State Street Correlations

STT Stock

USD 127.97 1.66 1.31%

The current 90-days correlation between State Street Corp and Northern Trust is 0.73 (i.e., Poor diversification). The correlation of State Street is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak. If the correlation is 0, the equities are not correlated; they are entirely random.

State Street Correlation With Market

Very poor diversification

The correlation between State Street Corp and DJI is 0.89 (i.e., Very poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding State Street Corp and DJI in the same portfolio, assuming nothing else is changed.

Build AI portfolio with State Stock

Check out World Market Map to better understand how to build diversified portfolios, which includes a position in State Street Corp. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in persons.

Moving together with State Stock

0.85	DHIL	Diamond Hill Investment	Pair Corr
0.83	SPT6	Beta Systems Software	Pair Corr
0.81	HHI	Henderson High Income	Pair Corr
0.93	BK	Bank of New York	Pair Corr
0.61	BN	Brookfield Corp	Pair Corr
0.84	CG	Carlyle Group	Pair Corr
0.63	WT	WisdomTree	Pair Corr
0.67	JLEN	JLEN Environmental Assets	Pair Corr
0.77	MNG	MG Plc	Pair Corr
0.77	MIGO	Migo Opportunities Trust	Pair Corr
0.63	VCTR	Victory Capital Holdings Normal Trading	Pair Corr
0.85	SDV	Chelverton UK Dividend	Pair Corr
0.73	MNTN	Schiehallion Fund	Pair Corr
0.89	DBAN	Deutsche Beteiligungs	Pair Corr
0.77	VINP	Vinci Partners Inves	Pair Corr

Moving against State Stock

0.43	55O1	Apollo Investment Corp	Pair Corr
0.43	TY	Tri Continental Closed	Pair Corr
0.65	IPX	Impax Asset Management	Pair Corr
0.51	EFF	Deutsche Effecten und	Pair Corr
0.74	OEQ	Orion Equities	Pair Corr
0.73	TIP	Teaminvest Private	Pair Corr
0.7	DYCQ	DT Cloud Acquisition	Pair Corr

Related Correlations Analysis

	NTRS	BEN	IVZ	TROW	BK	SEIC	PFG	AMG	JHG	AMP
NTRS		0.94	0.85	0.23	0.92	0.75	0.95	0.91	0.93	0.9	NTRS
BEN	0.94		0.73	0.01	0.89	0.61	0.9	0.9	0.9	0.84	BEN
IVZ	0.85	0.73		0.57	0.85	0.78	0.76	0.87	0.87	0.78	IVZ
TROW	0.23	0.01	0.57		0.24	0.64	0.16	0.25	0.26	0.27	TROW
BK	0.92	0.89	0.85	0.24		0.74	0.89	0.84	0.9	0.9	BK
SEIC	0.75	0.61	0.78	0.64	0.74		0.7	0.67	0.72	0.82	SEIC
PFG	0.95	0.9	0.76	0.16	0.89	0.7		0.8	0.87	0.94	PFG
AMG	0.91	0.9	0.87	0.25	0.84	0.67	0.8		0.93	0.75	AMG
JHG	0.93	0.9	0.87	0.26	0.9	0.72	0.87	0.93		0.85	JHG
AMP	0.9	0.84	0.78	0.27	0.9	0.82	0.94	0.75	0.85		AMP
	NTRS	BEN	IVZ	TROW	BK	SEIC	PFG	AMG	JHG	AMP

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Risk-Adjusted Indicators

There is a big difference between State Stock performing well and State Street 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 State Street'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
NTRS	1.16	0.11	0.08	0.14	1.43	(1.20)	3.15	(2.63)	9.81
BEN	1.19	0.22	0.14	0.23	1.40	(1.26)	2.62	(2.74)	7.36
IVZ	1.72	0.10	0.06	0.11	2.36	(1.68)	4.08	(4.02)	9.70
TROW	1.33	(0.20)	0.00	(0.09)	0.00	0.00	2.48	(3.74)	8.58
BK	1.15	0.03	0.02	0.09	1.57	(1.19)	2.46	(2.22)	9.00
SEIC	1.18	(0.14)	0.00	(0.06)	0.00	0.00	2.15	(3.40)	9.89
PFG	1.08	0.07	0.06	0.13	1.18	(1.28)	2.34	(2.39)	5.63
AMG	1.35	0.31	0.21	0.36	1.12	(1.58)	3.07	(2.50)	8.21
JHG	0.60	0.14	0.12	0.40	0.61	(0.69)	1.57	(1.08)	4.17
AMP	1.31	(0.03)	0.00	0.04	2.26	(1.12)	2.91	(3.76)	10.55

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