State Street Stock Net Income
| ZYA Stock | EUR 106.84 1.04 0.96% |
As of the 29th of January, STATE STREET owns the risk adjusted performance of 0.0821, and Downside Deviation of 1.86. In relation to fundamental indicators, the technical analysis model makes it possible for you to check practical technical drivers of STATE STREET, as well as the relationship between them.
Analyzing historical trends in various income statement and balance sheet accounts from STATE STREET's financial statements helps investors evaluate the company's valuation, profitability, and current liquidity needs. Key fundamental drivers impacting STATE STREET's valuation are summarized below:STATE STREET does not now have any fundamental measures 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 stock 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.
| 10/31/2025 |
| 01/29/2026 |
If you would invest 0.00 in STATE STREET on October 31, 2025 and sell it all today you would earn a total of 0.00 from holding STATE STREET or generate 0.0% return on investment in STATE STREET over 90 days. STATE STREET is related to or competes with China Communications, CODERE ONLINE, Cairo Communication, MAROC TELECOM, CARSALESCOM, Gruppo Mutuionline, and Hutchison Telecommunicatio. 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 stock 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 upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.86 | |||
| Information Ratio | 0.0558 | |||
| Maximum Drawdown | 10.93 | |||
| Value At Risk | (2.15) | |||
| Potential Upside | 2.02 |
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 | 0.0821 | |||
| Jensen Alpha | 0.1169 | |||
| Total Risk Alpha | 0.0151 | |||
| Sortino Ratio | 0.046 | |||
| Treynor Ratio | 0.2911 |
STATE STREET January 29, 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 | 0.0821 | |||
| Market Risk Adjusted Performance | 0.3011 | |||
| Mean Deviation | 1.06 | |||
| Semi Deviation | 1.65 | |||
| Downside Deviation | 1.86 | |||
| Coefficient Of Variation | 955.95 | |||
| Standard Deviation | 1.53 | |||
| Variance | 2.35 | |||
| Information Ratio | 0.0558 | |||
| Jensen Alpha | 0.1169 | |||
| Total Risk Alpha | 0.0151 | |||
| Sortino Ratio | 0.046 | |||
| Treynor Ratio | 0.2911 | |||
| Maximum Drawdown | 10.93 | |||
| Value At Risk | (2.15) | |||
| Potential Upside | 2.02 | |||
| Downside Variance | 3.46 | |||
| Semi Variance | 2.73 | |||
| Expected Short fall | (1.10) | |||
| Skewness | (1.93) | |||
| Kurtosis | 9.0 |
STATE STREET Backtested Returns
Currently, STATE STREET is very steady. STATE STREET retains Efficiency (Sharpe Ratio) of 0.0926, which indicates the firm had a 0.0926 % return per unit of risk over the last 3 months. We have found thirty technical indicators for STATE STREET, which you can use to evaluate the volatility of the company. Please validate STATE STREET's downside deviation of 1.86, and Risk Adjusted Performance of 0.0821 to confirm if the risk estimate we provide is consistent with the expected return of 0.15%. STATE STREET has a performance score of 7 on a scale of 0 to 100. The entity owns a Beta (Systematic Risk) of 0.52, 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. STATE STREET currently owns a risk of 1.58%. Please validate STATE STREET value at risk, kurtosis, and the relationship between the sortino ratio and semi variance , to decide if STATE STREET will be following its current price history.
Auto-correlation | -0.48 |
Modest reverse predictability
STATE STREET has modest reverse predictability. Overlapping area represents the amount of predictability between STATE STREET time series from 31st of October 2025 to 15th of December 2025 and 15th of December 2025 to 29th of January 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 price movement. The serial correlation of -0.48 indicates that about 48.0% of current STATE STREET price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.48 | |
| Spearman Rank Test | 0.15 | |
| Residual Average | 0.0 | |
| Price Variance | 8.57 |
Because income is reported on the Income Statement of a company and is measured in dollars some investors prefer to use Profit Margin, which measures income as a percentage of sales.
| Competition |
Based on the recorded statements, STATE STREET reported net income of 2.77 B. This is much higher than that of the Other sector and significantly higher than that of the Other industry. The net income for all Germany stocks is notably lower than that of the firm.
STATE Net Income 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 Net Income to detect undervalued stocks with similar characteristics or determine the stocks 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 net income category among its peers.
STATE Fundamentals
| Price To Book | 1.24 X | |||
| Price To Sales | 2.48 X | |||
| Net Income | 2.77 B | |||
| Total Debt | 15 B | |||
| Cash Flow From Operations | (6.71 B) | |||
| Price To Earnings To Growth | 4.06 X | |||
| Market Capitalization | 30.27 B | |||
| Total Asset | 301.45 B | |||
| Z Score | 1.2 | |||
| Annual Yield | 0.03 % | |||
| Net Asset | 301.45 B | |||
| Last Dividend Paid | 0.47 |
About STATE STREET Fundamental Analysis
The Macroaxis Fundamental Analysis modules help investors analyze STATE STREET'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 based on its fundamental data. In general, a quantitative approach, as applied to this company, 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.
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Additional Tools for STATE Stock Analysis
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.