Mfs High Income Stock Volatility
| CXE Stock | USD 3.80 -0.01 -0.26% |
MFS High Income continues to exhibit a very low volatility profile over the designated horizon. The current Sharpe Ratio (Efficiency) for MFS High Income is 0.11, indicating risk-adjusted returns over the last 3 months. The current setup includes 30 technical indicators relevant to risk behavior.
Sharpe Ratio = 0.1119
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| Cash | CXE | Average Risk | High Risk | Huge Risk |
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Latest disclosures for MFS High Income show a Market Risk Adjusted Performance of -1.3%, a Risk of 0.52, and a Risk Adjusted Performance of 0.1%. Based on monthly moving average positioning, MFS High is operating near 8% of its observed historical performance range. 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 |
MFS High Stock volatility depicts how high the prices fluctuate around the mean (or its average) price. In other words, it is a statistical measure of the distribution of MFS daily returns, and it is calculated using variance and standard deviation.
MFS High Volatility Strategy
MFS High Income price volatility may influence cost basis positioning and portfolio weighting over time. Price retracements and recoveries can alter allocation balance. Current statistical measures show total volatility near 0.52% with a beta coefficient of -0.0535, indicating sensitivity relative to the broader market benchmark. Risk-adjusted efficiency, represented by a Sharpe ratio of 0.11, evaluates return per unit of total risk. An alpha value of 0.0689 reflects performance relative to systematic market exposure. Expected return estimates near 0.0583% are derived from historical distribution modeling and help frame forward-looking return assumptions within a portfolio context. Competitive positioning may influence variability.
Main indicators related to MFS High's market risk premium analysis include:
Beta -0.05 | Alpha 0.0689 | Risk 0.52 | Sharpe Ratio 0.11 | Expected Return 0.0583 |
Moving together with MFS Stock
| 0.65 | SPT6 | Beta Systems Software | PairCorr |
| 0.87 | WT | WisdomTree | PairCorr |
| 0.69 | DFN | Dividend 15 Split | PairCorr |
| 0.86 | WI | Western Investment | PairCorr |
| 0.68 | ACQ | Acorn Capital Investment | PairCorr |
| 0.87 | IEM | Impax Environmental | PairCorr |
| 0.74 | MMIT | Mobius Investment Trust Earnings Call Today | PairCorr |
| 0.9 | LWI | Lowland Investment | PairCorr |
Moving against MFS Stock
| 0.88 | WWH | Worldwide Healthcare | PairCorr |
| 0.8 | 55O1 | Apollo Investment Corp | PairCorr |
| 0.47 | BTI | Bailador Technology | PairCorr |
| 0.44 | PRIM | Primorus Investments plc | PairCorr |
| 0.32 | PNI | Pinnacle Investment | PairCorr |
MFS High Sensitivity To Market
MFS High'sMFS High beta coefficient measures the volatility of MFS stock relative to the systematic risk of the overall market benchmark. Mathematically, beta represents the slope of the regression line comparing MFS returns against market returns. A beta of -0.0535 indicates the degree of sensitivity to market-wide movements. Current total volatility is approximately 0.52%.MFS High Income has shown noticeable price swings over the selected period. Downside deviation is about 0.61% and standard deviation is about 0.53%, which summarize how widely returns have moved. Stock volatility often clusters, meaning high-volatility periods can come in waves.
3 Months Beta |Analyze MFS High Income Demand TrendCheck current 90 days MFS High correlation with market (Dow Jones Industrial)MFS High Downside Risk
MFS standard deviation measures the daily dispersion of prices over your selected time horizon relative to its mean. A typical volatile entity has a high standard deviation, while the deviation of a stable instrument is usually low.
Standard Deviation | 0.52 |
It is essential to understand the difference between upside risk (as represented by MFS High's standard deviation) and the downside risk, which can be measured by semi-deviation or downside deviation of MFS High's daily returns or price. Latest disclosures for MFS High Income show a Downside Deviation of 0.61, a Downside Variance of 0.37, and a Maximum Drawdown of 3.38.
MFS High Income Stock Volatility Analysis
Volatility refers to the frequency at which MFS High stock price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with MFS High's price changes.
Transformation |
The output start index for this execution was zero with a total number of output elements of sixty-one. MFS High Income 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.
MFS High Projected Return Density Against Market
Considering the 90-day investment horizon MFS High Income has a beta of -0.0535 suggesting as returns on the benchmark increase, returns on holding MFS High are expected to decrease at a much lower rate. During a bear market, however, MFS High Income is likely to outperform the market.MFS High is exposed to both systematic and unsystematic risk. Systematic risk reflects broader stock market movements, while company or sector-specific developments represent nonmarket drivers. Diversification may reduce specific risk, but market exposure remains. Beta and standard deviation help quantify volatility. Latest disclosures for MFS High Income show a Downside Deviation of 0.61, a Mean Deviation of 0.40, and a Semi Deviation of 0.37.
Predicted Return Density |
| Returns |
What Drives a MFS High Price Volatility?
Several factors can influence a stock's market volatility:Industry
Specific events can influence volatility within a particular industry. For instance, a significant weather upheaval in a crucial oil-production site may cause oil prices to increase in the oil sector. The direct result will be the rise in the stock price of oil distribution companies. Similarly, any government regulation in a specific industry could negatively influence stock prices due to increased regulations on compliance that may impact the company's future earnings and growth.Political and Economic environment
When governments make significant decisions regarding trade agreements, policies, and legislation regarding specific industries, they will influence stock prices. Everything from speeches to elections may influence investors, who can directly influence the stock prices in any particular industry. The prevailing economic situation also plays a significant role in stock prices. When the economy is doing well, investors will have a positive reaction and hence, better stock prices and vice versa.The Company's Performance
Sometimes volatility will only affect an individual company. For example, a revolutionary product launch or strong earnings report may attract investor attention to the company. This positive attention may impact the company's stock price. In contrast, product recalls and data breaches may negatively influence a company's stock prices.MFS High Stock Risk Measures
Considering the 90-day investment horizon the coefficient of variation of MFS High is 893.47. The daily returns are distributed with a variance of 0.27 and standard deviation of 0.52. The mean deviation of MFS High Income is currently at 0.38. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.78
α | Alpha over Dow Jones | 0.07 | |
β | Beta against Dow Jones | -0.0535 | |
σ | Overall volatility | 0.52 | |
Ir | Information ratio | 0.13 |
MFS High Stock Return Volatility
MFS High historical daily return volatility represents how much of MFS High stock's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The firm has volatility of 0.5205% on return distribution over 90 days investment horizon. By contrast, Dow Jones Industrial accepts 0.7948% volatility on return distribution over the 90 days 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
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Risk-Adjusted Indicators
There is a big difference between MFS Stock performing well and MFS High 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 High'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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| PAI | 0.33 | 0.00 | 0.00 | -0.04 | 0.47 | 0.57 | 2.72 | |||
| FLBDX | 0.12 | 0.00 | 0.01 | 0.01 | 0.11 | 0.21 | 0.83 | |||
| BHBFX | 0.53 | 0.09 | 0.13 | 0.14 | 0.52 | 1.22 | 2.95 | |||
| MGF | 0.42 | -0.05 | 0.00 | -2.37 | 0.00 | 0.67 | 3.36 | |||
| GNT | 1.22 | 0.28 | 0.14 | 0.53 | 1.62 | 2.63 | 9.65 | |||
| PFO | 0.27 | -0.01 | 0.00 | -0.06 | 0.00 | 0.63 | 1.57 | |||
| MHF | 0.34 | 0.03 | 0.06 | 0.64 | 0.33 | 0.73 | 1.88 | |||
| JHI | 0.33 | -0.01 | 0.00 | -0.04 | 0.00 | 0.73 | 2.19 | |||
| GLU | 0.72 | 0.17 | 0.20 | 0.50 | 0.60 | 1.69 | 5.10 | |||
| BTA | 0.39 | 0.06 | 0.08 | -1.19 | 0.54 | 0.85 | 3.86 |
How Volatile Is MFS High?
Volatility for MFS High measures return dispersion and uncertainty over time. Higher dispersion implies wider price swings across observed periods. Our evaluation framework considers how MFS High may function within a diversified long-term portfolio context.
Methodology
Unless otherwise specified, financial data for MFS High Income is derived from periodic company reporting (annual and quarterly where available). Asset-level metrics are computed daily by Macroaxis LLC and refreshed regularly based on asset type. MFS (USA Stocks:CXE) prices are typically delayed by approximately 20 minutes from primary exchanges for listed equities. Data may be delayed depending on reporting sources and market conventions Volatility figures, standard deviation, and downside-risk estimates on this page are derived from historical return distributions.
Assumptions
We use public filings and market reference sources with disclosures published by U.S. Securities and Exchange Commission (SEC) via EDGAR as reference inputs. Data may be normalized and can be delayed. All analytics are generated using standardized, rules-based models designed to promote consistency and comparability across instruments. Model assumptions, reference parameters, and selected computational inputs are available in the Model Inputs section. If you have questions about our data sources or methodology, please contact Macroaxis Support.Analyst Sources
MFS High Income may have analyst coverage included in Macroaxis-derived consensus inputs when available. Updates may occur throughout the day.
MFS High Investment Opportunity
Measured over the selected horizon, Dow Jones Industrial carries roughly 1.52 times the return volatility of MFS High Income. That difference can matter when investors want a steadier position size or lower contribution to total portfolio risk.You can use MFS High Income to protect your portfolios against small market fluctuations. This move summary looks at how the current session may translate into a basic near-term setup. It is most useful when combined with broader risk controls and position-sizing discipline. a normal downward trend and little activity. Check odds of MFS High to be traded at $3.76 in 90 days.Very weak diversification
Across the chosen horizon, CXE and DJI show a correlation of 0.55 and fall into the Very weak diversification bucket. In portfolio terms, the overlap visualization shows how much shared movement remains after both positions are combined.
MFS High Additional Risk Indicators
Risk analysis around MFS High Income becomes more useful when investors review secondary indicators that can confirm, refine, or challenge the basic volatility picture. Used correctly, these measures can support both standalone risk assessment and portfolio-level hedging decisions.
| Risk Adjusted Performance | 0.1104 | |||
| Market Risk Adjusted Performance | -1.28 | |||
| Mean Deviation | 0.396 | |||
| Semi Deviation | 0.3675 | |||
| Downside Deviation | 0.6064 | |||
| Coefficient Of Variation | 675.47 | |||
| Standard Deviation | 0.5332 |
MFS High Suggested Diversification Pairs
Pair trading with MFS High can help investors hedge some company-specific exposure by balancing a long view with an offsetting position. The key question is whether the second leg adds real hedge value instead of just creating a more complex version of the same risk.
The effect of pair diversification on risk is to reduce it, but we should note this doesn't apply to all risk types. When we trade pairs against MFS High as a counterpart, there is always some inherent risk that will never be diversified away no matter what. This volatility limits the effect of tactical diversification using pair trading. MFS High's systematic risk is the inherent uncertainty of the entire market, and therefore cannot be mitigated even by pair-trading it against the equity that is not highly correlated to it. On the other hand, MFS High's unsystematic risk describes the types of risk that we can protect against, at least to some degree, by selecting a matching pair that is not perfectly correlated to MFS High Income.
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