State Street Institutional Fund Technical Analysis
| SIVIX Fund | USD 14.82 -0.02 -0.13% |
As of the 11th of March 2026, shares of STATE STREET change hands at 14.82 per share. Momentum and volatility readings indicate Variance of 0.9857, risk adjusted performance of -0.02, and Coefficient Of Variation of -2,971. The system measures statistical relationships between price fluctuations and trading activity. Indicator values are assessed relative to historical performance bands.
STATE STREET Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as STATE, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to STATESTATE |
STATE STREET 'What if' Analysis
Running a what-if backtest on State Street Institutional gives investors a practical way to test how changes in horizon, position size, or market timing might have affected the result. Used properly, this review helps investors decide whether STATE STREET's historical reward profile was stable enough to support the current thesis.
| 12/11/2025 |
| 03/11/2026 |
An initial 0.00 allocation to STATE STREET on December 11, 2025 held through today would generate 0.00 in total gains. That corresponds to a 0.0% total return in STATE STREET overall over 90 days. STATE STREET is often compared with STATE STREET, TOUCHSTONE MID, NATIONWIDE MID, HEARTLAND MID, NATIONWIDE MID, T Rowe, and HEARTLAND MID based on sector and business overlap. Peer context helps frame relative positioning. The fund seeks to achieve its investment objective by investing at least 80 percent of its net assets under normal circu... More
STATE STREET Momentum Range Indicators Overview
This section highlights upside and downside signals that contextualize STATE STREET price behavior. They compare current price to recent trend and sentiment readings.
| Information Ratio | -0.02 | |||
| Maximum Drawdown | 5.08 | |||
| Value At Risk | -1.51 | |||
| Potential Upside | 1.35 |
STATE STREET Volatility and Risk Indicators Overview
This section presents risk metrics that describe STATE STREET's historical price variability. The metrics rely on historical prices to describe variability over time.| Risk Adjusted Performance | -0.02 | |||
| Jensen Alpha | -0.02 | |||
| Total Risk Alpha | -0.02 | |||
| Treynor Ratio | -0.04 |
The mean reversion principle applied to STATE STREET's suggests that neither prolonged outperformance nor underperformance is permanent. Investors exploit this by positioning against extremes in price relative to fundamental value.
STATE STREET Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | -0.02 | |||
| Market Risk Adjusted Performance | -0.03 | |||
| Mean Deviation | 0.7517 | |||
| Coefficient Of Variation | -2,971 | |||
| Standard Deviation | 0.9928 | |||
| Variance | 0.9857 | |||
| Information Ratio | -0.02 | |||
| Jensen Alpha | -0.02 | |||
| Total Risk Alpha | -0.02 | |||
| Treynor Ratio | -0.04 | |||
| Maximum Drawdown | 5.08 | |||
| Value At Risk | -1.51 | |||
| Potential Upside | 1.35 | |||
| Skewness | 0.1519 | |||
| Kurtosis | 0.5331 |
State Street Backtested Returns
STATE STREET presents a very low volatility profile within the defined horizon. It records an Efficiency (Sharpe) Ratio of -0.0337, marking performance variability over 3 months. We identified twenty-one technical indicators influencing the company's volatility profile. Please review metrics such as Variance of 0.9857, risk-adjusted performance of -0.02, and Coefficient Of Variation of -2,971 to review dispersion measures. The fund secures a Beta (Market Risk) of 1.04, which means a somewhat significant risk relative to the market. STATE STREET returns are very sensitive to returns on the market. As the market goes up or down, STATE STREET is expected to follow.
Auto-correlation | -0.34 |
Poor reverse predictability
State Street Institutional exhibits poor reverse predictability. Autocorrelation measures the degree of predictability between STATE STREET time series from 11th of December 2025 to 25th of January 2026 and from 25th of January 2026 to 11th of March 2026. The stronger the relationship between the current interval and its lagged values, the more accurately future price behavior of State Street may be projected. A serial correlation of -0.34 indicates that nearly 34.0% of current STATE STREET price fluctuations can be explained by its historical price movements. Given that State Street Institutional has negative autocorrelation for the selected time horizon, market participants may evaluate potential contrarian price behavior over comparable future intervals.
| Correlation Coefficient | -0.34 | |
| Spearman Rank Test | 0.2 | |
| Residual Average | 0.0 | |
| Price Variance | 0.07 |
Technical analysis for STATE STREET examines price and volume behavior across market regimes. Typical tools include moving averages, relative strength index, regressions, and price correlations.
State Street Technical Analysis
The output start index for this execution was twenty-four with a total number of output elements of thirty-seven. The Average True Range was developed by J. Welles Wilder in 1970s. It is one of components of the Welles Wilder Directional Movement indicators. The ATR is a measure of State Street volatility. High ATR values indicate high volatility, and low values indicate low volatility.
About STATE STREET Technical Analysis
Technical analysis of STATE STREET focuses on NAV trend behavior and volatility patterns where pricing frequency permits. Volatility compression can precede expansion in dispersion regimes. 
Michael Smolkin · Member of Macroaxis Board of Directors
Unless otherwise specified, financial data for State Street Institutional is derived from periodic company reporting (annual and quarterly where available). Asset-level metrics are computed daily by Macroaxis LLC and refreshed regularly based on asset type. Updates may occur throughout the day.
STATE Mutual Fund is Curated By:
Michael Smolkin · Member of Macroaxis Board of DirectorsSTATE STREET Technical Indicators
A technical review of State Street Institutional can improve timing discipline by comparing momentum, reversal risk, and confirmation signals across several time horizons. The stronger process confirms one signal with others instead of reacting to one pattern in isolation.
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | -0.02 | |||
| Market Risk Adjusted Performance | -0.03 | |||
| Mean Deviation | 0.7517 | |||
| Coefficient Of Variation | -2,971 | |||
| Standard Deviation | 0.9928 | |||
| Variance | 0.9857 | |||
| Information Ratio | -0.02 | |||
| Jensen Alpha | -0.02 | |||
| Total Risk Alpha | -0.02 | |||
| Treynor Ratio | -0.04 | |||
| Maximum Drawdown | 5.08 | |||
| Value At Risk | -1.51 | |||
| Potential Upside | 1.35 | |||
| Skewness | 0.1519 | |||
| Kurtosis | 0.5331 |
STATE STREET March 11, 2026 Daily Trend Indicators
A technical review of State Street Institutional can improve timing discipline by comparing momentum, reversal risk, and confirmation signals across several time horizons. The stronger process confirms one signal with others instead of reacting to one pattern in isolation.
| Accumulation Distribution | 0.00 | ||
| Daily Balance Of Power | -Huge | ||
| Rate Of Daily Change | 1.00 | ||
| Day Median Price | 14.82 | ||
| Day Typical Price | 14.82 | ||
| Price Action Indicator | -0.01 |