State Street Etf Forward View - Simple Regression
| SPYM Etf | 81.56 0.67 0.83% |
State Etf outlook is based on your current time horizon.
As of now, The relative strength momentum indicator of State Street's share price is at 52. This usually implies that the etf is in nutural position, most likellhy at or near its resistance level. The main idea of RSI analysis is to track how fast people are buying or selling State Street, making its price go up or down. Momentum 52
Impartial
Oversold | Overbought |
Using State Street hype-based prediction, you can estimate the value of State Street SPDR from the perspective of State Street response to recently generated media hype and the effects of current headlines on its competitors. We also analyze overall investor sentiment towards State Street using State Street's stock options and short interest. It helps to benchmark the overall future attitude of investors towards State using crowd psychology based on the activity and movement of State Street's stock price.
State Street Implied Volatility | 0.17 |
State Street's implied volatility exposes the market's sentiment of State Street SPDR stock's possible movements over time. However, it does not forecast the overall direction of its price. In a nutshell, if State Street's implied volatility is high, the market thinks the stock has potential for high price swings in either direction. On the other hand, the low implied volatility suggests that State Street stock will not fluctuate a lot when State Street's options are near their expiration.
The Simple Regression forecasted value of State Street SPDR on the next trading day is expected to be 81.36 with a mean absolute deviation of 0.51 and the sum of the absolute errors of 31.85. State Street after-hype prediction price | USD 81.57 |
There is no one specific way to measure market sentiment using hype analysis or a similar predictive technique. This prediction method should be used in combination with more fundamental and traditional techniques such as etf price forecasting, technical analysis, analysts consensus, earnings estimates, and various momentum models.
Check out Historical Fundamental Analysis of State Street to cross-verify your projections. Prediction based on Rule 16 of the current State contract
Based on the Rule 16, the options market is currently suggesting that State Street SPDR will have an average daily up or down price movement of about 0.0106% per day over the life of the 2026-04-17 option contract. With State Street trading at USD 81.56, that is roughly USD 0.008666 . If you think that the market is fully incorporating State Street's daily price movement you should consider acquiring State Street SPDR options at the current volatility level of 0.17%. But if you have an opposite viewpoint you should avoid it and even consider selling them.
Open Interest Against 2026-04-17 State Option Contracts
Although open interest is a measure utilized in the options markets, it could be used to forecast State Street's spot prices because the number of available contracts in the market changes daily, and new contracts can be created or liquidated at will. Since open interest in State Street's options reflects these daily shifts, investors could use the patterns of these changes to develop long and short-term trading strategies for State Street stock based on available contracts left at the end of a trading day.
Please note that to derive more accurate forecasting about market movement from the current State Street's open interest, investors have to compare it to State Street's spot prices. As Ford's stock price increases, high open interest indicates that money is entering the market, and the market is strongly bullish. Conversely, if the price of State Street is decreasing and there is high open interest, that is a sign that the bearish trend will continue, and investors may react by taking short positions in State. So, decreasing or low open interest during a bull market indicates that investors are becoming uncertain of the depth of the bullish trend, and a reversal in sentiment will likely follow.
State Street Additional Predictive Modules
Most predictive techniques to examine State price help traders to determine how to time the market. We provide a combination of tools to recognize potential entry and exit points for State using various technical indicators. When you analyze State charts, please remember that the event formation may indicate an entry point for a short seller, and look at other indicators across different periods to confirm that a breakdown or reversion is likely to occur.| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
State Street Simple Regression Price Forecast For the 27th of February
Given 90 days horizon, the Simple Regression forecasted value of State Street SPDR on the next trading day is expected to be 81.36 with a mean absolute deviation of 0.51, mean absolute percentage error of 0.39, and the sum of the absolute errors of 31.85.Please note that although there have been many attempts to predict State Etf prices using its time series forecasting, we generally do not suggest using it to place bets in the real market. The most commonly used models for forecasting predictions are the autoregressive models, which specify that State Street's next future price depends linearly on its previous prices and some stochastic term (i.e., imperfectly predictable multiplier).
State Street Etf Forecast Pattern
| Backtest State Street | State Street Price Prediction | Research Analysis |
State Street Forecasted Value
In the context of forecasting State Street's Etf value on the next trading day, we examine the predictive performance of the model to find good statistically significant boundaries of downside and upside scenarios. State Street's downside and upside margins for the forecasting period are 80.69 and 82.04, respectively. We have considered State Street's daily market price to evaluate the above model's predictive performance. Remember, however, there is no scientific proof or empirical evidence that traditional linear or nonlinear forecasting models outperform artificial intelligence and frequency domain models to provide accurate forecasts consistently.
Model Predictive Factors
The below table displays some essential indicators generated by the model showing the Simple Regression forecasting method's relative quality and the estimations of the prediction error of State Street etf data series using in forecasting. Note that when a statistical model is used to represent State Street etf, the representation will rarely be exact; so some information will be lost using the model to explain the process. AIC estimates the relative amount of information lost by a given model: the less information a model loses, the higher its quality.| AIC | Akaike Information Criteria | 119.0042 |
| Bias | Arithmetic mean of the errors | None |
| MAD | Mean absolute deviation | 0.5138 |
| MAPE | Mean absolute percentage error | 0.0064 |
| SAE | Sum of the absolute errors | 31.8534 |
Predictive Modules for State Street
There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as State Street SPDR. Regardless of method or technology, however, to accurately forecast the etf market is more a matter of luck rather than a particular technique. Nevertheless, trying to predict the etf market accurately is still an essential part of the overall investment decision process. Using different forecasting techniques and comparing the results might improve your chances of accuracy even though unexpected events may often change the market sentiment and impact your forecasting results.Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of State Street's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
State Street After-Hype Price Density Analysis
As far as predicting the price of State Street at your current risk attitude, this probability distribution graph shows the chance that the prediction will fall between or within a specific range. We use this chart to confirm that your returns on investing in State Street or, for that matter, your successful expectations of its future price, cannot be replicated consistently. Please note, a large amount of money has been lost over the years by many investors who confused the symmetrical distributions of Etf prices, such as prices of State Street, with the unreliable approximations that try to describe financial returns.
Next price density |
| Expected price to next headline |
State Street Estimiated After-Hype Price Volatility
In the context of predicting State Street's etf value on the day after the next significant headline, we show statistically significant boundaries of downside and upside scenarios based on State Street's historical news coverage. State Street's after-hype downside and upside margins for the prediction period are 80.90 and 82.24, respectively. We have considered State Street's daily market price in relation to the headlines to evaluate this method's predictive performance. Remember, however, there is no scientific proof or empirical evidence that news-based prediction models compare with traditional linear, nonlinear models or artificial intelligence models to provide accurate predictions consistently.
Current Value
State Street is very steady at this time. Analysis and calculation of next after-hype price of State Street SPDR is based on 3 months time horizon.
State Street Etf Price Outlook Analysis
Have you ever been surprised when a price of a ETF such as State Street is soaring high without any particular reason? This is usually happening because many institutional investors are aggressively trading State Street backward and forwards among themselves. Have you ever observed a lot of a particular company's price movement is driven by press releases or news about the company that has nothing to do with actual earnings? Usually, hype to individual companies acts as price momentum. If not enough favorable publicity is forthcoming, the Etf price eventually runs out of speed. So, the rule of thumb here is that as long as this news hype has nothing to do with immediate earnings, you should pay more attention to it. If you see this tendency with State Street, there might be something going there, and it might present an excellent short sale opportunity.
| Expected Return | Period Volatility | Hype Elasticity | Related Elasticity | News Density | Related Density | Expected Hype |
0.03 | 0.67 | 0.01 | 0.00 | 8 Events / Month | 0 Events / Month | In about 8 days |
| Latest traded price | Expected after-news price | Potential return on next major news | Average after-hype volatility | |
81.56 | 81.57 | 0.01 |
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State Street Hype Timeline
State Street SPDR is at this time traded for 81.56. The entity has historical hype elasticity of 0.01, and average elasticity to hype of competition of 0.0. State is anticipated to increase in value after the next headline, with the price projected to jump to 81.57 or above. The average volatility of media hype impact on the company the price is over 100%. The price boost on the next news is projected to be 0.01%, whereas the daily expected return is at this time at 0.03%. The volatility of related hype on State Street is about 0.0%, with the expected price after the next announcement by competition of 81.56. Given the investment horizon of 90 days the next anticipated press release will be in about 8 days. Check out Historical Fundamental Analysis of State Street to cross-verify your projections.State Street Related Hype Analysis
Having access to credible news sources related to State Street's direct competition is more important than ever and may enhance your ability to predict State Street's future price movements. Getting to know how State Street's peers react to changing market sentiment, related social signals, and mainstream news is a great way to find investing opportunities and time the market. The summary table below summarizes the essential lagging indicators that can help you analyze how State Street may potentially react to the hype associated with one of its peers.
| HypeElasticity | NewsDensity | SemiDeviation | InformationRatio | PotentialUpside | ValueAt Risk | MaximumDrawdown | |||
| USVT | Lyrical Asset Management | 0.00 | 0 per month | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |
| QQD | QQD | 0.00 | 0 per month | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |
| IFIX | DWS | 0.00 | 0 per month | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |
| TIPL | Direxion | 0.00 | 0 per month | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |
| CLNR | New York Life | 0.00 | 0 per month | 0.00 | (0.07) | 1.85 | (2.43) | 16.15 | |
| NSPL | NSPL | 0.00 | 0 per month | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |
| MLTI | Credit Suisse | 0.00 | 0 per month | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |
| BRKY | Direxion | 0.00 | 0 per month | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |
| GLBY | GLBY | 0.00 | 0 per month | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |
| OCTD | Innovator Capital Management | 0.00 | 0 per month | 0.00 | (1.48) | 0.13 | 0.00 | 0.34 |
Other Forecasting Options for State Street
For every potential investor in State, whether a beginner or expert, State Street's price movement is the inherent factor that sparks whether it is viable to invest in it or hold it better. State Etf price charts are filled with many 'noises.' These noises can hugely alter the decision one can make regarding investing in State. Basic forecasting techniques help filter out the noise by identifying State Street's price trends.State Street Related Equities
One of the popular trading techniques among algorithmic traders is to use market-neutral strategies where every trade hedges away some risk. Because there are two separate transactions required, even if one position performs unexpectedly, the other equity can make up some of the losses. Below are some of the equities that can be combined with State Street etf to make a market-neutral strategy. Peer analysis of State Street could also be used in its relative valuation, which is a method of valuing State Street by comparing valuation metrics with similar companies.
| Risk & Return | Correlation |
State Street Market Strength Events
Market strength indicators help investors to evaluate how State Street etf reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading State Street shares will generate the highest return on investment. By undertsting and applying State Street etf market strength indicators, traders can identify State Street SPDR entry and exit signals to maximize returns.
| Accumulation Distribution | 65674.71 | |||
| Daily Balance Of Power | 1.634146 | |||
| Rate Of Daily Change | 1.01 | |||
| Day Median Price | 81.41 | |||
| Day Typical Price | 81.46 | |||
| Price Action Indicator | 0.48 | |||
| Period Momentum Indicator | 0.67 | |||
| Relative Strength Index | 52.88 |
State Street Risk Indicators
The analysis of State Street's basic risk indicators is one of the essential steps in accurately forecasting its future price. The process involves identifying the amount of risk involved in State Street's investment and either accepting that risk or mitigating it. Along with some essential techniques for forecasting state etf prices, we also provide a set of basic risk indicators that can assist in the individual investment decision or help in hedging the risk of your existing portfolios.
| Mean Deviation | 0.5429 | |||
| Semi Deviation | 0.6773 | |||
| Standard Deviation | 0.7207 | |||
| Variance | 0.5195 | |||
| Downside Variance | 0.616 | |||
| Semi Variance | 0.4588 | |||
| Expected Short fall | (0.57) |
Please note, the risk measures we provide can be used independently or collectively to perform a risk assessment. When comparing two potential investments, we recommend comparing similar equities with homogenous growth potential and valuation from related markets to determine which investment holds the most risk.
Story Coverage note for State Street
The number of cover stories for State Street depends on current market conditions and State Street's risk-adjusted performance over time. The coverage that generates the most noise at a given time depends on the prevailing investment theme that State Street is classified under. However, while its typical story may have numerous social followers, the rapid visibility can also attract short-sellers, who usually are skeptical about State Street's long-term prospects. So, having above-average coverage will typically attract above-average short interest, leading to significant price volatility.
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Check out Historical Fundamental Analysis of State Street to cross-verify your projections. You can also try the ETFs module to find actively traded Exchange Traded Funds (ETF) from around the world.
The market value of State Street SPDR is measured differently than its book value, which is the value of State that is recorded on the company's balance sheet. Investors also form their own opinion of State Street's value that differs from its market value or its book value, called intrinsic value, which is State Street's true underlying value. Seasoned market participants apply comprehensive analytical frameworks to derive fundamental worth and identify mispriced opportunities. Because State Street's market value can be influenced by many factors that don't directly affect State Street's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between State Street's value and its price as these two are different measures arrived at by different means. Investors typically determine if State Street is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. Meanwhile, State Street's quoted price indicates the marketplace figure where supply meets demand through bilateral consent.