State Street Probability of Target Price Finishing Over Current Price

    SSHAX -- USA Fund  

    USD 12.45  0.00  0.00%

    State Street probability of target price tool provides mechanism to make assumptions about upside and downside potential of State Street Global Managed Vol performance during a given time horizon utilizing its historical volatility. Please specify State Street time horizon, a valid symbol (red box) and a target price (blue box) you would like State Street odds to be computed. Also please take a look at World Market Map.
    Horizon     30 Days    Login   to change
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    State Street Target Price Odds to finish over

    Current PriceHorizonTarget PriceOdds to move above current price in 30 days
     12.45 30 days 12.45  ABOUT 41.78%
    Based on normal probability distribution, the odds of State Street to move above current price in 30 days from now is about 41.78% (This State Street Global Managed Vol probability density function shows the probability of State Street Fund to fall within a particular range of prices over 30 days) .
    Assuming 30 trading days horizon, State Street Global Managed Vol has beta of -0.0306 . This entails as returns on benchmark increase, returns on holding State Street are expected to decrease at a much smaller rate. During bear market, however, State Street Global Managed Vol is likely to outperform the market. Additionally The company has a negative alpha implying that the risk taken by holding this equity is not justified. State Street Global is significantly underperforming DOW.
     State Street Price Density 
          Price 
    α
    Alpha over DOW
    =0.11
    β
    Beta against DOW=0.03
    σ
    Overall volatility
    =3.24
    Ir
    Information ratio =0.25

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