As of 14 of October State Street has Semi Deviation of 1.83, Coefficient Of Variation of 1872.13 and Risk Adjusted Performance of 0.0577. In relation to Fundamental Indicators, Macroaxis technical analysis interface makes it possible for you to check existing technical drivers of State Street as well as the relationship between them. In other words you can use this information to find out if the company 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 Corporation which can be compared to its competition. Please validate State Street Mean Deviation, Information Ratio as well as the relationship between Information Ratio and Downside Variance to decide if State Street is priced more or less accurately providing market reflects its prevalent price of 58.4 per share. Given that State Street has Jensen Alpha of 0.1423, we advise you double-check State Street Corporation current market performance to make sure the company can sustain itself at future point.
State Street Corporation current and past analyst recommendations published by number of research institutions as well as average analyst consensus
|Target Price||Advice||# of Analysts|
|State Street Analyst Advice|
|Horizon||30 Days Login to change|
State Street Technical Analysis
State Street Trend AnalysisUse this graph to draw trend lines for State Street Corporation. 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 Corporation applied against its price change over selected period. The best fit line has a slop of 0.06 which may imply that State Street Corporation will maintain its good market sentiment and make money for investors. It has 122 observation points and a regression sum of squares at 136.32, which is the sum of squared deviations for the predicted State Street price change compared to its average price change.
State Street October 14, 2019 Technical Indicators
|Risk Adjusted Performance||0.0577|
|Market Risk Adjusted Performance||0.091|
|Coefficient Of Variation||1872.13|
|Total Risk Alpha||0.1625|
|Value At Risk||(3.34)|
|Expected Short fall||(1.87)|
State Street October 14, 2019 Daily Price Condition
|Daily Balance Of Power||(1.00)|
|Rate Of Daily Change||0.99|
|Day Median Price||58.25|
|Day Typical Price||58.30|
|Price Action Indicator||0.00|
|Market Facilitation Index||0.30|