State Street (UK) Performance

0L9G Stock   69.89  8.67  0.85%   
On a scale of 0 to 100, State Street holds a performance score of 20. The entity has a beta of -0.0466, 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. Please check State Street's market risk adjusted performance, semi deviation, coefficient of variation, as well as the relationship between the mean deviation and downside deviation , to make a quick decision on whether State Street's existing price patterns will revert.

Risk-Adjusted Performance

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Compared to the overall equity markets, risk-adjusted returns on investments in State Street Corp are ranked lower than 20 (%) of all global equities and portfolios over the last 90 days. In spite of comparatively unsteady basic indicators, State Street unveiled solid returns over the last few months and may actually be approaching a breakup point. ...more
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State Street Relative Risk vs. Return Landscape

If you would invest  8,180  in State Street Corp on September 12, 2024 and sell it today you would earn a total of  1,717  from holding State Street Corp or generate 20.99% return on investment over 90 days. State Street Corp is generating 0.3003% of daily returns and assumes 1.1796% volatility on return distribution over the 90 days horizon. Simply put, 10% of stocks are less volatile than State, and 95% 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 1.61 times more return on investment than the market. However, the company is 1.61 times more volatile than its market benchmark. It trades about 0.25 of its potential returns per unit of risk. The Dow Jones Industrial is currently generating roughly 0.16 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 Corp, 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 = 0.2546

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Estimated Market Risk

 1.18
  actual daily
10
90% of assets are more volatile

Expected Return

 0.3
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5
95% of assets have higher returns

Risk-Adjusted Return

 0.25
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20
80% of assets perform better
Based on monthly moving average State Street is performing at about 20% 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.

About State Street Performance

Assessing State Street's fundamental ratios provides investors with valuable insights into State Street's financial health and overall profitability. This information is crucial for making informed investment decisions. A high ROA would indicate that the State Street is effectively leveraging its assets and equity to generate significant profits, making it an appealing investment. Conversely, low Return on Assets could signal underlying management issues in assets and equity, indicating a necessity for operational refinements. Please also refer to our technical analysis and fundamental analysis pages.

Things to note about State Street Corp 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 Corp help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.
Over 91.0% of the company shares are owned by institutions such as pension funds
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.