|SSHAX -- USA Fund|| |
USD 12.96 0.01 0.08%
Assuming 30 trading days horizon, and your above average risk tolerance our recommendation regarding State Street Global Managed Vol is 'Hold'
. Macroaxis provides State Street buy hold or sell recommendation only in the context of selected investment horizon and investor attitude towards risk assumed by holding SSHAX positions. The advice algorithm takes into account all of State Street Global available fundamental, technical, and predictive indicators you will find on this site. The advice is provided from SSHAX buy-and-hold prospective. Also please take a look at State Street Analyst Recommendation
to compare Macroaxis Buy or Sell Recommendation with the current analyst consensus. To check ratings for muliple equity instruments please use Instant Ratings
For the selected time horizon State Street Global Managed Vol has a risk adjusted performance of 0.0368, jensen alpha of 0.0041, total risk alpha of 0.045378
, sortino ratio of 0.20
and treynor ratio of 0.1177
This advice tool can be used to cross verify current analyst consensus
on State Street and to analyze the entity potential to grow in the current economic cycle.
State Street Returns Distribution Density
|Mean Return||0.028688||Value At Risk||0.46|
|Potential Upside||0.47||Standard Deviation||0.27|
State Street Greeks
State Street Volatility Alert
State Street Global Managed Vol exhibits very low volatility with skewness of -0.19 and kurtosis of -0.41. However, we advise investors to further study State Street Global Managed Vol technical indicators to make sure all market info is available and is reliable.
Companies manufacturing electronic appliances and goods. Electronics theme has 30 constituents.