Voya Financial (Germany) Market Value
| V0Y Stock | EUR 66.00 1.50 2.33% |
| Symbol | Voya |
Voya Financial '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 Voya Financial's stock 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 Voya Financial.
| 05/28/2023 |
| 12/18/2024 |
If you would invest 0.00 in Voya Financial on May 28, 2023 and sell it all today you would earn a total of 0.00 from holding Voya Financial or generate 0.0% return on investment in Voya Financial over 570 days. Voya Financial is related to or competes with Charoen Pokphand, INDOFOOD AGRI, SIDETRADE, Food Life, CANON MARKETING, and Trade Desk. Voya Financial, Inc. operates as a retirement, investment, and employee benefits company in the United States More
Voya Financial 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 Voya Financial's stock 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 Voya Financial upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.17 | |||
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 19.54 | |||
| Value At Risk | (2.50) | |||
| Potential Upside | 2.2 |
Voya Financial Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Voya Financial's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Voya Financial's standard deviation. In reality, there are many statistical measures that can use Voya Financial historical prices to predict the future Voya Financial's volatility.| Risk Adjusted Performance | 0.01 | |||
| Jensen Alpha | (0) | |||
| Total Risk Alpha | (0.18) | |||
| Sortino Ratio | (0.03) | |||
| Treynor Ratio | (0.0004) |
Voya Financial Backtested Returns
Voya Financial owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0054, which indicates the firm had a -0.0054% return per unit of risk over the last 3 months. Voya Financial exposes twenty-seven different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Voya Financial's Coefficient Of Variation of 22121.17, risk adjusted performance of 0.01, and Semi Deviation of 1.88 to confirm the risk estimate we provide. The entity has a beta of 0.0758, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Voya Financial's returns are expected to increase less than the market. However, during the bear market, the loss of holding Voya Financial is expected to be smaller as well. At this point, Voya Financial has a negative expected return of -0.0122%. Please make sure to validate Voya Financial's skewness, day median price, and the relationship between the semi variance and daily balance of power , to decide if Voya Financial performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.39 |
Below average predictability
Voya Financial has below average predictability. Overlapping area represents the amount of predictability between Voya Financial time series from 28th of May 2023 to 8th of March 2024 and 8th of March 2024 to 18th of December 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Voya Financial price movement. The serial correlation of 0.39 indicates that just about 39.0% of current Voya Financial price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.39 | |
| Spearman Rank Test | 0.06 | |
| Residual Average | 0.0 | |
| Price Variance | 25.45 |
Voya Financial lagged returns against current returns
Autocorrelation, which is Voya Financial stock's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Voya Financial's stock expected returns. We can calculate the autocorrelation of Voya Financial returns to help us make a trade decision. For example, suppose you find that Voya Financial has exhibited high autocorrelation historically, and you observe that the stock is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Voya Financial regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Voya Financial stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Voya Financial stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Voya Financial stock over time.
Current vs Lagged Prices |
| Timeline |
Voya Financial Lagged Returns
When evaluating Voya Financial's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Voya Financial stock have on its future price. Voya Financial autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Voya Financial autocorrelation shows the relationship between Voya Financial stock current value and its past values and can show if there is a momentum factor associated with investing in Voya Financial.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Additional Information and Resources on Investing in Voya Stock
When determining whether Voya Financial offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Voya Financial's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Voya Financial Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Voya Financial Stock:Check out Voya Financial Correlation, Voya Financial Volatility and Voya Financial Alpha and Beta module to complement your research on Voya Financial. For more detail on how to invest in Voya Stock please use our How to Invest in Voya Financial guide.You can also try the Global Correlations module to find global opportunities by holding instruments from different markets.
Voya Financial technical stock 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, stock market cycles, or different charting patterns.