State Street Aggregate Fund Technical Analysis
| SSAFX Fund | USD 85.96 0.26 0.30% |
As of the 19th of April, State Street has the Coefficient Of Variation of (1,066), variance of 0.1379, and Risk Adjusted Performance of (0.06). In relation to fundamental indicators, the technical analysis model makes it possible for you to check existing technical drivers of State Street Aggregate, as well as the relationship between them. In other words, you can use this information to find out if the fund will indeed mirror its model of past prices and volume data, or the prices will eventually revert. We were able to analyze and collect data for thirteen technical drivers for State Street Aggregate, which can be compared to its competition. Please validate State Street Aggregate mean deviation and maximum drawdown to decide if State Street is priced more or less accurately, providing market reflects its prevalent price of 85.96 per share.
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 technical mutual fund 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, fund market cycles, or different charting patterns.
State Street Aggregate Technical Analysis
Incorrect Input. Please change your parameters or increase the time horizon required for running this function. The output start index for this execution was zero with a total number of output elements of zero. 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 Aggregate volatility. High ATR values indicate high volatility, and low values indicate low volatility.
State Street Aggregate Trend Analysis
Use this graph to draw trend lines for State Street Aggregate. You can use it to identify possible trend reversals for State Street as well as other signals and approximate when it will take place. Remember, you need at least two touches of the trend line with actual State Street price movement. To start drawing, click on the pencil icon on top-right. To remove the trend, use eraser icon.State Street Best Fit Change Line
The following chart estimates an ordinary least squares regression model for State Street Aggregate applied against its price change over selected period. The best fit line has a slop of 0.02 , which may suggest that State Street Aggregate market price will keep on failing further. It has 122 observation points and a regression sum of squares at 13.76, which is the sum of squared deviations for the predicted State Street price change compared to its average price change.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 Aggregate 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 Aggregate based on its technical analysis. In general, a bottom-up approach, as applied to this mutual fund, focuses on State Street Aggregate price pattern first instead of the macroeconomic environment surrounding State Street Aggregate. 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 April 19, 2024 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 | (0.06) | |||
| Market Risk Adjusted Performance | (0.16) | |||
| Mean Deviation | 0.2883 | |||
| Coefficient Of Variation | (1,066) | |||
| Standard Deviation | 0.3714 | |||
| Variance | 0.1379 | |||
| Information Ratio | (0.28) | |||
| Jensen Alpha | (0.06) | |||
| Total Risk Alpha | (0.08) | |||
| Treynor Ratio | (0.17) | |||
| Maximum Drawdown | 1.7 | |||
| Value At Risk | (0.76) | |||
| Potential Upside | 0.4684 | |||
| Skewness | (0.82) | |||
| Kurtosis | 0.6795 |
Check out World Market Map to better understand how to build diversified portfolios, which includes a position in State Street Aggregate. Also, note that the market value of any mutual fund could be tightly coupled with the direction of predictive economic indicators such as signals in census. Note that the State Street Aggregate information on this page should be used as a complementary analysis to other State Street's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try the Price Transformation module to use Price Transformation models to analyze the depth of different equity instruments across global markets.