State Street Equity Fund Key Fundamental Indicators
| SSSWX Fund | USD 517.93 4.18 0.81% |
As of the 26th of February, State Street has the Risk Adjusted Performance of 0.0816, coefficient of variation of 936.36, and Semi Deviation of 0.68. In relation to fundamental indicators, the technical analysis model makes it possible for you to check existing technical drivers of State Street Equity, as well as the relationship between them.
State Street's financial statements offer valuable quarterly and annual insights to potential investors, highlighting the company's current and historical financial position, overall management performance, and changes in financial standing over time. Key fundamentals influencing State Street's valuation are provided below:State Street Equity does not presently have any fundamental trend indicators for analysis. This module does not cover all equities due to inconsistencies in global equity categorizations. Continue to Equity Screeners to view more equity screening tools. State |
State Street 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to State Street's mutual fund what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of State Street.
| 11/28/2025 |
| 02/26/2026 |
If you would invest 0.00 in State Street on November 28, 2025 and sell it all today you would earn a total of 0.00 from holding State Street Equity or generate 0.0% return on investment in State Street over 90 days. State Street is related to or competes with State Street, State Street, State Street, State Street, State Street, State Street, and State Street. The fund uses a passive management strategy designed to track the performance of the SP 500 More
State Street Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure State Street's mutual fund current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess State Street Equity upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8039 | |||
| Information Ratio | (0.04) | |||
| Maximum Drawdown | 3.61 | |||
| Value At Risk | (1.22) | |||
| Potential Upside | 0.9889 |
State Street Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for State Street's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as State Street's standard deviation. In reality, there are many statistical measures that can use State Street historical prices to predict the future State Street's volatility.| Risk Adjusted Performance | 0.0816 | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.03) | |||
| Sortino Ratio | (0.04) | |||
| Treynor Ratio | 0.0885 |
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 February 26, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.0816 | |||
| Market Risk Adjusted Performance | 0.0985 | |||
| Mean Deviation | 0.5434 | |||
| Semi Deviation | 0.68 | |||
| Downside Deviation | 0.8039 | |||
| Coefficient Of Variation | 936.36 | |||
| Standard Deviation | 0.7241 | |||
| Variance | 0.5243 | |||
| Information Ratio | (0.04) | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.03) | |||
| Sortino Ratio | (0.04) | |||
| Treynor Ratio | 0.0885 | |||
| Maximum Drawdown | 3.61 | |||
| Value At Risk | (1.22) | |||
| Potential Upside | 0.9889 | |||
| Downside Variance | 0.6462 | |||
| Semi Variance | 0.4623 | |||
| Expected Short fall | (0.56) | |||
| Skewness | (0.48) | |||
| Kurtosis | 0.9833 |
State Street Equity Backtested Returns
At this stage we consider State Mutual Fund to be very steady. State Street Equity owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0481, which indicates the fund had a 0.0481 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for State Street Equity, which you can use to evaluate the volatility of the fund. Please validate State Street's Coefficient Of Variation of 936.36, risk adjusted performance of 0.0816, and Semi Deviation of 0.68 to confirm if the risk estimate we provide is consistent with the expected return of 0.0323%. The entity has a beta of 0.76, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, State Street's returns are expected to increase less than the market. However, during the bear market, the loss of holding State Street is expected to be smaller as well.
Auto-correlation | -0.39 |
Poor reverse predictability
State Street Equity has poor reverse predictability. Overlapping area represents the amount of predictability between State Street time series from 28th of November 2025 to 12th of January 2026 and 12th of January 2026 to 26th of February 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of State Street Equity price movement. The serial correlation of -0.39 indicates that just about 39.0% of current State Street price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.39 | |
| Spearman Rank Test | -0.34 | |
| Residual Average | 0.0 | |
| Price Variance | 15.44 |
Generally speaking, the Price to Earnings ratio gives investors an idea of what the market is willing to pay for the company's current earnings.
| Competition |
Based on the latest financial disclosure, State Street Equity has a Price To Earning of 18.15 times. This is much higher than that of the State Street Global Advisors family and significantly higher than that of the Large Blend category. The price to earning for all United States funds is notably lower than that of the firm.
State Street Equity Fundamental Drivers Relationships
Comparative valuation techniques use various fundamental indicators to help in determining State Street's current stock value. Our valuation model uses many indicators to compare State Street value to that of its competitors to determine the firm's financial worth. You can analyze the relationship between different fundamental ratios across State Street competition to find correlations between indicators driving State Street's intrinsic value. More Info.State Street Equity is rated top fund in price to earning among similar funds. It also is rated top fund in price to book among similar funds fabricating about 0.14 of Price To Book per Price To Earning. The ratio of Price To Earning to Price To Book for State Street Equity is roughly 7.01 . The reason why the comparable model can be used in almost all circumstances is due to the vast number of multiples that can be utilized, such as the price-to-earnings (P/E), price-to-book (P/B), price-to-sales (P/S), price-to-cash flow (P/CF), and many others. The P/E ratio is the most commonly used of these ratios because it focuses on the State Street's earnings, one of the primary drivers of an investment's value.State Price To Earning Peer Comparison
Stock peer comparison is one of the most widely used and accepted methods of equity analyses. It analyses State Street's direct or indirect competition against its Price To Earning to detect undervalued stocks with similar characteristics or determine the mutual funds which would be a good addition to a portfolio. 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 of similar companies.State Street is currently under evaluation in price to earning among similar funds.
State Financial Ratios Relationships
Comparative valuation techniques use various fundamental indicators to help in determining State Street's current stock value. Our valuation model uses many indicators to compare State Street value to that of its competitors to determine the firm's financial worth. You can analyze the relationship between different fundamental ratios across State Street competition to find correlations between indicators driving State Street's intrinsic value. More Info.State Street Equity is rated top fund in price to earning among similar funds. It also is rated top fund in price to book among similar funds fabricating about 0.14 of Price To Book per Price To Earning. The ratio of Price To Earning to Price To Book for State Street Equity is roughly 7.01 . The reason why the comparable model can be used in almost all circumstances is due to the vast number of multiples that can be utilized, such as the price-to-earnings (P/E), price-to-book (P/B), price-to-sales (P/S), price-to-cash flow (P/CF), and many others. The P/E ratio is the most commonly used of these ratios because it focuses on the State Street's earnings, one of the primary drivers of an investment's value.Fund Asset Allocation for State Street
The fund consists of 98.76% investments in stocks, with the rest of investments allocated between different money market instruments.Asset allocation divides State Street's investment portfolio among different asset categories to balance risk and reward by investing in a diversified mix of instruments that align with the investor's goals, risk tolerance, and time horizon. Mutual funds, which pool money from multiple investors for a diversified portfolio of securities, use asset allocation strategies to manage the risk and return of their portfolios.
Mutual funds allocate their assets by investing in a diversified portfolio of securities, such as stocks, bonds, cryptocurrencies and cash. The specific mix of these securities is determined by the fund's investment objective and strategy. For example, a stock mutual fund may invest primarily in equities, while a bond mutual fund may invest mainly in fixed-income securities. The fund's manager, responsible for making investment decisions, will manage securities in the fund's portfolio as market conditions and the fund's objectives change.
State Fundamentals
| Price To Earning | 18.15 X | ||||
| Price To Book | 2.59 X | ||||
| Price To Sales | 1.71 X | ||||
| Total Asset | 10.99 M | ||||
| Annual Yield | 0.01 % | ||||
| Year To Date Return | 1.07 % | ||||
| One Year Return | 14.13 % | ||||
| Three Year Return | 20.69 % | ||||
| Five Year Return | 13.49 % | ||||
| Net Asset | 1.05 B | ||||
| Last Dividend Paid | 3.97 | ||||
| Cash Position Weight | 1.24 % | ||||
| Equity Positions Weight | 98.76 % |
About State Street Fundamental Analysis
The Macroaxis Fundamental Analysis modules help investors analyze State Street Equity's financials across various querterly and yearly statements, indicators and fundamental ratios. We help investors to determine the real value of State Street using virtually all public information available. We use both quantitative as well as qualitative analysis to arrive at the intrinsic value of State Street Equity based on its fundamental data. In general, a quantitative approach, as applied to this mutual fund, focuses on analyzing financial statements comparatively, whereas a qaualitative method uses data that is important to a company's growth but cannot be measured and presented in a numerical way.
Please read more on our fundamental analysis page.The fund uses a passive management strategy designed to track the performance of the SP 500. The index is a well-known stock market index that includes common stocks of 500 companies from a number of sectors and that measures the performance of the large-cap sector of the U.S. equities market. It is non-diversified.
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in State Mutual Fund
State Street financial ratios help investors to determine whether State Mutual Fund is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in State with respect to the benefits of owning State Street security.
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