State Street Target Fund Volatility
| SSAHX Fund | 12.82 0.07 0.55% |
The current setup includes 27 technical indicators relevant to risk behavior. State Street Target still carries relatively low price volatility through the last 3 months. State Street Target indicates a Sharpe ratio of 0.0842, signaling risk-adjusted stability over the last 3 months.
Sharpe Ratio = 0.0842
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | SSAHX |
State Street Target posted a Market Risk Adjusted Performance of 0.1%, a Risk of 0.51, and a Risk Adjusted Performance of 0.1% for the reported period. Based on moving average positioning, State Street is functioning near 6% of its previously observed return span. Risk-adjusted contribution varies depending on portfolio structure and weighting. Its impact depends on correlation and volatility interaction with the rest of the portfolio.
Key indicators related to State Street's volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
Comparing State Street's current volatility against its historical average surfaces whether State Street is in a period of elevated risk. Together these measures provide a comprehensive view of State Street's risk profile. Managing volatility risk for State Street positions requires understanding whether elevated volatility is fundamental or sentiment-driven.
State |
Volatility Strategy
State Street Target may experience price swings that adjust its weight within diversified strategies. Current statistical measures show total volatility near 0.51% with a beta coefficient of 0.33, indicating sensitivity relative to the broader market benchmark. Risk-adjusted efficiency, represented by a Sharpe ratio of 0.0842, evaluates return per unit of total risk. An alpha value of 0.0625 reflects performance relative to systematic market exposure. Expected return estimates near 0.0427% are derived from historical distribution modeling and help frame forward-looking return assumptions within a portfolio context. Volatility effects depend on underlying market structure and exposure characteristics.
Main indicators related to State Street's market risk premium analysis include:
Beta 0.33 | Alpha 0.0625 | Risk 0.51 | Sharpe Ratio 0.0842 | Expected Return 0.0427 |
Moving together with State Mutual Fund
| 0.98 | SSAJX | State Street Target | PairCorr |
| 0.71 | SSAFX | State Street Aggregate | PairCorr |
| 0.96 | SSAOX | State Street Target | PairCorr |
| 0.97 | SSAKX | State Street Target | PairCorr |
| 0.84 | SSBYX | State Street Target | PairCorr |
| 0.97 | SSCKX | State Street Target | PairCorr |
| 0.8 | SSCQX | State Street Target | PairCorr |
| 0.92 | SSAWX | State Street Target | PairCorr |
| 0.97 | SSAZX | State Street Target | PairCorr |
| 0.91 | SSAYX | State Street Target | PairCorr |
| 0.71 | SSASX | State Street Income | PairCorr |
| 0.95 | SSAUX | State Street Target | PairCorr |
| 1.0 | SSBSX | State Street Target | PairCorr |
| 0.91 | SSDYX | State Street Target | PairCorr |
| 0.96 | SSDEX | State Street Target | PairCorr |
| 0.95 | SSDLX | State Street Target | PairCorr |
| 0.8 | SSDQX | State Street Target | PairCorr |
| 0.92 | SSGLX | State Street Global | PairCorr |
| 0.91 | SSGHX | State Street Global | PairCorr |
| 0.92 | SSGJX | State Street Global | PairCorr |
| 0.9 | SSGVX | State Street Global | PairCorr |
| 0.71 | SSFDX | State Street Aggregate | PairCorr |
| 0.69 | SSFCX | State Street Aggregate | PairCorr |
| 0.79 | SSFJX | State Street Target | PairCorr |
| 0.8 | SSFKX | State Street Target | PairCorr |
| 0.71 | SSFEX | State Street Aggregate | PairCorr |
Sensitivity To Market
State Street Target beta of 0.33 summarizes its systematic risk relative to a selected benchmark. It reflects the regression slope between State returns and market returns. Total return dispersion is approximately 0.51%.This volatility snapshot summarizes recent price movement in State Street Target using standard deviation (0.49%) and downside deviation (0.55%). Funds with more equity exposure typically show higher volatility than more bond-heavy funds.
3 Months Beta |Analyze State Street Target Demand TrendCheck current 90 days State Street correlation with market (Dow Jones Industrial)Downside Risk
Standard deviation is the primary measure of State daily price volatility relative to its mean. High values indicate volatile instruments; low values indicate stable ones. State standard deviation quantifies the magnitude of daily price swings relative to the average.
Standard Deviation | 0.51 |
An important distinction for State Street investors is between total volatility and downside-only risk. Downside deviation and semi-deviation isolate the loss risk in State Street's daily returns from favorable moves. Standard deviation of State Street captures both favorable and adverse price swings. State Street Target posted a Downside Deviation of 0.55, a Downside Variance of 0.30, and a Maximum Drawdown of 3.80 for the reported period.
Mutual Fund Volatility Analysis
Tracking State Street volatility helps market participants understand the degree of price uncertainty. Highly volatile mutual funds like State Street tend to experience wider price swings in both directions. Periods of high volatility for State Street can present both risks and opportunities for traders.
Transformation |
This analysis covers sixty-one data points across the selected time horizon. State Street Target Average Price is the average of the sum of open, high, low and close daily prices of a bar. It can be used to smooth an indicator that normally takes just the closing price as input.
Projected Return Density Against Market
Assuming a 90-day horizon State Street has a beta of 0.3307 . This usually implies as returns on the market go up, State Street's average returns are expected to increase less than the benchmark. However, during a bear market, the loss from holding State Street Target is expected to be smaller as well.Like most traded instruments, State Street reflects both market risk and company or sector-specific developments. Diversifying across uncorrelated assets may reduce specific volatility, but broader mutual fund market fluctuations remain influential. State Street Target posted a Downside Deviation of 0.55, a Mean Deviation of 0.31, and a Semi Deviation of 0.35 for the reported period.
Predicted Return Distribution |
| Density |
What Drives State Street's Price Volatility?
Industry Dynamics
Sector-level catalysts in the State Street Global Advisors sector often set the baseline volatility regime for State Street.Political and Economic Environment
Interest-rate path changes, geopolitical developments, and macro surprises influence investor risk tolerance.State Street's Company-Specific Factors
Execution updates, margin trends, and corporate actions can shift near-term return dispersion for State Street's.Mutual Fund Risk Measures
Assuming a 90-day horizon the coefficient of variation of State Street is 1188.3. The daily returns are distributed with a variance of 0.26 and standard deviation of 0.51. The mean deviation of State Street Target is currently at 0.32. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.82
α | Alpha over Dow Jones | 0.06 | |
β | Beta against Dow Jones | 0.33 | |
σ | Overall volatility | 0.51 | |
Ir | Information ratio | 0.20 |
Mutual Fund Return Volatility
State Street daily volatility tracks how widely fund returns have moved around the mean across the selected time frame. The fund reflects 0.5075% volatility on return distribution over a 90-day horizon. On the other hand, Dow Jones Industrial has volatility of 0.8467% on return distribution over a 90-day investment horizon. Performance |
| Timeline |
Related Correlations Analysis
Correlation Matchups
Over a given time period, the two securities move together when the Correlation Coefficient is positive. Conversely, the two assets move in opposite directions when the Correlation Coefficient is negative. Determining your positions' relationship to each other is valuable for analyzing and projecting your portfolio's future expected return and risk.High positive correlations
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Risk-Adjusted Indicators
Return momentum in State Mutual Fund is more useful when tested against peer-relative fundamentals and risk. Risk-adjusted metrics help compare State Street's efficiency and downside exposure against peers on a like-for-like basis. These indicators are quantitative in nature and help investors evaluate volatility and risk-adjusted expected returns across different positions.| Mean Deviation | Jensen Alpha | Sortino Ratio | Treynor Ratio | Semi Deviation | Expected Shortfall | Potential Upside | Value @Risk | Maximum Drawdown | ||
|---|---|---|---|---|---|---|---|---|---|---|
| FIKBX | 0.98 | 0.03 | 0.00 | -0.03 | 0.00 | 1.90 | 10.33 | |||
| PFSQX | 1.05 | 0.05 | 0.00 | -0.02 | 0.00 | 1.61 | 14.31 | |||
| FNPIX | 1.22 | -0.14 | 0.00 | -0.15 | 0.00 | 1.95 | 8.25 | |||
| FTIXX | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| VFAIX | 0.83 | -0.09 | 0.00 | -0.14 | 0.00 | 1.24 | 5.68 | |||
| MSVIX | 0.85 | 0.01 | 0.00 | -0.05 | 0.00 | 1.38 | 5.24 | |||
| MSVVX | 0.85 | 0.01 | 0.00 | -0.05 | 0.00 | 1.38 | 5.12 | |||
| XFINX | 0.15 | -0.04 | 0.00 | -0.73 | 0.00 | 0.22 | 1.29 |
Risk Metrics, Assumptions & Methodology
Beta exposure for State Street estimates how much of the fund's return variability is driven by market-wide forces versus allocation-specific effects. Low beta does not mean low volatility; it means volatility is driven more by idiosyncratic than systematic factors.
The analytics block for State Street Target relies on fund disclosures and market reference feeds, with quality checks and normalization applied before rendering. Timing can vary by data vendor. Volatility and downside metrics are estimated from historical return dispersion.
This content is curated and reviewed by:
Raphi Shpitalnik - Junior Member of Macroaxis Editorial BoardState Street Investment Opportunity
Recent data suggests that Dow Jones Industrial is meaningfully more volatile than State Street Target, by roughly a 1.67x factor. That difference can matter when investors want a steadier position size or lower contribution to total portfolio risk.You can use State Street Target to enhance the returns of the portfolio. This short-horizon strategy note focuses on what the latest move may imply for immediate trading context. It gives extra weight to the size of the move, the quote level, and whether the instrument trades in a hype-prone venue. a moderate upward volatility. Check odds of State Street to be traded at 14.1 in 90 days.Weak diversification
State Street currently posts a 0.41 correlation with Dow Jones, indicating a Weak diversification relationship for the active sample. A 0.41 reading means State Street and Dow Jones have partial price overlap, offering some diversification benefit.
State Street Additional Risk Indicators
Looking at additional risk metrics for State Street Target frames how the position may behave under different market and portfolio conditions. A disciplined risk review provides context for deciding whether exposure should be maintained, reduced, or offset elsewhere in the portfolio.
| Risk Adjusted Performance | 0.084 | |||
| Market Risk Adjusted Performance | 0.1434 | |||
| Mean Deviation | 0.3117 | |||
| Semi Deviation | 0.3534 | |||
| Downside Deviation | 0.5489 | |||
| Coefficient Of Variation | 905.89 | |||
| Standard Deviation | 0.4901 |
State Street Suggested Diversification Pairs
Pair trading with State Street can help investors hedge some company-specific exposure by balancing a long view with an offsetting position. Used properly, pair trading is less about prediction in isolation and more about identifying relative mispricing between related positions.
Pair strategies help manage risk, but investors should recognize that not all risk can be diversified away through pairing. Market-level risk for State Street persists even in a well-constructed pair. The benefit is in offsetting State Street's company-specific risk, which can be meaningfully reduced by selecting a second position that moves independently of State Street Target.