STATE Mutual Fund Probability of Future Mutual Fund Price Finishing Under 91.45

SSAFX
 Fund
  

USD 89.69  0.25  0.28%   

STATE STREET's future price is the expected price of STATE STREET instrument. It is based on its current growth rate as well as the projected cash flow expected by the investors. This tool provides a mechanism to make assumptions about the upside potential and downside risk of STATE STREET AGGREGATE performance during a given time horizon utilizing its historical volatility.
  
Additionally, take a look at STATE STREET Backtesting, Portfolio Optimization, STATE STREET Correlation, STATE STREET Hype Analysis, STATE STREET Volatility, STATE STREET History as well as STATE STREET Performance. Please specify STATE STREET time horizon, a valid symbol (red box) and a target price (blue box) you would like STATE STREET odds to be computed.

STATE STREET Target Price Odds to finish below 91.45

The tendency of STATE Mutual Fund price to converge on an average value over time is a known aspect in finance that investors have used since the beginning of the stock market for forecasting. However, many studies suggest that some traded equity instruments are consistently mispriced before traders' demand and supply correct the spread. One possible conclusion to this anomaly is that these stocks have additional risk, for which investors demand compensation in the form of extra returns.
Current PriceHorizonTarget PriceOdds to stay under $ 91.45  after 90 days
 89.69 90 days 91.45 
close to 99
Based on a normal probability distribution, the odds of STATE STREET to stay under $ 91.45  after 90 days from now is close to 99 (This STATE STREET AGGREGATE probability density function shows the probability of STATE Mutual Fund to fall within a particular range of prices over 90 days) . Probability of STATE STREET AGGREGATE price to stay between its current price of $ 89.69  and $ 91.45  at the end of the 90-day period is nearly 4.61 .
Assuming the 90 days horizon STATE STREET has a beta of 0.21. This usually implies as returns on the market go up, STATE STREET average returns are expected to increase less than the benchmark. However, during the bear market, the loss on holding STATE STREET AGGREGATE will be expected to be much smaller as well. Additionally The company has a negative alpha, implying that the risk taken by holding this instrument is not justified. STATE STREET AGGREGATE is significantly underperforming NYSE Composite.
   STATE STREET Price Density   
       Price  

Predictive Modules for STATE STREET

There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as STATE STREET AGGREGATE. Regardless of method or technology, however, to accurately forecast the stock or bond market is more a matter of luck rather than a particular technique. Nevertheless, trying to predict the stock market accurately is still an essential part of the overall investment decision process. Using different forecasting techniques and comparing the results might improve your chances of accuracy even though unexpected events may often change the market sentiment and impact your forecasting results.
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of STATE STREET's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy. Please use the tools below to analyze the current value of STATE STREET in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
89.1289.6990.26
Details
Intrinsic
Valuation
LowReal ValueHigh
88.4589.0298.66
Details
Naive
Forecast
LowNext ValueHigh
88.8989.4690.03
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
84.9287.7990.66
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as STATE STREET. Your research has to be compared to or analyzed against STATE STREET's peers to derive any actionable benefits. When done correctly, STATE STREET's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy towards taking a position in STATE STREET AGGREGATE.

STATE STREET Risk Indicators

For the most part, the last 10-20 years have been a very volatile time for the stock market. STATE STREET is not an exception. The market had few large corrections towards the STATE STREET's value, including both sudden drops in prices as well as massive rallies. These swings have made and broken many portfolios. An investor can limit the violent swings in their portfolio by implementing a hedging strategy designed to limit downside losses. If you hold STATE STREET AGGREGATE, one way to have your portfolio be protected is to always look up for changing volatility and market elasticity of STATE STREET within the framework of very fundamental risk indicators.
α
Alpha over NYSE Composite
-0.02
β
Beta against NYSE Composite0.21
σ
Overall volatility
1.66
Ir
Information ratio -0.12

STATE STREET Alerts and Suggestions

In today's market, stock alerts give investors the competitive edge they need to time the market and increase returns. Checking the ongoing alerts of STATE STREET for significant developments is a great way to find new opportunities for your next move. Suggestions and notifications for STATE STREET AGGREGATE can help investors quickly react to important events or material changes in technical or fundamental conditions and significant headlines that can affect investment decisions.
STATE STREET is unlikely to experience financial distress in the next 2 years
On 1st of November 2022 STATE STREET paid $ 0.1904 per share dividend to its current shareholders
The fund maintains about 5.89% of its assets in cash

STATE STREET Technical Analysis

STATE STREET's future price can be derived by breaking down and analyzing its technical indicators over time. STATE Mutual Fund technical analysis helps investors analyze different prices and returns patterns as well as diagnose historical swings to determine the real value of STATE STREET AGGREGATE. In general, you should focus on analyzing STATE Mutual Fund price patterns and their correlations with different microeconomic environments and drivers.

STATE STREET Predictive Forecast Models

STATE STREET time-series forecasting models is one of many STATE STREET's mutual fund analysis techniquest aimed to predict future share value based on previously observed values. Time-series forecasting models ae widely used for non-stationary data. Non-stationary data are called the data whose statistical properties e.g. the mean and standard deviation are not constant over time but instead, these metrics vary over time. These non-stationary STATE STREET's historical data is usually called time-series. Some empirical experimentation suggests that the statistical forecasting models outperform the models based exclusively on fundamental analysis to predict the direction of the mutual fund market movement and maximize returns from investment trading.

Things to note about STATE STREET AGGREGATE

Checking the ongoing alerts about STATE STREET for important developments is a great way to find new opportunities for your next move. Our stock alerts and notifications screener for STATE STREET AGGREGATE help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.
STATE STREET is unlikely to experience financial distress in the next 2 years
On 1st of November 2022 STATE STREET paid $ 0.1904 per share dividend to its current shareholders
The fund maintains about 5.89% of its assets in cash
Additionally, take a look at STATE STREET Backtesting, Portfolio Optimization, STATE STREET Correlation, STATE STREET Hype Analysis, STATE STREET Volatility, STATE STREET History as well as STATE STREET Performance. Note that the STATE STREET AGGREGATE information on this page should be used as a complementary analysis to other STATE STREET's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try Portfolio Manager module to state of the art Portfolio Manager to monitor and improve performance of your invested capital.

Complementary Tools for STATE Mutual Fund analysis

When running STATE STREET AGGREGATE price analysis, check to measure STATE STREET's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy STATE STREET is operating at the current time. Most of STATE STREET's value examination focuses on studying past and present price action to predict the probability of STATE STREET's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move STATE STREET's price. Additionally, you may evaluate how the addition of STATE STREET to your portfolios can decrease your overall portfolio volatility.
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Please note, there is a significant difference between STATE STREET's value and its price as these two are different measures arrived at by different means. Investors typically determine STATE STREET value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, STATE STREET's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.