STATE STREET (Germany) Technical Analysis
| ZYA Stock | EUR 108.42 2.48 2.24% |
As of the 6th of February, STATE STREET owns the downside deviation of 1.85, and Risk Adjusted Performance of 0.0718. 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.
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 '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.
| 11/08/2025 |
| 02/06/2026 |
If you would invest 0.00 in STATE STREET on November 8, 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 Highlight Communications, Clean Energy, MOVIE GAMES, CITIC Telecom, GEAR4MUSIC, ALERION CLEANPOWER, and SmarTone Telecommunicatio. STATE STREET is entity of Germany. It is traded as Stock on DU 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 | 1.85 | |||
| Information Ratio | 0.0606 | |||
| Maximum Drawdown | 9.4 | |||
| Value At Risk | (2.82) | |||
| Potential Upside | 2.6 |
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 | 0.0718 | |||
| Jensen Alpha | 0.104 | |||
| Total Risk Alpha | 0.0576 | |||
| Sortino Ratio | 0.0529 | |||
| Treynor Ratio | 0.1605 |
STATE STREET February 6, 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 | 0.0718 | |||
| Market Risk Adjusted Performance | 0.1705 | |||
| Mean Deviation | 1.16 | |||
| Semi Deviation | 1.58 | |||
| Downside Deviation | 1.85 | |||
| Coefficient Of Variation | 1130.64 | |||
| Standard Deviation | 1.62 | |||
| Variance | 2.62 | |||
| Information Ratio | 0.0606 | |||
| Jensen Alpha | 0.104 | |||
| Total Risk Alpha | 0.0576 | |||
| Sortino Ratio | 0.0529 | |||
| Treynor Ratio | 0.1605 | |||
| Maximum Drawdown | 9.4 | |||
| Value At Risk | (2.82) | |||
| Potential Upside | 2.6 | |||
| Downside Variance | 3.42 | |||
| Semi Variance | 2.5 | |||
| Expected Short fall | (1.12) | |||
| Skewness | (0.17) | |||
| Kurtosis | 1.21 |
STATE STREET Backtested Returns
Currently, STATE STREET is very steady. STATE STREET retains Efficiency (Sharpe Ratio) of 0.06, which indicates the firm had a 0.06 % return per unit of risk over the last 3 months. We have found twenty-nine 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 0.0718, and Downside Deviation of 1.85 to confirm if the risk estimate we provide is consistent with the expected return of 0.1%. STATE STREET has a performance score of 4 on a scale of 0 to 100. The entity owns a Beta (Systematic Risk) of 0.83, 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 1.68%. Please validate STATE STREET downside deviation, standard deviation, total risk alpha, as well as the relationship between the coefficient of variation and jensen alpha , 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 8th of November 2025 to 23rd of December 2025 and 23rd of December 2025 to 6th 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 | -0.5 | |
| Residual Average | 0.0 | |
| Price Variance | 8.42 |
STATE STREET technical 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, stock market cycles, or different charting patterns.
STATE STREET Technical Analysis
The output start index for this execution was fifty with a total number of output elements of eleven. 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.
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 February 6, 2026 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 | 0.0718 | |||
| Market Risk Adjusted Performance | 0.1705 | |||
| Mean Deviation | 1.16 | |||
| Semi Deviation | 1.58 | |||
| Downside Deviation | 1.85 | |||
| Coefficient Of Variation | 1130.64 | |||
| Standard Deviation | 1.62 | |||
| Variance | 2.62 | |||
| Information Ratio | 0.0606 | |||
| Jensen Alpha | 0.104 | |||
| Total Risk Alpha | 0.0576 | |||
| Sortino Ratio | 0.0529 | |||
| Treynor Ratio | 0.1605 | |||
| Maximum Drawdown | 9.4 | |||
| Value At Risk | (2.82) | |||
| Potential Upside | 2.6 | |||
| Downside Variance | 3.42 | |||
| Semi Variance | 2.5 | |||
| Expected Short fall | (1.12) | |||
| Skewness | (0.17) | |||
| Kurtosis | 1.21 |
STATE STREET February 6, 2026 Daily Trend Indicators
Traders often use several different daily volumes and price technical indicators to supplement a more traditional technical analysis when analyzing securities such as STATE stock. With literally thousands of different options, investors must choose the best indicators for them and familiarize themselves with how they work. We suggest combining traditional momentum indicators with more near-term forms of technical analysis such as Accumulation Distribution or Daily Balance Of Power. With their quantitative nature, daily value technical indicators can also be incorporated into your automated trading systems.
| Accumulation Distribution | 0.03 | ||
| Daily Balance Of Power | (0.69) | ||
| Rate Of Daily Change | 0.98 | ||
| Day Median Price | 109.98 | ||
| Day Typical Price | 109.46 | ||
| Price Action Indicator | (2.80) | ||
| Market Facilitation Index | 3.60 |
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.