STATE STREET Competition

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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
88.9889.5490.10
Details
Intrinsic
Valuation
LowReal ValueHigh
88.3088.8698.49
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 Competition Correlation Matrix

Typically, diversification allows investors to combine positions across different asset classes to reduce overall portfolio risk. Correlation between STATE STREET and its competitors represents the degree of relationship between the price movements of corresponding funds. A correlation of about +1.0 implies that the price of STATE and its corresponding peer move in tandem. A correlation of -1.0 means that prices move in opposite directions. A correlation of close to zero suggests that the price movements of assets are uncorrelated; in other words, the historical price movement of STATE STREET AGGREGATE does not affect the price movement of the other competitor.
JPM
KNG
VSGAX
JPM
0.870.43
JPM
KNG
0.870.75
KNG
VSGAX
0.430.75
VSGAX
JPM
KNG
VSGAX
Click cells to compare fundamentals   Check Volatility   Backtest Portfolio

STATE STREET Competition Risk-Adjusted Indicators

Nowadays, there is a big difference between STATE Mutual Fund performing well and STATE STREET Mutual Fund doing well compared to the competition. There are way too many exceptions to the normal that investors can tell for sure what's good or bad unless they analyze STATE STREET's multiple risk-adjusted performance indicators. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.

STATE STREET Competitive Analysis

The better you understand STATE STREET competitors, the better chance you have of utilizing it as a position in your portfolios. From an individual investor's perspective, STATE STREET's competitive analysis can cover a whole range of metrics. Some of these will be more critical depending on who you are as an investor and how you react to market volatility. However, if you are locking your investment sandscape to a long-term horizon, comparing the fundamental indicator across STATE STREET's competition over several years is one of the best ways to analyze its investment potential.
    
 Better Than Average     
    
 Worse Than Peers    View Performance Chart
SSAFXJPMKNGVSGAX
 0.36 
 89.54 
STATE
 0.79 
 135.16 
JPMorgan
 0.33 
 54.09 
FT Cboe
 0.74 
 75.43 
VANGUARD
Market Volatility
(90 Days Market Risk)
Market Performance
(90 Days Performance)
Odds of Financial Distress
(Probability Of Bankruptcy)
Current Valuation
(Equity Enterprise Value)
Buy or Sell Advice
(Average Analysts Consensus)
Not Available
Not Available
Not Available
Trade Advice
(90 Days Macroaxis Advice)
Number of Shares Shorted
Shares Owned by Insiders
Net Asset
Profit Margin
EBITDA
Operating Margin
Current Valuation
Cash Flow from Operations
Five Year Return
Retained Earnings
One Year Return
Beta
Price to Book
Cash Position Weight
Equity Positions Weight
Shares Outstanding
Three Year Return
Annual Yield
Total Debt
Return On Equity
Bond Positions Weight
Price to Earning
Shares Owned by Institutions
Return On Asset
Book Value Per Share
Cash and Equivalents
Price to Earnings To Growth
Total Asset
Last Dividend Paid
Short Ratio
Target Price
Price to Sales
Market Capitalization
Cash per Share
Net Income
Earnings Per Share
Debt to Equity
Revenue
Ten Year Return
Gross Profit
Day Typical Price
Accumulation Distribution
Market Facilitation Index
Daily Balance Of Power
Rate Of Daily Change
Day Median Price
Price Action Indicator
Coefficient Of Variation
Mean Deviation
Jensen Alpha
Total Risk Alpha
Sortino Ratio
Downside Variance
Standard Deviation
Kurtosis
Potential Upside
Treynor Ratio
Maximum Drawdown
Variance
Market Risk Adjusted Performance
Risk Adjusted Performance
Skewness
Semi Deviation
Information Ratio
Value At Risk
Expected Short fall
Downside Deviation
Semi Variance

STATE STREET Competition Performance Charts

Complement your STATE STREET position

In addition to having STATE STREET in your portfolios, you can quickly add positions using our predefined set of ideas and optimize them against your very unique investing style. A single investing idea is a collection of funds, stocks, ETFs, or cryptocurrencies that are programmatically selected from a pull of investment themes. After you determine your investment opportunity, you can then find an optimal portfolio that will maximize potential returns on the chosen idea or minimize its exposure to market volatility.

Did You Try This Idea?

Run Software Thematic Idea Now

Software
Software Theme
Companies that develop and distribute software and software systems to individuals or business. The Software theme has 40 constituents at this time.
You can either use a buy-and-hold strategy to lock in the entire theme or actively trade it to take advantage of the short-term price volatility of individual constituents. Macroaxis can help you discover thousands of investment opportunities in different asset classes. In addition, you can partner with us for reliable portfolio optimization as you plan to utilize Software Theme or any other thematic opportunities.
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Additionally, take a look at STATE STREET Correlation with its peers. 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 Volatility Analysis module to get historical volatility and risk analysis based on latest market data.

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.
SSAFX
 Fund
  

USD 89.54  0.32  0.36%   

STATE STREET AGGREGATE competes with JPMorgan Chase, FT Cboe, and VANGUARD SMALL-CAP; as well as few others. The fund is listed under Intermediate Core Bond category and is part of State Street Global Advisors family. Analyzing STATE STREET competition allows you to expand the diversification possibilities of your existing portfolios and to get a better perspective on locking in new positions. Investors sometimes prefer comparable analysis of STATE STREET to its intrinsic valuation because they are able to contrast its competitors on a relative basis.
You can use the Comparative Equity Analysis module to analyze the advantages of investing in your portfolio's related equities across multiple sectors and thematic ideas. Please use the input box below to enter symbols for particular investments you would like to analyze. With the equity comparison module, you can estimate the relative effect of STATE STREET competition on your existing holdings. Additionally, take a look at STATE STREET Correlation with its peers.