State Street Etf Performance
The entity has a beta of 0.0, which indicates not very significant fluctuations relative to the market. the returns on MARKET and State Street are completely uncorrelated.
Risk-Adjusted Performance
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Over the last 90 days State Street has generated negative risk-adjusted returns adding no value to investors with long positions. Despite quite persistent basic indicators, State Street is not utilizing all of its potentials. The recent stock price mess, may contribute to short-term losses for the institutional investors. ...more
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State Street Relative Risk vs. Return Landscape
If you would invest (100.00) in State Street on August 31, 2024 and sell it today you would earn a total of 100.00 from holding State Street or generate -100.0% return on investment over 90 days. State Street is generating negative expected returns assuming volatility of 0.0% on return distribution over 90 days investment horizon. In other words, 0% of etfs are less volatile than State, and above 99% of all equities are expected to generate higher returns over the next 90 days. Expected Return |
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State Street Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for State Street's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as State Street, and traders can use it to determine the average amount a State Street's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = 0.0
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Based on monthly moving average State Street is not performing at its full potential. However, if added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of State Street by adding State Street to a well-diversified portfolio.
State Street Fundamentals Growth
State Etf prices reflect investors' perceptions of the future prospects and financial health of State Street, and State Street fundamentals are critical determinants of its market performance. Overall, investors pay close attention to revenue and earnings growth, profit margins, and debt levels. These fundamentals can have a significant impact on State Etf performance.
| Price To Earning | 21.90 X | |||
| Price To Book | 4.66 X | |||
| Price To Sales | 3.69 X | |||
| Earnings Per Share | 7.19 X | |||
| Total Asset | 767.19 M | |||
| State Street is not yet fully synchronised with the market data | |
| State Street has some characteristics of a very speculative penny stock | |
| The fund maintains 99.89% of its assets in stocks |
Check out Correlation Analysis to better understand how to build diversified portfolios. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in estimate. You can also try the Pair Correlation module to compare performance and examine fundamental relationship between any two equity instruments.
Other Tools for State Etf
When running State Street's price analysis, check to measure State Street's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy State Street is operating at the current time. Most of State Street's value examination focuses on studying past and present price action to predict the probability of State Street's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move State Street's price. Additionally, you may evaluate how the addition of State Street to your portfolios can decrease your overall portfolio volatility.
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