State Street Target Fund Manager Performance Evaluation

SSBRX Fund  USD 12.01  0.07  0.59%   
The entity has a beta of 0.63, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, State Street's returns are expected to increase less than the market. However, during the bear market, the loss of holding State Street is expected to be smaller as well.

Risk-Adjusted Performance

10 of 100

 
Low
 
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OK
Compared to the overall equity markets, risk-adjusted returns on investments in State Street Target are ranked lower than 10 (%) of all funds and portfolios of funds over the last 90 days. In spite of 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.
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Expense Ratio Date30th of April 2023
Expense Ratio0.2900
  

State Street Relative Risk vs. Return Landscape

If you would invest  1,162  in State Street Target on December 29, 2023 and sell it today you would earn a total of  39.00  from holding State Street Target or generate 3.36% return on investment over 90 days. State Street Target is currently producing 0.054% returns and takes up 0.3896% volatility of returns over 90 trading days. Put another way, 3% of traded mutual funds are less volatile than State, and 99% of all traded equity instruments are likely to generate higher returns over the next 90 trading days.
  Expected Return   
       Risk  
Assuming the 90 days horizon State Street is expected to generate 2.46 times less return on investment than the market. But when comparing it to its historical volatility, the company is 1.47 times less risky than the market. It trades about 0.14 of its potential returns per unit of risk. The NYSE Composite is currently generating roughly 0.23 of returns per unit of risk over similar time horizon.

State Street Current Valuation

Fairly Valued
Today
12.01
Please note that State Street's price fluctuation is very steady at this time. At this time, the fund appears to be fairly valued. State Street Target has a current Real Value of $11.94 per share. The regular price of the fund is $12.01. We determine the value of State Street Target from inspecting fund fundamentals and technical indicators as well as its Probability Of Bankruptcy. In general, we recommend acquiring undervalued mutual funds and dropping overvalued mutual funds since, at some point, mutual fund prices and their ongoing real values will draw towards each other.
Our valuation method for State Street Target is useful when determining the fair value of the State mutual fund, which is usually determined by what a typical buyer is willing to pay for full or partial control of State Street. Since State Street is currently traded on the exchange, buyers and sellers on that exchange determine the market value of State Mutual Fund. However, State Street's intrinsic value may or may not be the same as its current market price, in which case there is an opportunity to profit from the mispricing, assuming the market price will eventually merge with its intrinsic value.
Historical Market  12.01 Real  11.94 Hype  12.01 Naive  11.99
The real value of State Mutual Fund, also known as its intrinsic value, is the underlying worth of State Street Target Mutual Fund, which is reflected in its stock price. It is based on State Street's financial performance, assets, liabilities, growth prospects, management team, or industry conditions. The intrinsic value of State Street's stock can be calculated using various methods such as discounted cash flow analysis, price-to-earnings ratio, or price-to-book ratio. That value may differ from its current market price, which is determined by supply and demand factors such as investor sentiment, market trends, news, and other external factors that may influence State Street's stock price. It is important to note that the real value of any stock may change over time based on changes in the company's performance.
11.94
Real Value
12.33
Upside
Estimating the potential upside or downside of State Street Target helps investors to forecast how State mutual fund's addition to their portfolios will impact the overall performance. We also use other valuation drivers to help us estimate the true value of State Street more accurately as focusing exclusively on State Street's fundamentals will not take into account other important factors:
Bollinger
Band Projection (param)
LowerMiddle BandUpper
11.9211.9912.05
Details
Hype
Prediction
LowEstimatedHigh
11.6212.0112.40
Details
Naive
Forecast
LowNext ValueHigh
11.6011.9912.38
Details

State Street Market Risk Analysis

Today, many novice investors tend to focus exclusively on investment returns with little concern for State Street's investment risk. Standard deviation is the most common way to measure market volatility of mutual funds, such as State Street Target, and traders can use it to determine the average amount a State Street's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.

Sharpe Ratio = 0.1386

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Estimated Market Risk

 0.39
  actual daily
3
97% of assets are more volatile

Expected Return

 0.05
  actual daily
0
Most of other assets have higher returns

Risk-Adjusted Return

 0.14
  actual daily
10
90% of assets perform better
Based on monthly moving average State Street is performing at about 10% 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 Fundamentals Growth

State Mutual Fund prices reflect investors' perceptions of the future prospects and financial health of State Street, and State Street fundamentals are critical determinants of its market performance. Overall, investors pay close attention to revenue and earnings growth, profit margins, and debt levels. These fundamentals can have a significant impact on State Mutual Fund performance.

About State Street Performance

To evaluate State Street Target Mutual Fund as a possible investment, you need to clearly understand its upside potential, downside risk, and overall future performance outlook. You may be satisfied when State Street generates a 15% return over the last few months, but what if the market is generating 25% over the same period? In this case, it makes sense to compare State Mutual Fund's performance with different market indexes, such as the Dow or NASDAQ Composite. These indexes can act as benchmarks that will help you to understand State Street Target market performance in a much more refined way. The Macroaxis performance score is an integer between 0 and 100 that represents State's market performance from a risk-adjusted return perspective. Generally speaking, the higher the score, the better is overall performance as compared to other investors. The score is normalized against the average investing universe (the best we can interpret from the data available). Within this methodology, scores of individual equity instruments will always be inferior to the scores of portfolios of equities as portfolios typically diversify a lot of unsystematic risks away. The formula to derive the Macroaxis score bases on multiple unequally-weighted factors. For more information, refer to our portfolio performance evaluation section.
Please also refer to our technical analysis and fundamental analysis pages.
SSGA Funds Management, Inc. manages the Target Retirement 2025 Fund using a proprietary asset allocation strategy. The fund is a fund of funds that invests in a combination of mutual funds and ETFs sponsored by the Adviser or its affiliates . It is intended for investors expecting to retire around the year 2025 and who are likely to stop making new investments in the fund at that time.

Things to note about State Street Target performance evaluation

Checking the ongoing alerts about State Street for important developments is a great way to find new opportunities for your next move. Mutual Fund alerts and notifications screener for State Street Target help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.
Evaluating State Street's performance can involve analyzing a variety of financial metrics and factors. Some of the key considerations to evaluate State Street's mutual fund performance include:
  • Analyzing State Street's financial statements, including its income statement, balance sheet, and cash flow statement, helps in understanding its overall financial health and growth potential.
  • Getting a closer look at valuation ratios like price-to-earnings (P/E) ratio, price-to-sales (P/S) ratio, and price-to-book (P/B) ratio help in understanding whether State Street's stock is overvalued or undervalued compared to its peers.
  • Examining State Street's industry or sector and how it is performing can give you an idea of its growth potential and how it is positioned relative to its competitors.
  • Evaluating State Street's management team can have a significant impact on its success or failure. Reviewing the track record and experience of State Street's management team can help you assess the Mutual Fund's leadership.
  • Pay attention to analyst opinions and ratings of State Street's mutual fund. These opinions can provide insight into State Street's potential for growth and whether the stock is currently undervalued or overvalued.
It's essential to remember that evaluating State Street's mutual fund performance is not an exact science, and many factors can impact State Street's mutual fund market price. Therefore, it's also important to diversify your portfolio and not rely solely on one company or stock for your investments.
Check out World Market Map to better understand how to build diversified portfolios, which includes a position in State Street Target. Also, note that the market value of any mutual fund could be tightly coupled with the direction of predictive economic indicators such as signals in metropolitan statistical area.
You can also try the AI Portfolio Architect module to use AI to generate optimal portfolios and find profitable investment opportunities.

Complementary Tools for State Mutual Fund analysis

When running State Street's price analysis, check to measure State Street's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy State Street is operating at the current time. Most of State Street's value examination focuses on studying past and present price action to predict the probability of State Street's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move State Street's price. Additionally, you may evaluate how the addition of State Street to your portfolios can decrease your overall portfolio volatility.
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Please note, there is a significant difference between State Street's value and its price as these two are different measures arrived at by different means. Investors typically determine if State Street is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, State Street's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.