State Street Buy Hold or Sell Recommendation

SSHAX -- USA Fund  

USD 12.41  0.07  0.57%

Assuming 30 trading days horizon, and your above average risk tolerance our recommendation regarding State Street Global Managed Vol is 'Strong 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 tool.

Time Horizon

Risk Tolerance

Symbol
Execute Advice
Sell State StreetBuy State Street
Strong Hold

Hype Condition

Current Valuation

Odds of Distress

Economic Sensitivity

Analyst Consensus

Not Available
For the selected time horizon State Street Global Managed Vol has a risk adjusted performance of 0.11, jensen alpha of 0.032003, total risk alpha of 0.026798, sortino ratio of 0.0 and treynor ratio of 0.13
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 Return0.07Value At Risk1.06
Potential Upside1.40Standard Deviation0.78
 Return Density 
      Distribution 

State Street Greeks

α
Alpha over DOW
=0.03
β
Beta against DOW=0.57
σ
Overall volatility
=0.78
Ir
Information ratio =0.0014

State Street Volatility Alert

State Street Global Managed Vol exhibits very low volatility with skewness of 0.16 and kurtosis of 0.4. 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.

State Street Alerts

Trading Alerts and Improvement Suggestions

State Street Global generates negative expected return over the last 30 days
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 tool. Please also try Headlines Timeline module to stay connected to all market stories and filter out noise. drill down to analyze hype elasticity.
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