Stone Ridge 2059 Etf Market Value

LIAT Etf   232.27  1.39  0.60%   
Stone Ridge's market value is the price at which a share of Stone Ridge trades on a public exchange. It measures the collective expectations of Stone Ridge 2059 investors about its performance. Stone Ridge is selling for under 232.27 as of the 23rd of February 2025; that is 0.60 percent increase since the beginning of the trading day. The etf's last reported lowest price was 232.27.
With this module, you can estimate the performance of a buy and hold strategy of Stone Ridge 2059 and determine expected loss or profit from investing in Stone Ridge over a given investment horizon. Check out Stone Ridge Correlation, Stone Ridge Volatility and Stone Ridge Alpha and Beta module to complement your research on Stone Ridge.
Symbol

The market value of Stone Ridge 2059 is measured differently than its book value, which is the value of Stone that is recorded on the company's balance sheet. Investors also form their own opinion of Stone Ridge's value that differs from its market value or its book value, called intrinsic value, which is Stone Ridge's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Stone Ridge's market value can be influenced by many factors that don't directly affect Stone Ridge's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Stone Ridge's value and its price as these two are different measures arrived at by different means. Investors typically determine if Stone Ridge is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Stone Ridge'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.

Stone Ridge 'What if' Analysis

In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Stone Ridge's etf what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Stone Ridge.
0.00
01/24/2025
No Change 0.00  0.0 
In 31 days
02/23/2025
0.00
If you would invest  0.00  in Stone Ridge on January 24, 2025 and sell it all today you would earn a total of 0.00 from holding Stone Ridge 2059 or generate 0.0% return on investment in Stone Ridge over 30 days. Stone Ridge is related to or competes with Tidal Trust, Proshares Russell, IShares Trust, and PIMCO Mortgage. Stone Ridge is entity of United States. It is traded as Etf on BATS exchange. More

Stone Ridge Upside/Downside Indicators

Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Stone Ridge's etf current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Stone Ridge 2059 upside and downside potential and time the market with a certain degree of confidence.

Stone Ridge Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Stone Ridge's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Stone Ridge's standard deviation. In reality, there are many statistical measures that can use Stone Ridge historical prices to predict the future Stone Ridge's volatility.
Hype
Prediction
LowEstimatedHigh
231.69232.27232.85
Details
Intrinsic
Valuation
LowRealHigh
230.74231.32255.50
Details
Naive
Forecast
LowNextHigh
230.99231.58232.16
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
226.78230.06233.33
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Stone Ridge. Your research has to be compared to or analyzed against Stone Ridge's peers to derive any actionable benefits. When done correctly, Stone Ridge's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy toward taking a position in Stone Ridge 2059.

Stone Ridge 2059 Backtested Returns

Stone Ridge 2059 owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0205, which indicates the etf had a -0.0205 % return per unit of risk over the last 3 months. Stone Ridge 2059 exposes twenty-eight different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Stone Ridge's Coefficient Of Variation of 4349.09, risk adjusted performance of 0.0143, and Semi Deviation of 0.5115 to confirm the risk estimate we provide. The entity has a beta of 0.15, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Stone Ridge's returns are expected to increase less than the market. However, during the bear market, the loss of holding Stone Ridge is expected to be smaller as well.

Auto-correlation

    
  0.72  

Good predictability

Stone Ridge 2059 has good predictability. Overlapping area represents the amount of predictability between Stone Ridge time series from 24th of January 2025 to 8th of February 2025 and 8th of February 2025 to 23rd of February 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Stone Ridge 2059 price movement. The serial correlation of 0.72 indicates that around 72.0% of current Stone Ridge price fluctuation can be explain by its past prices.
Correlation Coefficient0.72
Spearman Rank Test0.71
Residual Average0.0
Price Variance3.02
Stone ReturnsStone Lagged ReturnsDiversified AwayStone ReturnsStone Lagged ReturnsDiversified Away100%

Stone Ridge 2059 lagged returns against current returns

Autocorrelation, which is Stone Ridge etf's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Stone Ridge's etf expected returns. We can calculate the autocorrelation of Stone Ridge returns to help us make a trade decision. For example, suppose you find that Stone Ridge has exhibited high autocorrelation historically, and you observe that the etf is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
   Current and Lagged Values   
JavaScript chart by amCharts 3.21.15Feb 10Feb 12Feb 14Feb 16Feb 18Feb 20Feb 22-1.5%-1.0%-0.5%0%0.5%1.0%1.5%2.0%2.5%
JavaScript chart by amCharts 3.21.15Volume Lagged Volume Prices Lagged Prices
       Timeline  

Stone Ridge regressed lagged prices vs. current prices

Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Stone Ridge etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Stone Ridge etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Stone Ridge etf over time.
   Current vs Lagged Prices   
JavaScript chart by amCharts 3.21.15Feb 10Feb 12Feb 14Feb 16Feb 18Feb 20Feb 22227228229230231
JavaScript chart by amCharts 3.21.15Regression Prices Lagged Regression Prices
       Timeline  

Stone Ridge Lagged Returns

When evaluating Stone Ridge's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Stone Ridge etf have on its future price. Stone Ridge autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Stone Ridge autocorrelation shows the relationship between Stone Ridge etf current value and its past values and can show if there is a momentum factor associated with investing in Stone Ridge 2059.
   Regressed Prices   
JavaScript chart by amCharts 3.21.15Jan 24Jan 28FebFeb 05Feb 09Feb 13Feb 17Feb 21226227228229230231232
JavaScript chart by amCharts 3.21.15Lagged Returns Returns
       Timeline  

Thematic Opportunities

Explore Investment Opportunities

Build portfolios using Macroaxis predefined set of investing ideas. Many of Macroaxis investing ideas can easily outperform a given market. Ideas can also be optimized per your risk profile before portfolio origination is invoked. Macroaxis thematic optimization helps investors identify companies most likely to benefit from changes or shifts in various micro-economic or local macro-level trends. Originating optimal thematic portfolios involves aligning investors' personal views, ideas, and beliefs with their actual investments.
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When determining whether Stone Ridge 2059 is a good investment, qualitative aspects like company management, corporate governance, and ethical practices play a significant role. A comparison with peer companies also provides context and helps to understand if Stone Etf is undervalued or overvalued. This multi-faceted approach, blending both quantitative and qualitative analysis, forms a solid foundation for making an informed investment decision about Stone Ridge 2059 Etf. Highlighted below are key reports to facilitate an investment decision about Stone Ridge 2059 Etf:
Check out Stone Ridge Correlation, Stone Ridge Volatility and Stone Ridge Alpha and Beta module to complement your research on Stone Ridge.
You can also try the Portfolio Center module to all portfolio management and optimization tools to improve performance of your portfolios.
Stone Ridge technical etf analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, etf market cycles, or different charting patterns.
A focus of Stone Ridge technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Stone Ridge trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...