State Street Alpha and Beta Analysis Overview

    SSHAX -- USA Fund  

    USD 12.63  0.20  1.56%

    This module allows you to check different measures of market premium for State Street Global Managed Vol as well as systematic risk associated with investing in State Street over a specified time horizon. Also please take a look at World Market Map.
    Horizon     30 Days    Login   to change
    Symbol
    Run Premiums

    State Street Market Premiums

    α0.00β0.00
    30 days against DJI
    Risk Adjusted Performance  

    0.1303

    Jensen Alpha  

    0.0905

    Total Risk Alpha  

    0.0284

    Sortino Ratio  

    0.0

    Treynor Ratio  

    0.94

    State Street Fundamentals

    State Street Opportunities

    State Street Return and Market Media

    The median price of State Street for the period between Sun, Aug 19, 2018 and Tue, Sep 18, 2018 is 12.77 with a coefficient of variation of 40.68. The daily time series for the period is distributed with a sample standard deviation of 4.48, arithmetic mean of 11.0, and mean deviation of 3.0. The Fund did not receive any noticable media coverage during the period.
     Price Growth (%)  
          Timeline 

    Current Sentiment - SSHAX

    State Street Global Investor Sentiment

    Macroaxis portfolio users are evenly split in their outlook on investing in State Street Global Managed Vol. What is your outlook on investing in State Street Global Managed Vol? Are you bullish or bearish?
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