State Street Target Fund Volatility
| SSCNX Fund | USD 15.61 -0.16 -1.01% |
State Street Target remains associated with a very low volatility profile over the chosen period. State Street Target indicates a Sharpe Ratio (Efficiency) of 0.1, demonstrating favorable reward-to-risk behavior over the last 3 months. The current setup includes 27 technical indicators relevant to risk behavior.
Sharpe Ratio = 0.1033
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| Cash | SSCNX | Average Risk | High Risk | Huge Risk |
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For State Street Target, recent data highlights a Market Risk Adjusted Performance of 0.1%, a Risk of 0.84, and a Risk Adjusted Performance of 0.1%. Monthly averages suggest State Street is positioned around 8% of its historical performance band. Correlation characteristics influence diversification outcomes.
Key indicators related to State Street's volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
For options traders, State Street's implied volatility surface provides a forward-looking estimate of future price dispersion. When implied volatility for State Street is significantly above realized volatility, options premiums may be elevated relative to historical norms.
State |
Volatility Strategy
State Street Target return movement contributes differently across allocation frameworks. Current statistical measures show total volatility near 0.84% with a beta coefficient of 0.57, indicating sensitivity relative to the broader market benchmark. Risk-adjusted efficiency, represented by a Sharpe ratio of 0.1, evaluates return per unit of total risk. An alpha value of 0.13 reflects performance relative to systematic market exposure. Expected return estimates near 0.0864% 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 0.57 | Alpha 0.13 | Risk 0.84 | Sharpe Ratio 0.1 | Expected Return 0.0864 |
Moving together with State Mutual Fund
| 0.87 | VFORX | Vanguard Target | PairCorr |
| 0.85 | AAGTX | American Funds 2040 | PairCorr |
| 0.82 | CCGTX | American Funds 2040 | PairCorr |
| 0.84 | FAUTX | American Funds 2040 | PairCorr |
| 0.9 | FFFFX | Fidelity Freedom 2040 | PairCorr |
| 0.95 | FHTKX | Fidelity Freedom 2040 | PairCorr |
| 0.85 | FBIFX | Fidelity Freedom Index | PairCorr |
| 0.88 | FFIZX | Fidelity Freedom Index | PairCorr |
| 0.89 | TRRDX | T Rowe Price | PairCorr |
| 0.85 | VTIAX | Vanguard Total | PairCorr |
| 0.64 | VBTLX | Vanguard Total Bond | PairCorr |
| 0.77 | TFCCX | Touchstone Large Cap | PairCorr |
| 0.91 | FMVUX | Matson Money Equity | PairCorr |
| 0.75 | SMVLX | Smead Value Fund | PairCorr |
| 0.69 | MRK | Merck Company | PairCorr |
| 0.62 | PFE | Pfizer Inc | PairCorr |
| 0.62 | WMT | Walmart Common Stock | PairCorr |
| 0.61 | JNJ | Johnson Johnson | PairCorr |
Sensitivity To Market
State Street Target market-relative volatility is reflected in its beta of 0.57. This value results from regression analysis against benchmark returns. Total dispersion currently approximates 0.84%.State Street Target has shown return movement that ranges from typical to sharp depending on market conditions. Current dispersion statistics include standard deviation near 0.84%. 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
The standard deviation of State prices measures volatility as the average daily spread from the mean over your selected horizon. High standard deviation implies high volatility; low standard deviation implies price stability.
Standard Deviation | 0.84 |
For a complete risk picture of State Street, investors should examine both standard deviation (upside risk proxy) and downside deviation or semi-deviation of State Street's returns (downside risk proxy). For State Street Target, recent data highlights a Downside Deviation of 0.69, a Downside Variance of 0.48, and a Maximum Drawdown of 6.17.
Mutual Fund Volatility Analysis
Understanding State Street volatility allows investors to better quantify the risk of holding State Street's mutual fund. Volatility metrics help portfolio managers set stop-losses and size positions appropriately for State Street.
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 0.5689 . 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.Both systematic and unsystematic risks influence State Street. Market-wide movements drive the former, while company or sector-specific developments drive the latter. Beta estimates market responsiveness. For State Street Target, recent data highlights a Downside Deviation of 0.69, a Mean Deviation of 0.52, and a Semi Deviation of 0.53.
Predicted Return Density |
| Returns |
What Drives State Street's Price Volatility?
Several factors can influence State Street's market volatility:Industry Dynamics
Sector-level events can directly affect State Street's price stability. Regulatory changes, supply disruptions, or shifts in demand within State Street's industry may create volatility even when the broader market is calm. Competitive dynamics and industry consolidation can also amplify price swings for companies like State Street.Political and Economic Environment
Macroeconomic conditions and policy decisions shape the backdrop for State Street's price movements. Interest rate changes, trade policy shifts, and fiscal legislation can all alter investor sentiment toward State Street. During periods of economic expansion, State Street's price tends to benefit from broader market optimism, while downturns can amplify selling pressure.State Street's Company-Specific Factors
Volatility can also stem from events unique to State Street. Earnings surprises, management changes, product launches, or legal developments may trigger sharp price reactions in State Street's stock. Conversely, operational setbacks, guidance revisions, or data breaches can weigh on State Street's share price.Mutual Fund Risk Measures
Assuming a 90-day horizon the coefficient of variation of State Street is 968.02. The daily returns are distributed with a variance of 0.7 and standard deviation of 0.84. The mean deviation of State Street Target is currently at 0.52. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.8
α | Alpha over Dow Jones | 0.13 | |
β | Beta against Dow Jones | 0.57 | |
σ | Overall volatility | 0.84 | |
Ir | Information ratio | 0.19 |
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 reported 0.836% volatility on return distribution over a 90-day investment horizon. By contrast, Dow Jones Industrial has volatility of 0.8206% on return distribution over a 90-day investment horizon. Performance |
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Related Correlations Analysis
| 0.78 | 0.96 | 0.96 | 0.98 | 0.91 | 0.99 | PATFX | ||
| 0.78 | 0.79 | 0.85 | 0.84 | 0.85 | 0.83 | TEGBX | ||
| 0.96 | 0.79 | 0.97 | 0.98 | 0.86 | 0.98 | PATIX | ||
| 0.96 | 0.85 | 0.97 | 0.98 | 0.9 | 0.98 | NOITX | ||
| 0.98 | 0.84 | 0.98 | 0.98 | 0.93 | 1.0 | LTEFX | ||
| 0.91 | 0.85 | 0.86 | 0.9 | 0.93 | 0.93 | TTRBX | ||
| 0.99 | 0.83 | 0.98 | 0.98 | 1.0 | 0.93 | TIMTX | ||
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. Without reviewing risk-adjusted indicators, investors may overweight recent returns and underweight the volatility required to achieve them. 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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| PATFX | 0.12 | 0.02 | 0.40 | 0.32 | 0.06 | 0.27 | 1.07 | |||
| TEGBX | 0.37 | 0.03 | 0.14 | 0.01 | 0.49 | 0.70 | 2.45 | |||
| PATIX | 0.06 | 0.01 | 0.00 | 0.33 | 0.00 | 0.18 | 0.55 | |||
| NOITX | 0.08 | 0.01 | 0.38 | 1.89 | 0.00 | 0.20 | 0.90 | |||
| LTEFX | 0.07 | 0.01 | 0.49 | 0.70 | 0.00 | 0.19 | 0.70 | |||
| TTRBX | 0.10 | -0.01 | 0.41 | -0.38 | 0.12 | 0.20 | 0.80 | |||
| TIMTX | 0.08 | 0.01 | 0.39 | 0.62 | 0.00 | 0.19 | 0.83 |
Risk Metrics, Assumptions & Methodology
Volatility for State Street reflects NAV dispersion and exposure stability across disclosure periods. Volatility contraction can precede expansion under certain regimes.
For State Street Target, 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. 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 State Street Target is meaningfully more volatile than Dow Jones Industrial, by roughly a 1.02x factor. Across the current 90-day horizon, that places the security below 7% of the broader equity and portfolio universe on a pure volatility basis.You can use State Street Target to protect your portfolios against small market fluctuations. This short-horizon strategy note focuses on what the latest move may imply for immediate trading context. It is most useful when combined with broader risk controls and position-sizing discipline. a somewhat bearish sentiment, but the market may correct it shortly. Check odds of State Street to be traded at $15.14 in 90 days.Very weak diversification
Across the chosen horizon, SSCNX and DJI show a correlation of 0.55 and fall into the Very weak diversification bucket. Used correctly, the chart helps investors judge whether adding the second position genuinely diversifies the first.
State Street Additional Risk Indicators
A broader risk-indicator set for State Street Target can improve buy, hold, hedge, and sell decisions by adding context beyond the most common measures. The stronger process compares similar securities with comparable growth and valuation context before ranking one as more or less risky.
| Risk Adjusted Performance | 0.0826 | |||
| Market Risk Adjusted Performance | 0.1442 | |||
| Mean Deviation | 0.5222 | |||
| Semi Deviation | 0.5331 | |||
| Downside Deviation | 0.6908 | |||
| Coefficient Of Variation | 968.02 | |||
| Standard Deviation | 0.836 |
State Street Suggested Diversification Pairs
Using State Street in a pair-trading setup can improve risk control because gains and losses are judged against a second position instead of against the market alone. A disciplined pair strategy still requires monitoring because correlation can weaken when market regimes change.
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| Bank of America vs. State Street | ||
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| SentinelOne 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.