State Street Premier Fund Manager Performance Evaluation
| SPGSX Fund | USD 114.38 1.20 1.04% |
The entity has a beta of 0.37, 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.
Risk-Adjusted Performance
Fair
Weak | Strong |
Compared to the overall equity markets, risk-adjusted returns on investments in State Street Premier are ranked lower than 9 (%) of all funds and portfolios of funds over the last 90 days. In spite of fairly weak basic indicators, State Street showed solid returns over the last few months and may actually be approaching a breakup point.
...moreState |
State Street Relative Risk vs. Return Landscape
If you would invest 9,267 in State Street Premier on November 2, 2025 and sell it today you would earn a total of 2,171 from holding State Street Premier or generate 23.43% return on investment over 90 days. State Street Premier is currently producing 0.3981% returns and takes up 3.5077% volatility of returns over 90 trading days. Put another way, 31% of traded mutual funds are less volatile than State, and 92% of all traded equity instruments are likely to generate higher returns over the next 90 trading days. Expected Return |
| Risk |
State Street Target Price Odds to finish over Current Price
The tendency of State Mutual Fund price to converge on an average value over time is a known aspect in finance that investors have used since the beginning of the stock market for forecasting. However, many studies suggest that some traded equity instruments are consistently mispriced before traders' demand and supply correct the spread. One possible conclusion to this anomaly is that these stocks have additional risk, for which investors demand compensation in the form of extra returns.
| Current Price | Horizon | Target Price | Odds to move above the current price in 90 days |
| 114.38 | 90 days | 114.38 | about 9.59 |
Based on a normal probability distribution, the odds of State Street to move above the current price in 90 days from now is about 9.59 (This State Street Premier probability density function shows the probability of State Mutual Fund to fall within a particular range of prices over 90 days) .
Assuming the 90 days horizon State Street has a beta of 0.37. This usually implies as returns on the market go up, State Street average returns are expected to increase less than the benchmark. However, during the bear market, the loss on holding State Street Premier will be expected to be much smaller as well. Additionally State Street Premier has an alpha of 0.3938, implying that it can generate a 0.39 percent excess return over Dow Jones Industrial after adjusting for the inherited market risk (beta). State Street Price Density |
| Price |
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 Premier. Regardless of method or technology, however, to accurately forecast the mutual fund market is more a matter of luck rather than a particular technique. Nevertheless, trying to predict the mutual fund 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 Risk Indicators
For the most part, the last 10-20 years have been a very volatile time for the stock market. State Street is not an exception. The market had few large corrections towards the State Street's value, including both sudden drops in prices as well as massive rallies. These swings have made and broken many portfolios. An investor can limit the violent swings in their portfolio by implementing a hedging strategy designed to limit downside losses. If you hold State Street Premier, one way to have your portfolio be protected is to always look up for changing volatility and market elasticity of State Street within the framework of very fundamental risk indicators.α | Alpha over Dow Jones | 0.39 | |
β | Beta against Dow Jones | 0.37 | |
σ | Overall volatility | 12.00 | |
Ir | Information ratio | 0.11 |
State Street Alerts and Suggestions
In today's market, stock alerts give investors the competitive edge they need to time the market and increase returns. Checking the ongoing alerts of State Street for significant developments is a great way to find new opportunities for your next move. Suggestions and notifications for State Street Premier can help investors quickly react to important events or material changes in technical or fundamental conditions and significant headlines that can affect investment decisions.| State Street Premier had very high historical volatility over the last 90 days |
About State Street Performance
Evaluating State Street's performance through its fundamental ratios, provides valuable insights into its operational efficiency and profitability. For instance, if State Street has a high ROA and ROE, it suggests that the company is efficiently using its assets and equity to generate substantial profits, making it an attractive investment. Conversely, if State Street has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements. Please also refer to our technical analysis and fundamental analysis pages.
State Street is entity of United States. It is traded as Fund on NMFQS exchange.Things to note about State Street Premier performance evaluation
Checking the ongoing alerts about State Street for important developments is a great way to find new opportunities for your next move. Mutual Fund alerts and notifications screener for State Street Premier help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| State Street Premier had very high historical volatility over the last 90 days |
- Analyzing State Street's financial statements, including its income statement, balance sheet, and cash flow statement, helps in understanding its overall financial health and growth potential.
- Getting a closer look at valuation ratios like price-to-earnings (P/E) ratio, price-to-sales (P/S) ratio, and price-to-book (P/B) ratio help in understanding whether State Street's stock is overvalued or undervalued compared to its peers.
- Examining State Street's industry or sector and how it is performing can give you an idea of its growth potential and how it is positioned relative to its competitors.
- Evaluating State Street's management team can have a significant impact on its success or failure. Reviewing the track record and experience of State Street's management team can help you assess the Mutual Fund's leadership.
- Pay attention to analyst opinions and ratings of State Street's mutual fund. These opinions can provide insight into State Street's potential for growth and whether the stock is currently undervalued or overvalued.
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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