State Street Aggregate Fund Technical Analysis
| SSFCX Fund | USD 86.38 -0.67 -0.77% |
As of the 23rd of March, the last recorded price for State Street is 86.38 per share. Primary technical drivers reflect Risk Adjusted Performance of -0.06, coefficient of variation of -2,493, and Variance of 0.049. Quantitative analysis incorporates volatility metrics and price behavior to assess directional bias. Metrics are compared to industry averages to assess relative positioning.
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 |
What if' Analysis
Backtesting a what-if scenario on State Street Aggregate shows how the fund may have behaved if the position had been entered, held, or resized under different historical assumptions. Valuation should still be reviewed through market value, enterprise value, revenue scale, and balance-sheet quality. The point is not to predict the future from one chart, but to understand how sensitive the trade has been to timing and holding assumptions.
| 12/23/2025 |
| 03/23/2026 |
Investing 0.00 in State Street starting December 23, 2025 and holding to today would generate 0.00 in net gains. That works out to a 0.0% total return in State Street in total over a 90 day period. All metrics are computed from historical trading data across available periods. The competitive set for State Street includes DIAMOND HILL, NUVEEN SMALL, SMALL CAP, VICTORY SYCAMORE, Ab Small, Chartwell Small, and Guidemark Smallmid. The investment seeks to provide investment results that, before fees and expenses, correspond generally to the price and... More
State Street Upside and Downside Indicators Signals
For State Street, these indicators describe the distribution of price movement across recent upside and downside ranges. Price and volume history from exchange records underpins the dataset.
| Information Ratio | 0.3588 | |||
| Maximum Drawdown | 1.25 | |||
| Value At Risk | -0.37 | |||
| Potential Upside | 0.309 |
Market Risk Indicators for State Street Signals
The risk context for State Street is expressed through volatility and drawdown-related metrics. All metrics are computed from historical trading data across available periods.| Risk Adjusted Performance | -0.06 | |||
| Jensen Alpha | -0.02 | |||
| Total Risk Alpha | 0.0083 | |||
| Treynor Ratio | -0.54 |
Experienced investors tracking State Street's watch for mean reversion setups where price has deviated from its long-run average. Sentiment extremes, news events, or liquidity shocks are common catalysts for these temporary dislocations in State Street. Prices periodically overshoot their intrinsic value in both directions, creating mean reversion opportunities in State Street. The mean reversion signal is most useful when combined with fundamental confirmation for State Street's.
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 | -0.06 | |||
| Market Risk Adjusted Performance | -0.53 | |||
| Mean Deviation | 0.1625 | |||
| Coefficient Of Variation | -2,493 | |||
| Standard Deviation | 0.2214 | |||
| Variance | 0.049 | |||
| Information Ratio | 0.3588 | |||
| Jensen Alpha | -0.02 | |||
| Total Risk Alpha | 0.0083 | |||
| Treynor Ratio | -0.54 | |||
| Maximum Drawdown | 1.25 | |||
| Value At Risk | -0.37 | |||
| Potential Upside | 0.309 | |||
| Skewness | -0.61 | |||
| Kurtosis | 1.59 |
State Street Aggregate Backtested Returns
Over the selected 3 months, State Street demonstrates a very low volatility profile. It shows a risk-adjusted return measure of -0.0404, signaling negative dispersion-adjusted returns across 3 months. Quantitative evaluation found twenty-one metrics shaping volatility behavior. Please analyze metrics such as risk-adjusted performance of -0.06, coefficient of variation of -2,493, and Variance of 0.049 to assess dispersion and downside exposure. The fund owns a market beta of 0.0347, which alludes to very low measured sensitivity to broad market movements. With a sub-1 beta, State Street typically participates in market rallies at a reduced pace while often limiting downside exposure.
Auto-correlation | -0.24 |
Weak reverse predictability
State Street Aggregate shows weak reverse predictability when comparing price series from 23rd of December 2025 to 6th of February 2026 against from 6th of February 2026 to 23rd of March 2026. A strong serial relationship would imply that State Street's recent trajectory contains information about its near-term direction. With a serial correlation of -0.24, over 24.0% of State Street's price variation is attributable to patterns in preceding intervals. Given that State Street Aggregate has negative autocorrelation for the selected time horizon, market participants may evaluate potential contrarian price behavior over comparable future intervals.
| Correlation Coefficient | -0.24 | |
| Spearman Rank Test | -0.11 | |
| Residual Average | 0.0 | |
| Price Variance | 0.31 |
Technical analysis for State Street examines price and volume patterns over time. The approach includes tools such as moving averages and relative strength indicators.
Technical Analysis
This analysis covers thirty-seven data points across the selected time horizon. 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 Aggregate volatility. High ATR values indicate high volatility, and low values indicate low volatility.
Technical Analysis Methodology & Indicators
Technical analysis of State Street focuses on NAV trend behavior and volatility patterns where pricing frequency permits. Volume and liquidity conditions influence signal reliability. Reduced trading volume may increase short-term pricing variability.
For State Street Aggregate, this section uses fund disclosures and market reference feeds with Macroaxis normalization rules applied to keep cross-asset comparisons consistent. Intraday timing differences may exist.
This content is curated and reviewed by:
Rifka Kats - Member of Macroaxis Editorial BoardState Street Technical Indicators
Technical analysis of State Street Aggregate is useful because it frames whether the current trend still looks durable or is beginning to weaken. 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 | -0.06 | |||
| Market Risk Adjusted Performance | -0.53 | |||
| Mean Deviation | 0.1625 | |||
| Coefficient Of Variation | -2,493 | |||
| Standard Deviation | 0.2214 | |||
| Variance | 0.049 | |||
| Information Ratio | 0.3588 | |||
| Jensen Alpha | -0.02 | |||
| Total Risk Alpha | 0.0083 | |||
| Treynor Ratio | -0.54 | |||
| Maximum Drawdown | 1.25 | |||
| Value At Risk | -0.37 | |||
| Potential Upside | 0.309 | |||
| Skewness | -0.61 | |||
| Kurtosis | 1.59 |
March 23, 2026 Daily Trend Indicators
Technical analysis of State Street Aggregate is useful because it frames whether the current trend still looks durable or is beginning to weaken. The stronger process confirms one signal with others instead of reacting to one pattern in isolation.
| Accumulation Distribution | 0.00 | ||
| Daily Balance Of Power | 0.00 | ||
| Rate Of Daily Change | 0.99 | ||
| Day Median Price | 86.38 | ||
| Day Typical Price | 86.38 | ||
| Price Action Indicator | -0.34 |