MFS Special Value Trust chart

Last update: 2022-12-30
Key statistics and financials
Revenue per share 0.19
Dividend & Yield0.46$ (10.55%)
Beta 0.8
Market capitalization 32.21M
Operating cash flow N/A
ESG Scores 25.9

Company description

MFS Special Value Trust is a closed-ended balanced mutual fund launched and managed by Massachusetts Financial Services Company The fund invests in the public equity and fixed income markets of the United States. It primarily invests in value stocks of companies operating across diversified sectors. The fund employs fundamental analysis and a bottom-up stock picking approach to create its portfolio. For the fixed income component of its portfolio, it seeks to invest in U.S. government securities, foreign government securities, mortgage backed and other asset-backed securities of U.S. and foreign issuers, corporate bonds of U.S. and foreign issuers, and debt instruments of issuers located in emerging market countries. The fund benchmarks the performance of its equity portfolio against Russell 1000 Value Index and fixed income against Barclays U.S. High-Yield Corporate Bond 2% Issuer Capped, MFS Special Value Trust Blended Index, and JPMorgan Emerging Markets Bond Index Global Index. MFS Special Value Trust was formed on November 30, 1989 and is domiciled in United States.

Sector: Financial Services - Industry: Asset Management

Financial data

Financial Statements

Cashflow Statement 2019-10-31 2020-10-31 2021-10-31 2022-10-31
Change To Liabilities
Total Cashflows From Investing Activities
Net Borrowings
Total Cash From Financing Activities
Change To Operating Activities
Issuance Of Stock
Net Income 5.09M 585.01k 6.58M -4.16M
Change In Cash
Effect Of Exchange Rate
Total Cash From Operating Activities
Depreciation
Change To Account Receivables
Other Cashflows From Financing Activities
Change To Netincome
Capital Expenditures

Income Statement 2019-10-31 2020-10-31 2021-10-31 2022-10-31
Research Development
Income Before Tax 5.09M 585.01k 6.58M -4.16M
Net Income 5.09M 585.01k 6.58M -4.16M
Selling General Administrative 554.36k 551.21k 552.17k 535.84k
Gross Profit 1.69M 1.6M 1.46M 1.38M
Ebit 1.13M 1.05M 904.01k 843.92k
Operating Income 1.13M 1.05M 904.01k 843.92k
Interest Expense
Income Tax Expense
Total Revenue 1.69M 1.6M 1.46M 1.38M
Cost Of Revenue
Total Other Income ExpenseNet 3.96M -468.44k 5.67M -5.01M
Net Income From Continuing Ops 5.09M 585.01k 6.58M -4.16M
Net Income Applicable To Common Shares 5.09M 585.01k 6.58M -4.16M

Balance Sheet Statement 2019-10-31 2020-10-31 2021-10-31 2022-10-31
Total Liabilities 605.52k 334.78k 410.12k 146.54k
Total Stockholder Equity 40.26M 37.2M 40.06M 32.43M
Other Current Liabilities 6.26k 13.74k
Total Assets 40.86M 37.54M 40.47M 32.58M
Common Stock 32.92M 33.02M 31.99M 30.69M
Other Current Assets 4k 985 879
Retained Earnings 7.33M 4.18M 8.07M 1.74M
Treasury Stock
Cash 94 186 28
Total Current Liabilities 605.52k 334.78k 410.12k 146.54k
Other Stockholder Equity
Property, Plant, and Equipment
Total Current Assets 348.53k 490.23k 425.3k 321.76k
Net Tangible Assets 40.26M 37.2M 40.06M 32.43M
Net Receivables 344.44k 489.06k 425.27k 320.88k
Accounts Payable 499.54k 233.36k 319.56k 26.71k


Insider Transactions

Here are the insider transactions of stock shares related to MFS Special Value Trust:

Filer Name Transaction Text Ownership Date Filer Relation Shares
ROEPKE MARYANNE LPurchase at price 7.73 per share.D2014-07-23Director1.55k
FORD GOLDFARB MAUREEN RPurchase at price 8.00 per share.D2010-07-19Director1.38k
COHN LAWRENCE HSale at price 8.26 per share.D2007-08-15Director11.07k
COHN LAWRENCE HPurchase at price 9.90 per share.D2006-07-26Director257
UEK ROBERT WPurchase at price 9.79 - 9.80 per share.D2006-02-09Director1.2k
COHN LAWRENCE HPurchase at price 10.90 per share.D2004-05-10Director2k
SHERRATT J DALESale at price 10.23 per share.D2003-10-29Director1.9k
COHN LAWRENCE HPurchase at price 7.80 per share.D2002-07-18Director5k
SCOTT ARNOLD DPurchase at price 15.50 per share.1995-08-14Officer and Director250

Insider transaction explanations

Insider buying is the legal purchase of shares by a senior executive or director of a company. "Filer Name" corresponds to the name of the stock buyer or seller. "Transaction Text" describes the transaction. "Ownership" gives information about the transaction type. "Date" is the reported transaction date. "Filer Relation" gives the role of the insider in the company. "Shares" is the value of the transaction. You will find the complete description of the General Transaction Codes on the SEC dedicated page


Investment strategy backtesting

These are the result of three automatic investment systems applied to MFS Special Value Trust. You will find the performance of an systematic investment system, a momentum strategy, and a buy the dip trading strategy.


Systematic investment results on MFS Special Value Trust

Here is the result of two systematic investment strategies applied to MFS Special Value Trust. The first strategy automatically buys the first day of the month, and the second strategy buys the fifteenth day of the month.

Systematic investment equity curve on MFS Special Value Trust

The following chart shows the equity curve of the two systematic investment strategies applied to MFS Special Value Trust:

MFS Special Value Trust automated entries

The systematic investment strategy that buys the first day of the month would give a performance of 15.45% on the backtest period.

Performance at glance

Performance

15.45 %

Latent gain

347.85 $

Invested capital

2251.75 $

Annualized return

3.73 %
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Momentum strategy results on MFS Special Value Trust

This is the result of two momentum investment strategies applied to MFS Special Value Trust. The first strategy uses a momentum signal calculated on one quarter, and the second uses a momentum signal calculated on two quarters.

Momentum entry openings on MFS Special Value Trust

The following chart shows all the entries opened by the momentum investment system on MFS Special Value Trust:

MFS Special Value Trust momentum entries
  • The first momentum investment strategy would give 17.15% of return on MFS Special Value Trust. That represents 1114.07$ of latent gain with 6497.13$ of employed capital.
  • The second momentum investment strategy would give 18.06% of return on MFS Special Value Trust. That represents 495.06$ of latent gain with 2741.04$ of employed capital.
Performance at glance (1Q Momentum)

Performance

17.15 %

Latent gain

1114.07 $

Invested capital

6497.13 $

Annualized return

0.0 %
Performance at glance (2Q Momentum)

Performance

18.06 %

Latent gain

495.06 $

Invested capital

2741.04 $

Annualized return

4.93 %

Momentum equity curve on MFS Special Value Trust

The following chart shows the equity curve of the two momentum strategies applied to MFS Special Value Trust:

MFS Special Value Trust momentum equity

Note: the dividends potentially given by MFS Special Value Trust are not integrated into the calculation of the equity curve neither the performance of the strategy. The integration of the dividends will be available soon.


Employed capital on MFS Special Value Trust

The following chart shows the employed capital evolution of the two momentum strategies on MFS Special Value Trust since the beginning:

MFS Special Value Trust

Note: the algorithm buys for a maximum of 250$ per entry. If the stock price is greater than 250$, the system buys only one stock per entry. The investment system stops automatically when the financial exposure reaches 10000$.


Buy the dip strategy result on MFS Special Value Trust

Buy the dip entry openings on MFS Special Value Trust

MFS Special Value Trust

The performance achieved by the robo-advisor on MFS Special Value Trust is 0%. That represents 0.0$ of latent gain with 0.0$ of employed capital. The following chart shows MFS Special Value Trust stock price with all the entries opened by the automated investment system.

Note: The blue line represents the weekly stock price of MFS Special Value Trust, and the green triangles represent the entry openings. The artificall robo-advisor needs at least 100 weeks of trading history to work.

Performance at glance

Performance

0 %

Latent gain

0.0 $

Invested capital

0.0 $

Annualized return

0.0 %

Equity curve of the strategy applied to MFS Special Value Trust

The following chart shows the result of the investment strategy applied to MFS Special Value Trust:

MFS Special Value Trust

Note: the dividends potentially given by MFS Special Value Trust are not integrated into the calculation of the equity curve neither the performance of the strategy. The integration of the dividends will be available soon.


Employed capital on MFS Special Value Trust

The following chart shows the employed capital evolution since the beginning of the investment strategy on MFS Special Value Trust:

MFS Special Value Trust

Note: the algorithm buys for a maximum of 250$ per entry. If the stock price is greater than 250$, the system buys only one stock per entry. The investment system stops automatically when the financial exposure reaches 10000$.


Investment strategies comparison on MFS Special Value Trust

In this section, I will compare the three previous investment strategies applied to MFS Special Value Trust.

Equity curve comparison on MFS Special Value Trust

The following chart shows the equity curve of the artificall advisor, the trend folowing and the automatic investment strategies:

MFS Special Value Trust investment strategy comparison

Employed capital comparison on MFS Special Value Trust

MFS Special Value Trust investment comparison

Performance comparison on MFS Special Value Trust

Strategy Latent Profit Growth Employed capital CAGR
Automatic investment 15.45% 347.85$ 2251.75$ 3.73%
Momentum 1 quarter 17.15% 1114.07$ 6497.13$ 4.4%
Momentum 2 quarters 18.06% 495.06$ 2741.04$ 4.93%
Non-directional 0% 0.0$ 0.0$ 0.0%
Annualized return comparison

Automatic investment

3.73 %

Momentum 1Q

4.93 %

Momentum 2Q

4.93 %

Non-directional

0.0 %

Correlated stocks

Here are the most positively and negatively correlated stocks with MFS Special Value Trust:

Positive correlations

Most correlated stocks this year

  • MFS Special Value Trust

  • Most correlated stocks last 3 months

  • HUILI RES
  • CALDWELL PARTNERS INTERNATIONAL INC
  • LEE KEE
  • MFS Special Value Trust

  • Negative correlation

    Most negatively correlated stocks this year


    Most negatively correlated stocks last 3 months

  • CARDIOL THERAPEUTICS INC
  • FRANKLIN LIBERTY GLOBAL AGG BOND ETF

  • Note: The algorithm computes the probability of correlation between MFS Special Value Trust and the other stocks. There may be false positives or some missing correlated stocks. If the price of MFS Special Value Trust does not vary for 36 weeks, the correlation calculation result will be wrong.


    Company information

    Company name MFS Special Value Trust
    Country United States
    City Boston
    Address 111 Huntington Avenue
    Phone 617 954 5000
    Website www.mfs.com/en-us/individual-investor/product-strategies/closed-end-funds/MFV-mfs-special-value-trust.html#tab-overview
    FullTime employees
    Industry Asset Management
    Sector Financial Services
    Exchange XNYS
    Ticker MFV
    Market www.nyse.com

    MFS Special Value Trust ESG Scores

    Environment scores

    Environment ESG Factors Scores
    Environment Score 4.3
    Peer Environment Performance 4.27
    Environment Percentile unknown
    Palm Oil unknown
    Nuclear unknown
    Fur Leather unknown
    GMO unknown
    Coal unknown
    Pesticides unknown
    Animal Testing unknown

    Social scores

    Social ESG Factors Scores
    Social Score 9.2
    Peer Social Performance 9.23
    Social Percentile unknown
    Highest Controversy unknown
    Peer Highest Controversy Performance unknown
    Adult unknown
    Gambling unknown
    Alcoholic unknown
    Tobacco unknown
    Catholic unknown
    Controversial Weapons unknown
    Small Arms unknown
    Military Contract unknown
    Peer Count yes

    Related Controversy:


    Governance scores

    Governance ESG Factors Scores
    Governance Score 6.3
    Peer Governance Performance 6.35
    Governance Percentile unknown

    ESG at glance
    Total ESG Scores: 25.9
    Environment Score: 4.3
    Social Score: 9.2
    Governance Score: 6.3

    ESG Performance: UNDER_PERF

    Peer Group: US CE Allocation--30% to 50% Equity

    Peer Esg Score Performance: 25.94

    Rating Year: 2020

    Rating Month: 12

    Max Age: 86400

    Percentile: unknown