State Street (Germany) Technical Analysis
| ZYA Stock | EUR 104.00 -1.38 -1.31% |
According to pricing data from the 21st of March, State Street trades at 104.00 per share. Quantitative signals reflect Variance of 3.15, risk adjusted performance of -0.03, and Coefficient Of Variation of -2,573. Volume-adjusted indicators are evaluated relative to historical ranges. Current technical signals are evaluated against industry dispersion.
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
Running a what-if backtest on State Street gives investors a practical way to test how changes in horizon, position size, or market timing might have affected the result. This becomes more informative when investors use the backtest to challenge timing assumptions rather than to search for a perfect historical entry point.
| 12/21/2025 |
| 03/21/2026 |
A 0.00 position in State Street initiated on December 21, 2025 and held to today would earn 0.00 in total gains. In total, that is a 0.0% cumulative return in State Street on balance across 90 days. Market-based inputs including price and volume form the foundation of this dataset. This overview is based on available data and does not express a directional view. State Street is grouped with peers such as Sunny Optical, Vishay Intertechnology, STORAGEVAULT CANADA, Kingdee International, DATAGROUP, and DATANG INTL based on business similarity. The peer group frames State Street's competitive standing. Peer selection is based on observable similarities in business and market focus. Reported data is organized for reference and does not imply a course of action. State Street Corporation, through its subsidiaries, provides a range of financial products and services to institutional... More
State Street Upside and Downside Indicators Snapshot
Directional momentum for State Street is captured through indicators that track upside and downside price ranges. This context describes price behavior relative to short-term momentum benchmarks.
| Information Ratio | 0.0109 | |||
| Maximum Drawdown | 7.95 | |||
| Value At Risk | -3.32 | |||
| Potential Upside | 2.62 |
Volatility and Risk Indicators for State Street Signals
State Street's risk profile is reflected through volatility and return variability measures. The indicators highlight how volatility has behaved across recent periods. The information is sourced from historical market data.| Risk Adjusted Performance | -0.03 | |||
| Jensen Alpha | -0.06 | |||
| Total Risk Alpha | 0.1387 | |||
| Treynor Ratio | -0.42 |
Mean reversion opportunities in State Street's arise when market prices disconnect from fundamental anchors such as earnings, book value, or historical price-to-earnings multiples.
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 | -0.03 | |||
| Market Risk Adjusted Performance | -0.41 | |||
| Mean Deviation | 1.39 | |||
| Coefficient Of Variation | -2,573 | |||
| Standard Deviation | 1.78 | |||
| Variance | 3.15 | |||
| Information Ratio | 0.0109 | |||
| Jensen Alpha | -0.06 | |||
| Total Risk Alpha | 0.1387 | |||
| Treynor Ratio | -0.42 | |||
| Maximum Drawdown | 7.95 | |||
| Value At Risk | -3.32 | |||
| Potential Upside | 2.62 | |||
| Skewness | -0.60 | |||
| Kurtosis | 0.4953 |
State Street Backtested Returns
State Street remains characterized by a very low volatility profile within the selected investment span. It maintains a Sharpe Ratio (Efficiency) of -0.0333, representing negative adjusted performance consistency. We identified twenty technical indicators influencing the company's volatility profile. Please review metrics such as Variance of 3.15, risk-adjusted performance of -0.03, and Coefficient Of Variation of -2,573 to assess internal risk calibration. The firm shows a Beta (market volatility) of 0.19, which conveys relatively modest fluctuations relative to the market. With a sub-1 beta, State Street participates in market rallies at a reduced pace while also limiting downside exposure. At this point, State Street has a negative expected return of -0.0616%. Please make sure to double-check State Street's the relationship between the jensen alpha and skewness, to decide if State Street's performance from the past will be repeated at some future date.
Auto-correlation | -0.13 |
Insignificant reverse predictability
State Street exhibits insignificant reverse predictability. Autocorrelation measures the degree of predictability between State Street time series from 21st of December 2025 to 4th of February 2026 and from 4th of February 2026 to 21st of March 2026. Persistent correlation between intervals suggests underlying momentum patterns in State Street that may carry forward. The measured coefficient of -0.13 means less than 13.0% of State Street's recent price variance traces back to prior period behavior. Given that State Street has negative autocorrelation for the selected time horizon, market participants may evaluate potential contrarian price behavior over comparable future intervals.
| Correlation Coefficient | -0.13 | |
| Spearman Rank Test | 0.23 | |
| Residual Average | 0.0 | |
| Price Variance | 4.9 |
This technical analysis module for State Street is structured around price and volume data. The approach includes tools such as moving averages and relative strength indicators.
Technical Analysis
This analysis covers twenty-five 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 volatility. High ATR values indicate high volatility, and low values indicate low volatility.
Technical Analysis Methodology & Indicators
Technical analysis of State Street evaluates price structure, momentum, and volatility clustering. Oscillator extremes can precede mean reversion under certain regimes. State Street has a market cap of 29.05 B, P/E of 14.26, ROE of 11.08%.
For State Street, this section uses periodic company reporting 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:
Raphi Shpitalnik - Junior Member of Macroaxis Editorial BoardState Street Technical Indicators
Technical indicators tied to State Street help investors translate chart behavior into a more structured framework for entry, exit, and risk control. This is most useful when investors want to compare trend quality, momentum, and mean-reversion risk before acting.
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | -0.03 | |||
| Market Risk Adjusted Performance | -0.41 | |||
| Mean Deviation | 1.39 | |||
| Coefficient Of Variation | -2,573 | |||
| Standard Deviation | 1.78 | |||
| Variance | 3.15 | |||
| Information Ratio | 0.0109 | |||
| Jensen Alpha | -0.06 | |||
| Total Risk Alpha | 0.1387 | |||
| Treynor Ratio | -0.42 | |||
| Maximum Drawdown | 7.95 | |||
| Value At Risk | -3.32 | |||
| Potential Upside | 2.62 | |||
| Skewness | -0.60 | |||
| Kurtosis | 0.4953 |
March 21, 2026 Daily Trend Indicators
Technical indicators tied to State Street help investors translate chart behavior into a more structured framework for entry, exit, and risk control. This is most useful when investors want to compare trend quality, momentum, and mean-reversion risk before acting.
| Accumulation Distribution | 0.00 | ||
| Daily Balance Of Power | 0.00 | ||
| Rate Of Daily Change | 0.99 | ||
| Day Median Price | 104.00 | ||
| Day Typical Price | 104.00 | ||
| Price Action Indicator | -0.69 |
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