variance and standard deviation.
Volatility Strategy
Market cycles can shift how MFS High Yield participates in overall return dispersion. Current statistical measures show total volatility near 0.57% with a beta coefficient of 0.0318, indicating sensitivity relative to the broader market benchmark. Risk-adjusted efficiency, represented by a Sharpe ratio of 0.0851, evaluates return per unit of total risk. An alpha value of 0.0369 reflects performance relative to systematic market exposure. Expected return estimates near 0.0486% are derived from historical distribution modeling and help frame forward-looking return assumptions within a portfolio context. Revenue outlook adjustments can impact price movement.
Main indicators related to MFS High's market risk premium analysis include:
Beta 0.0318 | Alpha 0.0369 | Risk 0.57 | Sharpe Ratio 0.0851 | Expected Return 0.0486 |
Moving together with MFS Stock
| 0.87 | NXP | Nuveen Select Tax | PairCorr |
| 0.9 | TYG | Tortoise Energy | PairCorr |
| 0.85 | AGF-B | AGF Management | PairCorr |
| 0.76 | PCT | Polar Capital Technology | PairCorr |
| 0.9 | A3J | AGF Management | PairCorr |
| 0.92 | HAL | HAL Trust Earnings Call This Week | PairCorr |
Moving against MFS Stock
| 0.87 | 0QN | Ares Management Corp | PairCorr |
| 0.84 | ECC | Eagle Point Credit | PairCorr |
| 0.72 | FDUS | Fidus Investment Corp | PairCorr |
| 0.69 | VINP | Vinci Partners | PairCorr |
| 0.65 | BTI | Bailador Technology | PairCorr |
| 0.64 | DUI | Diversified United | PairCorr |
| 0.59 | CIW | Clime Investment | PairCorr |
| 0.56 | PNI | Pinnacle Investment | PairCorr |
| 0.52 | CSOC-A | Canso Select Earnings Call Tomorrow | PairCorr |
Sensitivity To Market
MFS High shows a beta coefficient of 0.0318, measuring correlation and volatility relative to benchmark movements. Regression slope analysis defines its systematic risk contribution. Current volatility measures about 0.57%.This overview focuses on observed volatility for MFS High Yield and how returns have fluctuated. Downside deviation currently reads near 0.65%. Stock dispersion can change materially during earnings seasons and macro data releases.
3 Months Beta |Analyze MFS High Yield Demand TrendCheck current 90 days MFS High correlation with market (Dow Jones Industrial)Downside Risk
MFS standard deviation quantifies the typical daily price movement relative to its average over your selected period. A typical volatile entity has a high standard deviation, while the deviation of a stable instrument is usually low.
Standard Deviation | 0.57 |
The difference between upside risk and downside risk is meaningful for MFS High investors. Upside risk is represented by MFS High's standard deviation, while downside risk is measured by semi-deviation of MFS High's returns. For MFS High Yield, recent data highlights a Downside Deviation of 0.65, a Downside Variance of 0.43, and a Maximum Drawdown of 3.94.
Stock Volatility Analysis
When measuring the risk of MFS High stock, volatility is a critical metric. These fluctuations usually indicate the level of risk associated with MFS High's price changes.
Transformation |
This analysis covers sixty-one data points across the selected time horizon. MFS High Yield Average Price is the average of the sum of open, high, low and close daily prices of a bar. It can be used to smooth an indicator that normally takes just the closing price as input.
Projected Return Density Against Market
Considering the 90-day investment horizon MFS High has a beta of 0.0318 suggesting as returns on the market go up, MFS High's average returns are expected to increase less than the benchmark. However, during a bear market, the loss from holding MFS High Yield is expected to be smaller as well.Risk assessment for MFS High separates macro-driven volatility from company or sector-specific developments. Market risk cannot be diversified away, though asset-specific exposure can be moderated. For MFS High Yield, recent data highlights a Downside Deviation of 0.65, a Mean Deviation of 0.41, and a Semi Deviation of 0.43.
Predicted Return Distribution |
| Density |
What Drives MFS High's Price Volatility?
Industry Dynamics
Sector-level catalysts in the Capital Markets sector often set the baseline volatility regime for MFS High.Political and Economic Environment
Interest-rate path changes, geopolitical developments, and macro surprises influence investor risk tolerance.MFS High's Company-Specific Factors
Execution updates, margin trends, and corporate actions can shift near-term return dispersion for MFS High's.Stock Risk Measures
Considering the 90-day investment horizon the coefficient of variation of MFS High is 1174.7. The daily returns are distributed with a variance of 0.33 and standard deviation of 0.57. The mean deviation of MFS High Yield is currently at 0.39. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.82
α | Alpha over Dow Jones | 0.04 | |
β | Beta against Dow Jones | 0.03 | |
σ | Overall volatility | 0.57 | |
Ir | Information ratio | 0.15 |
Stock Return Volatility
MFS High daily volatility tracks how widely stock returns have moved around the mean across the selected time frame. The firm reflects 0.5707% volatility on return distribution over a 90-day horizon. On the other hand, Dow Jones Industrial has volatility of 0.8467% on return distribution over a 90-day investment horizon. Performance |
| Timeline |
Related Correlations Analysis
Correlation Matchups
Over a given time period, the two securities move together when the Correlation Coefficient is positive. Conversely, the two assets move in opposite directions when the Correlation Coefficient is negative. Determining your positions' relationship to each other is valuable for analyzing and projecting your portfolio's future expected return and risk.High positive correlations
| High negative correlations
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Risk-Adjusted Indicators
Return momentum in MFS Stock is more useful when tested against peer-relative fundamentals and risk. Without risk-adjusted context, investors may overweight short-term returns and underweight the volatility required to achieve them. These indicators are quantitative in nature and help investors evaluate volatility and risk-adjusted expected returns across different positions.| Mean Deviation | Jensen Alpha | Sortino Ratio | Treynor Ratio | Semi Deviation | Expected Shortfall | Potential Upside | Value @Risk | Maximum Drawdown | ||
|---|---|---|---|---|---|---|---|---|---|---|
| SKTAX | 0.51 | 0.02 | 0.00 | -0.03 | 0.00 | 0.82 | 3.14 | |||
| RYHDX | 0.20 | -0.04 | 0.00 | 1.57 | 0.00 | 0.38 | 1.73 | |||
| RYHGX | 0.21 | -0.03 | 0.00 | -0.18 | 0.00 | 0.42 | 1.72 | |||
| JMCGX | 1.12 | -0.08 | 0.00 | -0.12 | 0.00 | 2.29 | 6.40 | |||
| MGPIX | 0.89 | 0.14 | 0.11 | 0.07 | 1.05 | 1.78 | 6.35 | |||
| CRSH | 1.25 | 0.28 | 0.24 | -0.37 | 1.26 | 2.59 | 6.32 | |||
| MJSC | 1.01 | 0.22 | 0.16 | 0.18 | 1.26 | 2.38 | 6.66 | |||
| RYDHX | 0.61 | -0.01 | 0.00 | -0.06 | 0.00 | 1.22 | 4.09 | |||
| GNXIX | 2.07 | 0.10 | 0.03 | 0.01 | 2.50 | 4.22 | 10.84 | |||
| BXEAX | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Risk Metrics, Assumptions & Methodology
Volatility regime analysis for MFS High identifies whether current dispersion is elevated, compressed, or transitioning between states. Elevated volatility regimes increase the cost of hedging and widen the range of expected outcomes. MFS High has a market cap of 89.48 M, P/E of 177.78, ROE of -0.02%.
For MFS High Yield, this section uses periodic company reporting and market reference feeds and standardizes the results for cross-period comparison. Intraday timing differences may exist. Volatility and downside metrics are estimated from historical return dispersion.
This content is curated and reviewed by:
Gabriel Shpitalnik - Member of Macroaxis Editorial BoardMFS High Investment Opportunity
Recent data suggests that Dow Jones Industrial is meaningfully more volatile than MFS High Yield, by roughly a 1.49x factor. Across the current 90-day horizon, that places the security below 5% of the broader equity and portfolio universe on a pure volatility basis.You can use MFS High Yield to enhance the returns of the portfolio. This price-change note interprets the latest move in the context of short-horizon trading behavior. It gives extra weight to the size of the move, the quote level, and whether the instrument trades in a hype-prone venue. a moderate upward volatility. Check odds of MFS High to be traded at $3.89 in 90 days.Strong inverse diversification
The correlation between MFS High and Dow Jones is -0.28, which Macroaxis classifies as Strong inverse diversification for the selected horizon. The overlap area shows the portion of risk that can be diversified away by holding both instruments together.
MFS High Additional Risk Indicators
Secondary risk indicators for MFS High Yield can help investors evaluate exposure beyond standard deviation, beta, or one headline volatility measure. A disciplined risk review provides context for deciding whether exposure should be maintained, reduced, or offset elsewhere in the portfolio.
| Risk Adjusted Performance | 0.0588 | |||
| Market Risk Adjusted Performance | 1.12 | |||
| Mean Deviation | 0.4113 | |||
| Semi Deviation | 0.4349 | |||
| Downside Deviation | 0.6528 | |||
| Coefficient Of Variation | 1311.55 | |||
| Standard Deviation | 0.5921 |
MFS High Suggested Diversification Pairs
Using MFS High in a pair-trading setup can improve risk control because gains and losses are judged against a second position instead of against the market alone. The key question is whether the second leg adds real hedge value instead of just creating a more complex version of the same risk.
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Pair strategies help manage risk, but investors should recognize that not all risk can be diversified away through pairing. Market-level risk for MFS High persists even in a well-constructed pair. The benefit is in offsetting MFS High's company-specific risk, which can be meaningfully reduced by selecting a second position that moves independently of MFS High Yield.
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