State Street Manager Performance Evaluation

SSKEX -- USA Fund  

USD 12.95  0.05  0.38%

The entity has beta of -0.0015 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. Even though it is essential to pay attention to State Street Emerging current price movements, it is always good to be careful when utilizing equity historical returns. Macroaxis philosophy towards measuring future performance of any fund is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. State Street Emerging Markets E exposes twenty-one different technical indicators which can help you to evaluate its performance.
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Risk-Adjusted Fund Performance

Over the last 30 days State Street Emerging Markets E has generated negative risk-adjusted returns adding no value to fund investors. Inspite fairly strong basic indicators, State Street is not utilizing all of its potentials. The current stock price disturbance, may contribute to short term losses for the investors.
Fifty Two Week Low11.72
Fifty Two Week High13.61
Annual Report Expense Ratio0.17%
Horizon     30 Days    Login   to change

State Street Emerging Relative Risk vs. Return Landscape

If you would invest  1,327  in State Street Emerging Markets E on September 22, 2019 and sell it today you would lose (27.00)  from holding State Street Emerging Markets E or give up 2.03% of portfolio value over 30 days. State Street Emerging Markets E is currently producing negative expected returns and takes up 0.9268% volatility of returns over 30 trading days. Put another way, 8% 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 (%) 
      Risk (%) 
Assuming 30 trading days horizon, State Street is expected to under-perform the market. But the company apears to be less risky and when comparing its historical volatility, the company is 1.07 times less risky than the market. the firm trades about -0.03 of its potential returns per unit of risk. The DOW is currently generating roughly -0.02 of returns per unit of risk over similar time horizon.

State Street Current Valuation

Undervalued
October 22, 2019
12.95
Market Value
14.01
Real Value
16.80
Upside
State Street is not too volatile asset. State Street Emerging has current Real Value of $14.01 per share. The regular price of the fund is $12.95. At this time the fund appears to be undervalued. We determine the value of State Street Emerging from inspecting fund fundamentals and technical indicators as well as its Probability Of Bankruptcy. In general, we recommend to buy undervalued stocks and to dispose of overvalued stocks since at some point securities prices and their ongoing real values will draw towards each other.

State Street Market Risk Analysis

Sharpe Ratio = -0.0301
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State Street Relative Performance Indicators

Estimated Market Risk
 0.93
  actual daily
 
 8 %
of total potential
 
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Expected Return
 -0.03
  actual daily
 
 0 %
of total potential
 
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Risk-Adjusted Return
 -0.03
  actual daily
 
 0 %
of total potential
 
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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 portfolio.

State Street Alerts

Equity Alerts and Improvement Suggestions

State Street generates negative expected return over the last 30 days
Latest headline from nysenewsanalyst.com: Watching Stocks News Review Baidu Inc , - NyseNewsAnalyst
The fund maintains 95.47% of its assets in stocks
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