Stone Ridge Diversified Fund Manager Performance Evaluation
| SRDAX Fund | USD 9.68 0.02 0.21% |
The entity has a beta of -0.16, 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
Weakest
Weak | Strong |
Over the last 90 days Stone Ridge Diversified has generated negative risk-adjusted returns adding no value to fund investors. In spite of fairly strong basic indicators, Stone Ridge is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors.
...moreStone |
Stone Ridge Relative Risk vs. Return Landscape
If you would invest 979.00 in Stone Ridge Diversified on November 4, 2025 and sell it today you would lose (11.00) from holding Stone Ridge Diversified or give up 1.12% of portfolio value over 90 days. Stone Ridge Diversified is currently producing negative expected returns and takes up 1.5489% volatility of returns over 90 trading days. Put another way, 13% of traded mutual funds are less volatile than Stone, and 99% of all traded equity instruments are likely to generate higher returns over the next 90 trading days. Expected Return |
| Risk |
Stone Ridge Current Valuation
Overvalued
Today
Please note that Stone Ridge's price fluctuation is not too volatile at this time. At this time, the fund appears to be overvalued. Stone Ridge Diversified has a current Real Value of $9.02 per share. The regular price of the fund is $9.68. We determine the value of Stone Ridge Diversified from inspecting fund fundamentals and technical indicators as well as its Probability Of Bankruptcy. In general, we recommend acquiring undervalued mutual funds and dropping overvalued mutual funds since, at some point, mutual fund prices and their ongoing real values will draw towards each other.
Since Stone Ridge is currently traded on the exchange, buyers and sellers on that exchange determine the market value of Stone Mutual Fund. However, Stone Ridge's intrinsic value may or may not be the same as its current market price, in which case there is an opportunity to profit from the mispricing, assuming the market price will eventually merge with its intrinsic value. | Historical | Market 9.68 | Real 9.02 | Hype 9.68 | Naive 9.64 |
The intrinsic value of Stone Ridge's stock can be calculated using various methods such as discounted cash flow analysis, price-to-earnings ratio, or price-to-book ratio. That value may differ from its current market price, which is determined by supply and demand factors such as investor sentiment, market trends, news, and other external factors that may influence Stone Ridge's stock price. It is important to note that the real value of any stock may change over time based on changes in the company's performance.
Estimating the potential upside or downside of Stone Ridge Diversified helps investors to forecast how Stone mutual fund's addition to their portfolios will impact the overall performance. We also use other valuation drivers to help us estimate the true value of Stone Ridge more accurately as focusing exclusively on Stone Ridge's fundamentals will not take into account other important factors: Stone Ridge Target Price Odds to finish over Current Price
The tendency of Stone 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 Price | Horizon | Target Price | Odds to move above the current price in 90 days |
| 9.68 | 90 days | 9.68 | about 90.45 |
Based on a normal probability distribution, the odds of Stone Ridge to move above the current price in 90 days from now is about 90.45 (This Stone Ridge Diversified probability density function shows the probability of Stone Mutual Fund to fall within a particular range of prices over 90 days) .
Assuming the 90 days horizon Stone Ridge Diversified has a beta of -0.16. This usually implies as returns on the benchmark increase, returns on holding Stone Ridge are expected to decrease at a much lower rate. During a bear market, however, Stone Ridge Diversified is likely to outperform the market. Additionally Stone Ridge Diversified has a negative alpha, implying that the risk taken by holding this instrument is not justified. The company is significantly underperforming the Dow Jones Industrial. Stone Ridge Price Density |
| Price |
Predictive Modules for Stone Ridge
There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Stone Ridge Diversified. Regardless of method or technology, however, to accurately forecast the mutual fund market is more a matter of luck rather than a particular technique. Nevertheless, trying to predict the mutual fund 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.Stone Ridge Risk Indicators
For the most part, the last 10-20 years have been a very volatile time for the stock market. Stone Ridge is not an exception. The market had few large corrections towards the Stone Ridge'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 Stone Ridge Diversified, one way to have your portfolio be protected is to always look up for changing volatility and market elasticity of Stone Ridge within the framework of very fundamental risk indicators.α | Alpha over Dow Jones | -0.0046 | |
β | Beta against Dow Jones | -0.16 | |
σ | Overall volatility | 0.13 | |
Ir | Information ratio | -0.03 |
Stone Ridge 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 Stone Ridge for significant developments is a great way to find new opportunities for your next move. Suggestions and notifications for Stone Ridge Diversified can help investors quickly react to important events or material changes in technical or fundamental conditions and significant headlines that can affect investment decisions.| Stone Ridge generated a negative expected return over the last 90 days | |
| The fund maintains about 46.54% of its assets in cash |
Stone Ridge Fundamentals Growth
Stone Mutual Fund prices reflect investors' perceptions of the future prospects and financial health of Stone Ridge, and Stone Ridge fundamentals are critical determinants of its market performance. Overall, investors pay close attention to revenue and earnings growth, profit margins, and debt levels. These fundamentals can have a significant impact on Stone Mutual Fund performance.
| Total Asset | 168.83 M | |||
About Stone Ridge Performance
Evaluating Stone Ridge's performance through its fundamental ratios, provides valuable insights into its operational efficiency and profitability. 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. Please also refer to our technical analysis and fundamental analysis pages.
The fund seeks to generate total returns from diverse investment strategies that the advisor believes have the potential for attractive returns and are diversifying from stocks and bonds. These strategies include Reinsurance, Market Risk Transfer, Style Premium Investing, Alternative Lending, Single Family Real Estate and Bitcoin. Each of the strategies is known as a risk premium strategy a type of strategy that seeks to earn returns by being compensated for bearing risk.Things to note about Stone Ridge Diversified performance evaluation
Checking the ongoing alerts about Stone Ridge for important developments is a great way to find new opportunities for your next move. Mutual Fund alerts and notifications screener for Stone Ridge Diversified help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Stone Ridge generated a negative expected return over the last 90 days | |
| The fund maintains about 46.54% of its assets in cash |
- Analyzing Stone Ridge's financial statements, including its income statement, balance sheet, and cash flow statement, helps in understanding its overall financial health and growth potential.
- Getting a closer look at valuation ratios like price-to-earnings (P/E) ratio, price-to-sales (P/S) ratio, and price-to-book (P/B) ratio help in understanding whether Stone Ridge's stock is overvalued or undervalued compared to its peers.
- Examining Stone Ridge's industry or sector and how it is performing can give you an idea of its growth potential and how it is positioned relative to its competitors.
- Evaluating Stone Ridge's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Stone Ridge's management team can help you assess the Mutual Fund's leadership.
- Pay attention to analyst opinions and ratings of Stone Ridge's mutual fund. These opinions can provide insight into Stone Ridge's potential for growth and whether the stock is currently undervalued or overvalued.
Other Information on Investing in Stone Mutual Fund
Stone Ridge financial ratios help investors to determine whether Stone Mutual Fund is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Stone with respect to the benefits of owning Stone Ridge security.
| Portfolio Backtesting Avoid under-diversification and over-optimization by backtesting your portfolios | |
| Volatility Analysis Get historical volatility and risk analysis based on latest market data | |
| Fundamental Analysis View fundamental data based on most recent published financial statements | |
| Portfolio Optimization Compute new portfolio that will generate highest expected return given your specified tolerance for risk |