State Street Target Fund Volatility
| SSBRX Fund | USD 12.71 -0.06 -0.47% |
State Street Target exhibits a minimal volatility profile over the current measurement period. State Street Target indicates a Sharpe Ratio (Efficiency) of 0.13, indicating measured return efficiency over the last 3 months. The current setup includes 26 technical indicators relevant to risk behavior.
Sharpe Ratio = 0.1348
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| Cash | SSBRX | Average Risk | High Risk | Huge Risk |
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Latest disclosures for State Street Target show a Market Risk Adjusted Performance of 0.2%, a Risk of 0.45, and a Risk Adjusted Performance of 0.1%. At about 10% of its historical trend bandwidth, STATE STREET is operating within prior boundaries. Its impact depends on correlation and volatility interaction.
Key indicators related to STATE STREET's volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
Managing volatility risk for STATE STREET positions requires understanding whether STATE STREET's elevated volatility is driven by fundamental changes or temporary market sentiment. Fundamental-driven volatility for STATE STREET tends to persist longer than sentiment-driven spikes.
STATE |
Volatility Strategy
State Street Target return swings may impact long-term portfolio variance. Current statistical measures show total volatility near 0.45% with a beta coefficient of 0.28, indicating sensitivity relative to the broader market benchmark. Risk-adjusted efficiency, represented by a Sharpe ratio of 0.13, evaluates return per unit of total risk. An alpha value of 0.0594 reflects performance relative to systematic market exposure. Expected return estimates near 0.0601% 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 0.28 | Alpha 0.0594 | Risk 0.45 | Sharpe Ratio 0.13 | Expected Return 0.0601 |
Moving together with STATE Mutual Fund
| 0.88 | SSAIX | Ssga International Stock | PairCorr |
| 0.99 | SSBWX | State Street Target | PairCorr |
| 0.99 | SSCNX | State Street Target | PairCorr |
| 0.99 | SSCJX | State Street Target | PairCorr |
| 0.99 | SSDDX | State Street Target | PairCorr |
| 0.97 | SSDOX | State Street Target | PairCorr |
| 0.98 | SSDJX | State Street Target | PairCorr |
| 0.97 | SSDWX | State Street Target | PairCorr |
| 0.99 | SSFNX | State Street Target | PairCorr |
| 0.94 | SSIPX | Ssga International Stock | PairCorr |
| 0.91 | VTTVX | Vanguard Target | PairCorr |
| 0.93 | AADTX | American Funds 2025 | PairCorr |
| 0.93 | CCDTX | American Funds 2025 | PairCorr |
| 0.93 | FAPTX | American Funds 2025 | PairCorr |
| 0.98 | FSNPX | Fidelity Freedom 2025 | PairCorr |
| 0.93 | FFTWX | Fidelity Freedom 2025 | PairCorr |
| 0.98 | FDTKX | Fidelity Freedom 2025 | PairCorr |
| 0.94 | TREHX | T Rowe Price | PairCorr |
| 0.93 | PARJX | T Rowe Price | PairCorr |
| 0.68 | MGGYX | Mirova Global Green | PairCorr |
| 0.85 | HLDIX | Hartford Emerging | PairCorr |
| 0.85 | HLDRX | Hartford Emerging | PairCorr |
| 0.87 | HLDAX | Hartford Emerging | PairCorr |
| 0.84 | HLDCX | Hartford Emerging | PairCorr |
| 0.84 | HLDTX | Hartford Emerging | PairCorr |
Sensitivity To Market
STATE STREET'sSTATE STREET demonstrates a beta of 0.28, indicating market-linked volatility exposure. Regression slope interpretation supports this systematic risk estimate. Total volatility measures approximately 0.45%.State Street Target volatility can be described using downside deviation (0.39%), which captures negative-return intensity over the selected horizon. 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
STATE standard deviation quantifies the magnitude of daily price swings relative to the average over the selected period. More volatile instruments exhibit higher standard deviations. This measure counts all price dispersion as risk, including returns above the mean.
Standard Deviation | 0.45 |
Standard deviation of STATE STREET captures both favorable and adverse price swings. Downside deviation and semi-deviation focus exclusively on the adverse side of STATE STREET's return distribution. Latest disclosures for State Street Target show a Downside Deviation of 0.39, a Downside Variance of 0.15, and a Maximum Drawdown of 3.27.
Mutual Fund Volatility Analysis
Volatility is a core concept when evaluating STATE STREET as part of a diversified portfolio. The mutual fund's historical price swings give investors a sense of how much risk STATE STREET's adds. Combining STATE STREET with lower-volatility assets can reduce overall portfolio risk.
Transformation |
The output start index for this execution was zero with a total number of output elements of sixty-one. 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.
STATE STREET Projected Return Density Against Market
Assuming a 90-day horizon STATE STREET has a beta of 0.2811 . 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.Market risk ties STATE STREET to macro cycles, whereas company or sector-specific developments represent independent drivers. Volatility metrics help measure this balance. Latest disclosures for State Street Target show a Downside Deviation of 0.39, a Mean Deviation of 0.28, and a Semi Deviation of 0.23.
Predicted Return Density |
| Returns |
What Drives a STATE STREET Price Volatility?
Several factors can influence a fund's market volatility:Industry
Specific events can influence volatility within a particular industry. For instance, a significant weather upheaval in a crucial oil-production site may cause oil prices to increase in the oil sector. The direct result will be the rise in the stock price of oil distribution companies. Similarly, any government regulation in a specific industry could negatively influence stock prices due to increased regulations on compliance that may impact the company's future earnings and growth.Political and Economic environment
When governments make significant decisions regarding trade agreements, policies, and legislation regarding specific industries, they will influence stock prices. Everything from speeches to elections may influence investors, who can directly influence the stock prices in any particular industry. The prevailing economic situation also plays a significant role in stock prices. When the economy is doing well, investors will have a positive reaction and hence, better stock prices and vice versa.The Company's Performance
Sometimes volatility will only affect an individual company. For example, a revolutionary product launch or strong earnings report may attract investor attention to the company. This positive attention may impact the company's stock price. In contrast, product recalls and data breaches may negatively influence a company's stock prices.Mutual Fund Risk Measures
Assuming a 90-day horizon the coefficient of variation of STATE STREET is 741.57. The daily returns are distributed with a variance of 0.2 and standard deviation of 0.45. The mean deviation of State Street Target is currently at 0.28. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.8
α | Alpha over Dow Jones | 0.06 | |
β | Beta against Dow Jones | 0.28 | |
σ | Overall volatility | 0.45 | |
Ir | Information ratio | 0.21 |
Mutual Fund Return Volatility
STATE STREET historical daily return volatility represents how much of STATE STREET fund's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The fund shows 0.4455% volatility of returns over 90 trading days. By contrast, Dow Jones Industrial accepts 0.792% volatility on return distribution over a 90-day horizon. Performance |
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Related Correlations Analysis
| -0.17 | 0.56 | 0.56 | 0.58 | STREX | ||
| -0.17 | 0.12 | 0.1 | -0.59 | VEIRX | ||
| 0.56 | 0.12 | 1.0 | 0.68 | FILFX | ||
| 0.56 | 0.1 | 1.0 | 0.7 | PAEIX | ||
| 0.58 | -0.59 | 0.68 | 0.7 | GGEAX | ||
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
There is a big difference between STATE Mutual Fund performing well and STATE STREET Mutual Fund doing well as a business compared to the competition. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze STATE STREET's multiple risk-adjusted performance indicators across the competitive landscape. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.| Mean Deviation | Jensen Alpha | Sortino Ratio | Treynor Ratio | Semi Deviation | Expected Shortfall | Potential Upside | Value @Risk | Maximum Drawdown | ||
|---|---|---|---|---|---|---|---|---|---|---|
| STREX | 1.25 | 0.64 | 0.87 | 0.34 | 0.00 | 1.20 | 39.22 | |||
| VEIRX | 0.63 | -0.08 | 0.00 | -0.17 | 0.00 | 1.11 | 9.60 | |||
| FILFX | 0.65 | 0.08 | 0.08 | 0.06 | 1.05 | 1.24 | 5.33 | |||
| PAEIX | 0.74 | 0.06 | 0.06 | 0.02 | 1.12 | 1.33 | 5.91 | |||
| GGEAX | 0.88 | 0.21 | 0.24 | 0.21 | 0.71 | 1.04 | 17.73 |
Risk Metrics, Assumptions & Methodology
Volatility for STATE STREET reflects NAV dispersion and exposure stability across disclosure periods. Uncertainty impacts position sizing assumptions in portfolio models.
Macroaxis compiles State Street Target metrics from fund disclosures and market reference feeds and applies consistent transformation rules before display. Not all fields update in real time. Volatility and downside metrics are estimated from historical return dispersion.
This content is curated and reviewed by:
Gabriel Shpitalnik - Member of Macroaxis Editorial BoardSTATE STREET Investment Opportunity
Measured over the selected horizon, Dow Jones Industrial carries roughly 1.76 times the return volatility of State Street Target. 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 protect your portfolios against small market fluctuations. This price-change note interprets the latest move in the context of short-horizon trading behavior. It highlights whether the move looks ordinary, stressed, or unusually speculative for the instrument. a normal downward trend and little activity. Check odds of STATE STREET to be traded at $12.58 in 90 days.Very weak diversification
Across the chosen horizon, SSBRX and DJI show a correlation of 0.5 and fall into the Very weak diversification bucket. In portfolio terms, the overlap visualization shows how much shared movement remains after both positions are combined.
STATE STREET Additional Risk Indicators
Risk analysis around State Street Target becomes more useful when investors review secondary indicators that can confirm, refine, or challenge the basic volatility picture. Used correctly, these measures can support both standalone risk assessment and portfolio-level hedging decisions.
| Risk Adjusted Performance | 0.0956 | |||
| Market Risk Adjusted Performance | 0.1765 | |||
| Mean Deviation | 0.2777 | |||
| Semi Deviation | 0.2251 | |||
| Downside Deviation | 0.3924 | |||
| Coefficient Of Variation | 765.4 | |||
| Standard Deviation | 0.4347 |
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. The key question is whether the second leg adds real hedge value instead of just creating a more complex version of the same risk.
| SentinelOne vs. STATE STREET | ||
| Citigroup vs. STATE STREET | ||
| Walker Dunlop vs. STATE STREET | ||
| Alphabet vs. STATE STREET | ||
| Microsoft vs. STATE STREET | ||
| Salesforce vs. STATE STREET | ||
The effect of pair diversification on risk is to reduce it, but we should note this doesn't apply to all risk types. When we trade pairs against STATE STREET as a counterpart, there is always some inherent risk that will never be diversified away no matter what. This volatility limits the effect of tactical diversification using pair trading. STATE STREET's systematic risk is the inherent uncertainty of the entire market, and therefore cannot be mitigated even by pair-trading it against the equity that is not highly correlated to it. On the other hand, STATE STREET's unsystematic risk describes the types of risk that we can protect against, at least to some degree, by selecting a matching pair that is not perfectly correlated to State Street Target.