Stone Ridge 2052 Etf Performance
| LFAK Etf | 139.38 0.18 0.13% |
The entity has a beta of 0.0661, 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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Compared to the overall equity markets, risk-adjusted returns on investments in Stone Ridge 2052 are ranked lower than 10 (%) of all global equities and portfolios over the last 90 days. Despite quite persistent basic indicators, Stone Ridge is not utilizing all of its potentials. The latest stock price mess, may contribute to short-term losses for the institutional investors. ...more
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Stone Ridge Relative Risk vs. Return Landscape
If you would invest 13,389 in Stone Ridge 2052 on December 21, 2024 and sell it today you would earn a total of 549.00 from holding Stone Ridge 2052 or generate 4.1% return on investment over 90 days. Stone Ridge 2052 is currently generating 0.0694% in daily expected returns and assumes 0.5066% 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 |
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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 = 0.137
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Estimated Market Risk
| 0.51 actual daily | 4 96% of assets are more volatile |
Expected Return
| 0.07 actual daily | 1 99% of assets have higher returns |
Risk-Adjusted Return
| 0.14 actual daily | 10 90% of assets perform better |
Based on monthly moving average Stone Ridge is performing at about 10% 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.
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.