STATE STREET (Germany) Market Value
| ZYA Stock | EUR 109.68 2.56 2.39% |
| Symbol | 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.
| 11/04/2025 |
| 02/02/2026 |
If you would invest 0.00 in STATE STREET on November 4, 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 GEAR4MUSIC (HLDGS), Tyson Foods, MOLSON COORS, Collins Foods, CONAGRA FOODS, Thai Beverage, and US FOODS. STATE STREET is entity of Germany. It is traded as Stock on MU exchange. 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 | 0.0779 | |||
| 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 | 0.0828 | |||
| Jensen Alpha | 0.1382 | |||
| Total Risk Alpha | 0.0804 | |||
| Sortino Ratio | 0.0643 | |||
| Treynor Ratio | 0.3302 |
STATE STREET February 2, 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 | 0.0828 | |||
| Market Risk Adjusted Performance | 0.3402 | |||
| Mean Deviation | 1.06 | |||
| Semi Deviation | 1.65 | |||
| Downside Deviation | 1.86 | |||
| Coefficient Of Variation | 933.23 | |||
| Standard Deviation | 1.54 | |||
| Variance | 2.36 | |||
| Information Ratio | 0.0779 | |||
| Jensen Alpha | 0.1382 | |||
| Total Risk Alpha | 0.0804 | |||
| Sortino Ratio | 0.0643 | |||
| Treynor Ratio | 0.3302 | |||
| 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 | 8.98 |
STATE STREET Backtested Returns
Currently, STATE STREET is very steady. STATE STREET retains Efficiency (Sharpe Ratio) of 0.1, which indicates the firm had a 0.1 % 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 risk adjusted performance of 0.0828, and Downside Deviation of 1.86 to confirm if the risk estimate we provide is consistent with the expected return of 0.16%. STATE STREET has a performance score of 8 on a scale of 0 to 100. The entity owns a Beta (Systematic Risk) of 0.47, 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 1.59%. 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 | -0.58 |
Good reverse predictability
STATE STREET has good reverse predictability. Overlapping area represents the amount of predictability between STATE STREET time series from 4th of November 2025 to 19th of December 2025 and 19th of December 2025 to 2nd 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 price movement. The serial correlation of -0.58 indicates that roughly 58.0% of current STATE STREET price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.58 | |
| Spearman Rank Test | -0.14 | |
| Residual Average | 0.0 | |
| Price Variance | 8.44 |
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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.