Stone Ridge Diversified Fund Technical Analysis
| SRDAX Fund | USD 9.68 0.02 0.21% |
As of the 30th of January, Stone Ridge has the Coefficient Of Variation of (47,053), variance of 2.22, and Risk Adjusted Performance of 0.0036. In relation to fundamental indicators, the technical analysis model makes it possible for you to check existing technical drivers of Stone Ridge Diversified, as well as the relationship between them.
Stone Ridge Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as Stone, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to StoneStone |
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 mutual fund 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.
| 11/01/2025 |
| 01/30/2026 |
If you would invest 0.00 in Stone Ridge on November 1, 2025 and sell it all today you would earn a total of 0.00 from holding Stone Ridge Diversified or generate 0.0% return on investment in Stone Ridge over 90 days. Stone Ridge is related to or competes with Dreyfus Large, Aqr Large, Avantis Us, T Rowe, T Rowe, Blackrock Advantage, and Guidemark Large. The fund seeks to generate total returns from diverse investment strategies that the advisor believes have the potential... 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 mutual fund 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 Diversified upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.04) | |||
| Maximum Drawdown | 16.73 | |||
| Value At Risk | (0.41) | |||
| Potential Upside | 0.4044 |
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.| Risk Adjusted Performance | 0.0036 | |||
| Jensen Alpha | (0) | |||
| Total Risk Alpha | (0.12) | |||
| Treynor Ratio | 0.0824 |
Stone Ridge January 30, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.0036 | |||
| Market Risk Adjusted Performance | 0.0924 | |||
| Mean Deviation | 0.4404 | |||
| Coefficient Of Variation | (47,053) | |||
| Standard Deviation | 1.49 | |||
| Variance | 2.22 | |||
| Information Ratio | (0.04) | |||
| Jensen Alpha | (0) | |||
| Total Risk Alpha | (0.12) | |||
| Treynor Ratio | 0.0824 | |||
| Maximum Drawdown | 16.73 | |||
| Value At Risk | (0.41) | |||
| Potential Upside | 0.4044 | |||
| Skewness | 0.9133 | |||
| Kurtosis | 31.07 |
Stone Ridge Diversified Backtested Returns
Stone Ridge Diversified owns Efficiency Ratio (i.e., Sharpe Ratio) of close to zero, which indicates the fund had a close to zero % return per unit of risk over the last 3 months. Stone Ridge Diversified exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Stone Ridge's Coefficient Of Variation of (47,053), risk adjusted performance of 0.0036, and Variance of 2.22 to confirm the risk estimate we provide. 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.
Auto-correlation | -0.37 |
Poor reverse predictability
Stone Ridge Diversified has poor reverse predictability. Overlapping area represents the amount of predictability between Stone Ridge time series from 1st of November 2025 to 16th of December 2025 and 16th of December 2025 to 30th of January 2026. 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 Diversified price movement. The serial correlation of -0.37 indicates that just about 37.0% of current Stone Ridge price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.37 | |
| Spearman Rank Test | -0.66 | |
| Residual Average | 0.0 | |
| Price Variance | 0.03 |
Stone Ridge technical mutual fund 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, fund market cycles, or different charting patterns.
Stone Ridge Diversified Technical Analysis
Indicator |
The output start index for this execution was one with a total number of output elements of sixty. The True Range is a measure of Stone Ridge Diversified volatility developed by Welles Wilder.
About Stone Ridge Technical Analysis
The technical analysis module can be used to analyzes prices, returns, volume, basic money flow, and other market information and help investors to determine the real value of Stone Ridge Diversified on a daily or weekly bases. We use both bottom-up as well as top-down valuation methodologies to arrive at the intrinsic value of Stone Ridge Diversified based on its technical analysis. In general, a bottom-up approach, as applied to this mutual fund, focuses on Stone Ridge Diversified price pattern first instead of the macroeconomic environment surrounding Stone Ridge Diversified. By analyzing Stone Ridge's financials, daily price indicators, and related drivers such as dividends, momentum ratios, and various types of growth rates, we attempt to find the most accurate representation of Stone Ridge's intrinsic value. As compared to a bottom-up approach, our top-down model examines the macroeconomic factors that affect the industry/economy before zooming in to Stone Ridge specific price patterns or momentum indicators. Please read more on our technical analysis page.
Stone Ridge January 30, 2026 Technical Indicators
Most technical analysis of Stone help investors determine whether a current trend will continue and, if not, when it will shift. We provide a combination of tools to recognize potential entry and exit points for Stone from various momentum indicators to cycle indicators. When you analyze Stone charts, please remember that the event formation may indicate an entry point for a short seller, and look at different other indicators across different periods to confirm that a breakdown or reversion is likely to occur.
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.0036 | |||
| Market Risk Adjusted Performance | 0.0924 | |||
| Mean Deviation | 0.4404 | |||
| Coefficient Of Variation | (47,053) | |||
| Standard Deviation | 1.49 | |||
| Variance | 2.22 | |||
| Information Ratio | (0.04) | |||
| Jensen Alpha | (0) | |||
| Total Risk Alpha | (0.12) | |||
| Treynor Ratio | 0.0824 | |||
| Maximum Drawdown | 16.73 | |||
| Value At Risk | (0.41) | |||
| Potential Upside | 0.4044 | |||
| Skewness | 0.9133 | |||
| Kurtosis | 31.07 |
Stone Ridge January 30, 2026 Daily Trend Indicators
Traders often use several different daily volumes and price technical indicators to supplement a more traditional technical analysis when analyzing securities such as Stone stock. With literally thousands of different options, investors must choose the best indicators for them and familiarize themselves with how they work. We suggest combining traditional momentum indicators with more near-term forms of technical analysis such as Accumulation Distribution or Daily Balance Of Power. With their quantitative nature, daily value technical indicators can also be incorporated into your automated trading systems.
| Accumulation Distribution | 0.00 | ||
| Daily Balance Of Power | (Huge) | ||
| Rate Of Daily Change | 1.00 | ||
| Day Median Price | 9.68 | ||
| Day Typical Price | 9.68 | ||
| Price Action Indicator | (0.01) |
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.
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