STATE STREET (Germany) Performance
| ZYA Stock | EUR 106.84 1.04 0.96% |
STATE STREET has a performance score of 7 on a scale of 0 to 100. The entity owns a Beta (Systematic Risk) of 0.44, 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.
Risk-Adjusted Performance
Fair
Weak | Strong |
Compared to the overall equity markets, risk-adjusted returns on investments in STATE STREET are ranked lower than 7 (%) of all global equities and portfolios over the last 90 days. In spite of comparatively fragile basic indicators, STATE STREET may actually be approaching a critical reversion point that can send shares even higher in March 2026. ...more
| Begin Period Cash Flow | 3.6 B | |
| Dividend Yield | 0.0307 |
STATE |
STATE STREET Relative Risk vs. Return Landscape
If you would invest 9,875 in STATE STREET on October 31, 2025 and sell it today you would earn a total of 809.00 from holding STATE STREET or generate 8.19% return on investment over 90 days. STATE STREET is generating 0.146% of daily returns assuming 1.5769% volatility of returns over the 90 days investment horizon. Simply put, 14% of all stocks have less volatile historical return distribution than STATE STREET, and 98% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
STATE STREET Target Price Odds to finish over Current Price
The tendency of STATE Stock 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 |
| 106.84 | 90 days | 106.84 | about 42.29 |
Based on a normal probability distribution, the odds of STATE STREET to move above the current price in 90 days from now is about 42.29 (This STATE STREET probability density function shows the probability of STATE Stock to fall within a particular range of prices over 90 days) .
Assuming the 90 days trading horizon STATE STREET has a beta of 0.44. This usually means 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 will be expected to be much smaller as well. Additionally STATE STREET has an alpha of 0.1076, implying that it can generate a 0.11 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. Regardless of method or technology, however, to accurately forecast the stock market is more a matter of luck rather than a particular technique. Nevertheless, trying to predict the stock 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.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, 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 | 0.11 | |
β | Beta against Dow Jones | 0.44 | |
σ | Overall volatility | 5.55 | |
Ir | Information ratio | 0.05 |
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 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 generates negative cash flow from operations |
STATE STREET Price Density Drivers
Market volatility will typically increase when nervous long traders begin to feel the short-sellers pressure to drive the market lower. The future price of STATE Stock often depends not only on the future outlook of the current and potential STATE STREET's investors but also on the ongoing dynamics between investors with different trading styles. Because the market risk indicators may have small false signals, it is better to identify suitable times to hedge a portfolio using different long/short signals. STATE STREET's indicators that are reflective of the short sentiment are summarized in the table below.
| Common Stock Shares Outstanding | 349 M | |
| Dividend Yield | 0.0307 | |
| Short Term Investments | 40.6 B | |
| Short Long Term Debt | 2.1 B |
STATE STREET Fundamentals Growth
STATE Stock 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 Stock performance.
| Price To Book | 1.24 X | |||
| Price To Sales | 2.48 X | |||
| Total Debt | 15 B | |||
| Cash Flow From Operations | (6.71 B) | |||
| Total Asset | 301.45 B | |||
About STATE STREET Performance
Assessing STATE STREET's fundamental ratios provides investors with valuable insights into STATE STREET's financial health and overall profitability. This information is crucial for making informed investment decisions. A high ROA would indicate that the STATE STREET is effectively leveraging its assets and equity to generate significant profits, making it an appealing investment. Conversely, low Return on Assets could signal underlying management issues in assets and equity, indicating a necessity for operational refinements. Please also refer to our technical analysis and fundamental analysis pages.
Things to note about STATE STREET performance evaluation
Checking the ongoing alerts about STATE STREET for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for STATE STREET help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| STATE STREET generates negative cash flow from operations |
- 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 Company's leadership.
- Pay attention to analyst opinions and ratings of STATE STREET's stock. These opinions can provide insight into STATE STREET's potential for growth and whether the stock is currently undervalued or overvalued.
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.