State Street Preferred Stock Technical Analysis
STT-PG Preferred Stock | USD 24.70 0.05 0.20% |
As of the 25th of November, State Street has the Coefficient Of Variation of 3289.55, semi deviation of 0.3588, and Risk Adjusted Performance of 0.0147. In relation to fundamental indicators, the technical analysis model makes it possible for you to check existing technical drivers of State Street, as well as the relationship between them. Please validate State Street treynor ratio, and the relationship between the standard deviation and downside variance to decide if State Street is priced more or less accurately, providing market reflects its prevalent price of 24.7 per share. Given that State Street has jensen alpha of (0.0005), we advise you to double-check State Street's current market performance to make sure the company can sustain itself at a future point.
State Street Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as State, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to StateState |
State Street technical preferred stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, preferred stock market cycles, or different charting patterns.
State Street Technical Analysis
The output start index for this execution was twelve with a total number of output elements of fourty-nine. The Average True Range was developed by J. Welles Wilder in 1970s. It is one of components of the Welles Wilder Directional Movement indicators. The ATR is a measure of State Street volatility. High ATR values indicate high volatility, and low values indicate low volatility.
State Street Trend Analysis
Use this graph to draw trend lines for State Street. You can use it to identify possible trend reversals for State Street as well as other signals and approximate when it will take place. Remember, you need at least two touches of the trend line with actual State Street price movement. To start drawing, click on the pencil icon on top-right. To remove the trend, use eraser icon.State Street Best Fit Change Line
The following chart estimates an ordinary least squares regression model for State Street applied against its price change over selected period. The best fit line has a slop of 0.0014 , which may suggest that State Street market price will keep on failing further. It has 122 observation points and a regression sum of squares at 0.07, which is the sum of squared deviations for the predicted State Street price change compared to its average price change.About State Street Technical Analysis
The technical analysis module can be used to analyzes prices, returns, volume, basic money flow, and other market information and help investors to determine the real value of State Street on a daily or weekly bases. We use both bottom-up as well as top-down valuation methodologies to arrive at the intrinsic value of State Street based on its technical analysis. In general, a bottom-up approach, as applied to this company, focuses on State Street price pattern first instead of the macroeconomic environment surrounding State Street. By analyzing State Street's financials, daily price indicators, and related drivers such as dividends, momentum ratios, and various types of growth rates, we attempt to find the most accurate representation of State Street's intrinsic value. As compared to a bottom-up approach, our top-down model examines the macroeconomic factors that affect the industry/economy before zooming in to State Street specific price patterns or momentum indicators. Please read more on our technical analysis page.
State Street November 25, 2024 Technical Indicators
Most technical analysis of State help investors determine whether a current trend will continue and, if not, when it will shift. We provide a combination of tools to recognize potential entry and exit points for State from various momentum indicators to cycle indicators. When you analyze State charts, please remember that the event formation may indicate an entry point for a short seller, and look at different other indicators across different periods to confirm that a breakdown or reversion is likely to occur.
Cycle Indicators | ||
Math Operators | ||
Math Transform | ||
Momentum Indicators | ||
Overlap Studies | ||
Pattern Recognition | ||
Price Transform | ||
Statistic Functions | ||
Volatility Indicators | ||
Volume Indicators |
Risk Adjusted Performance | 0.0147 | |||
Market Risk Adjusted Performance | 0.1115 | |||
Mean Deviation | 0.3262 | |||
Semi Deviation | 0.3588 | |||
Downside Deviation | 0.3948 | |||
Coefficient Of Variation | 3289.55 | |||
Standard Deviation | 0.4124 | |||
Variance | 0.1701 | |||
Information Ratio | (0.29) | |||
Jensen Alpha | (0.0005) | |||
Total Risk Alpha | (0.06) | |||
Sortino Ratio | (0.30) | |||
Treynor Ratio | 0.1015 | |||
Maximum Drawdown | 1.61 | |||
Value At Risk | (0.61) | |||
Potential Upside | 0.8143 | |||
Downside Variance | 0.1558 | |||
Semi Variance | 0.1288 | |||
Expected Short fall | (0.35) | |||
Skewness | 0.3866 | |||
Kurtosis | (0.32) |
Complementary Tools for State Preferred 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.
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