State Street has a performance score of 10 on a scale of 0 to 100. The entity has a beta of -0.057, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning State Street are expected to decrease at a much lower rate. During the bear market, State Street is likely to outperform the market. State Street right now has a risk of 0.1%. Please validate State Street maximum drawdown, and the relationship between the variance and rate of daily change , to decide if State Street will be following its existing price patterns.
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Compared to the overall equity markets, risk-adjusted returns on investments in State Street are ranked lower than 10 (%) of all global equities and portfolios 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. ...more
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State Street Relative Risk vs. Return Landscape
If you would invest 198,852 in State Street on December 19, 2024 and sell it today you would earn a total of 1,569 from holding State Street or generate 0.79% return on investment over 90 days. State Street is generating 0.0132% of daily returns assuming 0.1019% volatility of returns over the 90 days investment horizon. Simply put, 0% of all stocks have less volatile historical return distribution than State Street, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days.
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Assuming the 90 days trading horizon State Street is expected to generate 0.12 times more return on investment than the market. However, the company is 8.43 times less risky than the market. It trades about 0.13 of its potential returns per unit of risk. The Dow Jones Industrial is currently generating roughly -0.01 per unit of risk.
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 stocks, such as State Street, 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 = 0.1291
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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 Stock 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 Stock performance.
Evaluating State Street's performance through its fundamental ratios, provides valuable insights into its operational efficiency and profitability. For instance, if State Street has a high ROA and ROE, it suggests that the company is efficiently using its assets and equity to generate substantial profits, making it an attractive investment. Conversely, if State Street has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements. Please also refer to our technical analysis and fundamental analysis pages.
State Street Corporation, through its subsidiaries, provides a range of financial products and services to institutional investors worldwide. State Street Corporation was founded in 1792 and is headquartered in Boston, Massachusetts. State Street operates under Asset Management classification in Mexico and is traded on Mexico Stock Exchange. It employs 969 people.
Things to note about State Street performance evaluation
Checking the ongoing alerts about State Street for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for State Street help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.
State Street has accumulated about 64.89 B in cash with (6.71 B) of positive cash flow from operations. This results in cash-per-share (CPS) ratio of 173.89.
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 stock 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 Company's leadership.
Pay attention to analyst opinions and ratings of State Street's stock. 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 stock performance is not an exact science, and many factors can impact State Street's stock market price. Therefore, it's also important to diversify your portfolio and not rely solely on one company or stock for your investments.
Additional Tools for State Stock 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.