Stone Ridge Diversified Fund Manager Performance Evaluation
| SRDBX Fund | USD 11.38 0.03 0.26% |
The entity has a beta of 0.0162, 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
13 of 100
Weak | Strong |
Good
Compared to the overall equity markets, risk-adjusted returns on investments in Stone Ridge Diversified are ranked lower than 13 (%) of all funds and portfolios of funds over the last 90 days. In spite of fairly strong fundamental drivers, 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 1,102 in Stone Ridge Diversified on September 16, 2024 and sell it today you would earn a total of 36.00 from holding Stone Ridge Diversified or generate 3.27% return on investment over 90 days. Stone Ridge Diversified is currently producing 0.0499% returns and takes up 0.2919% volatility of returns over 90 trading days. Put another way, 2% 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
Fairly Valued
Today
Please note that Stone Ridge's price fluctuation is very steady at this time. At this time, the fund appears to be fairly valued. Stone Ridge Diversified has a current Real Value of $11.32 per share. The regular price of the fund is $11.38. 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 11.38 | Real 11.32 | Hype 11.38 | Naive 11.48 |
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 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 mutual funds, such as Stone Ridge Diversified, 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 = 0.1709
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | SRDBX |
Estimated Market Risk
| 0.29 actual daily | 2 98% of assets are more volatile |
Expected Return
| 0.05 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.17 actual daily | 13 87% of assets perform better |
Based on monthly moving average Stone Ridge is performing at about 13% of its full potential. 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 it to a well-diversified portfolio.
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 | 478.99 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.| The fund maintains about 19.06% 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.
| Earnings Calls Check upcoming earnings announcements updated hourly across public exchanges | |
| Portfolio Backtesting Avoid under-diversification and over-optimization by backtesting your portfolios | |
| Risk-Return Analysis View associations between returns expected from investment and the risk you assume |