Stone Ridge 2052 Etf Performance
| LIAG Etf | 19.04 0.09 0.47% |
The entity has a beta of 0.0668, 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.
Risk-Adjusted Performance
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Over the last 90 days Stone Ridge 2052 has generated negative risk-adjusted returns adding no value to investors with long positions. Despite nearly stable basic indicators, Stone Ridge is not utilizing all of its potentials. The latest stock price disturbance, may contribute to mid-run losses for the stockholders. ...more
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Stone Ridge Relative Risk vs. Return Landscape
If you would invest 1,989 in Stone Ridge 2052 on August 29, 2024 and sell it today you would lose (85.00) from holding Stone Ridge 2052 or give up 4.27% of portfolio value over 90 days. Stone Ridge 2052 is currently does not generate positive expected returns and assumes 0.4503% risk (volatility on return distribution) over the 90 days horizon. In different words, 4% 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 2052, 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 = -0.1807
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| Negative Returns | LIAG |
Estimated Market Risk
| 0.45 actual daily | 4 96% of assets are more volatile |
Expected Return
| -0.08 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.18 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
By analyzing Stone Ridge's fundamental ratios, stakeholders can gain valuable insights into Stone Ridge's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if Stone Ridge has a high ROA and ROE, it suggests that the company is efficiently using its assets and equity to generate substantial profits, making it an attractive investment. Conversely, if Stone Ridge has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
| Stone Ridge 2052 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 2052. 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 Portfolio Manager module to state of the art Portfolio Manager to monitor and improve performance of your invested capital.
The market value of Stone Ridge 2052 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.