As of 20 of April State Street has Risk Adjusted Performance of
(0.09) and Coefficient Of Variation of (711.46). Macroaxis technical analysis interface makes it possible for you to check existing technical drivers of State Street Global 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 found nineteen technical drivers for State Street Global Managed Vol which can be compared to its competition. Please validate State Street Global Variance as well as the relationship between Value At Risk and Skewness to decide if State Street is priced more or less accurately providing market reflects its prevalent price of 12.45 per share.
|Horizon||30 Days Login to change|
State Street Global Technical Analysis
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State Street Global Trend AnalysisUse this graph to draw trend lines for State Street Global Managed Vol. 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 LineThe following chart estimates an ordinary least squares regression model for State Street Global Managed Vol applied against its price change over selected period. The best fit line has a slop of 0.02 % which may suggest that State Street Global Managed Vol market price will keep on failing further. It has 78 observation points and a regression sum of squares at 3.0, which is the sum of squared deviations for the predicted State Street price change compared to its average price change.
State Street April 20, 2019 Technical Indicators
|Risk Adjusted Performance||(0.09)|
|Market Risk Adjusted Performance||(0.28)|
|Coefficient Of Variation||(711.46)|
|Total Risk Alpha||(0.24)|
|Value At Risk||(1.70)|
State Street April 20, 2019 Daily Price Condition