State Street Equity Fund Technical Analysis
| SSSWX Fund | USD 505.91 -1.03 -0.20% |
As of the 11th of March 2026, STATE STREET lists a market price of 505.91 per share. Market-based metrics show Coefficient Of Variation of -3,771, variance of 0.5163, and Risk Adjusted Performance of -0.02. Structured modeling of historical data supports trend assessment. Current readings are analyzed relative to broader market benchmarks.
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 Equity 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 |
A 0.00 position in STATE STREET initiated on December 11, 2025 and held to today would record 0.00 in overall gains. In total, that is a 0.0% cumulative return in STATE STREET for the period across 90 days.. STATE STREET competes with or is related to PACE LARGE, SMEAD VALUE, Dodge Cox, AQR LARGE, Virtus NFJ, American Mutual, and Fidelity Series. The list provides context for relative analysis. The investment seeks to replicate as closely as possible, before expenses, the performance of the Standard Poors 500 Ind... More
Momentum Range Indicators for STATE STREET Dashboard
Upside/downside measures for STATE STREET frame directional pressure and range behavior. The indicators are presented as neutral context for price dynamics.
| Information Ratio | -0.02 | |||
| Maximum Drawdown | 3.53 | |||
| Value At Risk | -1.22 | |||
| Potential Upside | 0.8374 |
Volatility and Risk Indicators for STATE STREET Dashboard
These indicators track STATE STREET's volatility and return range dynamics. The indicators highlight how volatility has behaved across recent periods.| Risk Adjusted Performance | -0.02 | |||
| Jensen Alpha | -0.03 | |||
| Total Risk Alpha | -0.02 | |||
| Treynor Ratio | 0.3104 |
The mean reversion tendency in STATE STREET's price is a well-documented phenomenon that disciplined investors can exploit by identifying when price has diverged substantially from fundamental and historical anchors.
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 | 0.3204 | |||
| Mean Deviation | 0.5501 | |||
| Coefficient Of Variation | -3,771 | |||
| Standard Deviation | 0.7186 | |||
| Variance | 0.5163 | |||
| Information Ratio | -0.02 | |||
| Jensen Alpha | -0.03 | |||
| Total Risk Alpha | -0.02 | |||
| Treynor Ratio | 0.3104 | |||
| Maximum Drawdown | 3.53 | |||
| Value At Risk | -1.22 | |||
| Potential Upside | 0.8374 | |||
| Skewness | -0.31 | |||
| Kurtosis | 0.6796 |
State Street Equity Backtested Returns
STATE STREET demonstrates a very low volatility profile during the selected investment horizon. It maintains a Sharpe Ratio (Efficiency) of -0.0265, representing negative adjusted performance consistency. We identified twenty-one technical indicators influencing the company's volatility profile. Please examine metrics such as risk-adjusted performance of -0.02, variance of 0.5163, and Coefficient Of Variation of -3,771 to review volatility-return dynamics. The fund secures a Beta (Market Risk) of -0.0936, which alludes to not very significant fluctuations relative to the market. As returns on the market increase, returns on STATE STREET tend to move in the opposite direction, though by a smaller magnitude. During a bear market, however, STATE STREET is likely to outperform the market.
Auto-correlation | -0.33 |
Poor reverse predictability
State Street Equity 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 Equity may be projected. A serial correlation of -0.33 indicates that nearly 33.0% of current STATE STREET price fluctuations can be explained by its historical price movements. Given that State Street Equity has negative autocorrelation for the selected time horizon, market participants may evaluate potential contrarian price behavior over comparable future intervals.
| Correlation Coefficient | -0.33 | |
| Spearman Rank Test | -0.34 | |
| Residual Average | 0.0 | |
| Price Variance | 19.8 |
Technical analysis for STATE STREET evaluates price and volume patterns over time. The analysis highlights moving averages, RSI, and price correlation signals across the fund cycle.
State Street Equity 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 Equity 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. Regime change is often preceded by volatility clustering and momentum decay.
Unless otherwise specified, financial data for State Street Equity 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 STREET Technical Indicators
A technical review of State Street Equity 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 | 0.3204 | |||
| Mean Deviation | 0.5501 | |||
| Coefficient Of Variation | -3,771 | |||
| Standard Deviation | 0.7186 | |||
| Variance | 0.5163 | |||
| Information Ratio | -0.02 | |||
| Jensen Alpha | -0.03 | |||
| Total Risk Alpha | -0.02 | |||
| Treynor Ratio | 0.3104 | |||
| Maximum Drawdown | 3.53 | |||
| Value At Risk | -1.22 | |||
| Potential Upside | 0.8374 | |||
| Skewness | -0.31 | |||
| Kurtosis | 0.6796 |
STATE STREET March 11, 2026 Daily Trend Indicators
A technical review of State Street Equity 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 | 505.91 | ||
| Day Typical Price | 505.91 | ||
| Price Action Indicator | -0.51 |