|SSHAX -- USA Fund|| |
USD 12.45 0.00 0.00%
The entity has beta of -0.0306 which indicates as returns on market increase, returns on owning State Street are expected to decrease at a much smaller rate. During bear market, State Street is likely to outperform the market. Although it is extremely important to respect State Street Global
current price movements, it is better to be realistic regarding the information on equity historical returns. The philosophy towards measuring future performance of any fund is to evaluate the business as a whole together with its past performance including all available fundamental and technical indicators
. By inspecting State Street Global technical indicators
you can presently evaluate if the expected return of 0.0% will be sustainable into the future.
State Street Global Relative Risk vs. Return Landscape
If you would invest 1,245
in State Street Global Managed Vol on January 17, 2019
and sell it today you would earn a total of 0.00
from holding State Street Global Managed Vol or generate 0.0%
return on investment over 30
days. State Street Global Managed Vol is currently producing negative expected returns and takes up 0.0% volatility of returns over 30 trading days. Put another way, 0% of traded equities are less volatile than the company and 99% of traded equity instruments are likely to generate higher returns over the next 30 trading days.
Daily Expected Return (%)
State Street Market Risk Analysis
Sharpe Ratio = 0.0
Based on monthly moving average State Street is performing at about 0% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of State Street
by adding it to a well-diversified
Risk-Adjusted Fund Performance
Over the last 30 days State Street Global Managed Vol has generated negative risk-adjusted returns adding no value to fund investors.
|State Street Global is not yet fully synchronised with the market data|
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