Stone Ridge 2053 Etf Performance
| LFAL Etf | 15.07 0.11 0.74% |
The entity has a beta of -0.12, 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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Over the last 90 days Stone Ridge 2053 has generated negative risk-adjusted returns adding no value to investors with long positions. Despite quite persistent basic indicators, Stone Ridge is not utilizing all of its potentials. The recent stock price mess, may contribute to short-term losses for the institutional investors. ...more
Stone |
Stone Ridge Relative Risk vs. Return Landscape
If you would invest 1,577 in Stone Ridge 2053 on September 2, 2024 and sell it today you would lose (70.00) from holding Stone Ridge 2053 or give up 4.44% of portfolio value over 90 days. Stone Ridge 2053 is currently does not generate positive expected returns and assumes 0.6102% 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 2053, 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 = -0.1322
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| Negative Returns | LFAL |
Estimated Market Risk
| 0.61 actual daily | 5 95% of assets are more volatile |
Expected Return
| -0.08 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.13 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 examining Stone Ridge's fundamental ratios, stakeholders can obtain critical insights into Stone Ridge's financial health, operational efficiency, and overall profitability. These insights assist in making well-informed investment and management decisions. For example, a high Return on Assets and Return on Equity would indicate that Stone Ridge is effectively utilizing its assets and equity to generate significant profits, enhancing its appeal to investors. On the other hand, low ROA and ROE values could reveal issues in asset and equity management, highlighting the need for operational improvements.
| Stone Ridge 2053 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 2053. 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 Balance Of Power module to check stock momentum by analyzing Balance Of Power indicator and other technical ratios.
The market value of Stone Ridge 2053 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.