Assuming 30 trading days horizon, and your above average risk tolerance our recommendation regarding State Street Global Managed Vol is 'Not Rated'. 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 World Market Map.
For the selected time horizon State Street Global Managed Vol has a risk adjusted performance of (0.27), jensen alpha of (0.11), total risk alpha of (0.14), sortino ratio of 0.0 and treynor ratio of 3.69Our 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||0.1||Value At Risk||1.7|
|Potential Upside||1.40||Standard Deviation||0.73|