Stone Ridge 2052 Etf Performance
| LIAG Etf | 187.08 0.72 0.38% |
The entity has a beta of 0.0863, 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
OK
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Compared to the overall equity markets, risk-adjusted returns on investments in Stone Ridge 2052 are ranked lower than 7 (%) of all global equities and portfolios over the last 90 days. Despite nearly stable basic indicators, Stone Ridge is not utilizing all of its potentials. The latest stock price disturbance, may contribute to mid-run losses for the stockholders. ...more
Stone |
Stone Ridge Relative Risk vs. Return Landscape
If you would invest 18,177 in Stone Ridge 2052 on December 22, 2024 and sell it today you would earn a total of 531.00 from holding Stone Ridge 2052 or generate 2.92% return on investment over 90 days. Stone Ridge 2052 is currently generating 0.0492% in daily expected returns and assumes 0.4902% 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 |
| 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 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 = 0.1003
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| Negative Returns | LIAG |
Estimated Market Risk
| 0.49 actual daily | 4 96% of assets are more volatile |
Expected Return
| 0.05 actual daily | 1 99% of assets have higher returns |
Risk-Adjusted Return
| 0.1 actual daily | 7 93% of assets perform better |
Based on monthly moving average Stone Ridge is performing at about 7% 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 analyzing Stone Ridge's fundamental ratios, stakeholders can gain valuable insights into Stone Ridge's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. 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.
Stone Ridge is entity of United States. It is traded as Etf on BATS exchange.