Stone Ridge 2056 Etf Performance
| LFAQ Etf | 16.14 0.04 0.25% |
The entity has a beta of -0.11, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Stone Ridge are expected to decrease at a much lower rate. During the bear market, Stone Ridge is likely to outperform the market.
Risk-Adjusted Performance
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Very Weak
Over the last 90 days Stone Ridge 2056 has generated negative risk-adjusted returns adding no value to investors with long positions. Even with latest weak performance, the Etf's basic indicators remain invariable and the latest agitation on Wall Street may also be a sign of long-running gains for the ETF retail investors. ...more
Stone |
Stone Ridge Relative Risk vs. Return Landscape
If you would invest 1,715 in Stone Ridge 2056 on August 29, 2024 and sell it today you would lose (101.00) from holding Stone Ridge 2056 or give up 5.89% of portfolio value over 90 days. Stone Ridge 2056 is currently does not generate positive expected returns and assumes 0.5734% risk (volatility on return distribution) over the 90 days horizon. In different words, 5% of etfs are less volatile than Stone, and 99% of all traded equity instruments are projected to make higher returns than the company over the 90 days investment horizon. Expected Return |
| Risk |
Stone Ridge Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Stone Ridge's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as Stone Ridge 2056, and traders can use it to determine the average amount a Stone Ridge's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = -0.1968
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| Negative Returns | LFAQ |
Estimated Market Risk
| 0.57 actual daily | 5 95% of assets are more volatile |
Expected Return
| -0.11 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.2 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Stone Ridge is not performing at its full potential. However, if added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Stone Ridge by adding Stone Ridge to a well-diversified portfolio.
About Stone Ridge Performance
Assessing Stone Ridge's fundamental ratios provides investors with valuable insights into Stone Ridge's financial health and overall profitability. This information is crucial for making informed investment decisions. A high ROA would indicate that the Stone Ridge is effectively leveraging its assets and equity to generate significant profits, making it an appealing investment. Conversely, low Return on Assets could signal underlying management issues in assets and equity, indicating a necessity for operational refinements. Please also refer to our technical analysis and fundamental analysis pages.
Stone Ridge is entity of United States. It is traded as Etf on BATS exchange.| Stone Ridge 2056 generated a negative expected return over the last 90 days |
Check out Correlation Analysis to better understand how to build diversified portfolios, which includes a position in Stone Ridge 2056. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in nation. You can also try the Sectors module to list of equity sectors categorizing publicly traded companies based on their primary business activities.
The market value of Stone Ridge 2056 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.