Voya Cbre Global Fund Market Value
| VCRIX Fund | USD 14.01 0.05 0.36% |
| Symbol | Voya |
Voya Cbre '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 Cbre's mutual fund 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 Cbre.
| 01/09/2023 |
| 11/29/2024 |
If you would invest 0.00 in Voya Cbre on January 9, 2023 and sell it all today you would earn a total of 0.00 from holding Voya Cbre Global or generate 0.0% return on investment in Voya Cbre over 690 days. Voya Cbre is related to or competes with Lazard Global, Lazard Global, HUMANA, Barloworld, Thrivent High, Morningstar Unconstrained, and High-yield Municipal. The fund invests at least 80 percent of its net assets in securities issued by infrastructure companies More
Voya Cbre 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 Cbre's mutual fund 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 Cbre Global upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.5637 | |||
| Information Ratio | (0.07) | |||
| Maximum Drawdown | 2.43 | |||
| Value At Risk | (0.94) | |||
| Potential Upside | 0.8664 |
Voya Cbre Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Voya Cbre's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Voya Cbre's standard deviation. In reality, there are many statistical measures that can use Voya Cbre historical prices to predict the future Voya Cbre's volatility.| Risk Adjusted Performance | 0.1115 | |||
| Jensen Alpha | 0.0502 | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | (0.07) | |||
| Treynor Ratio | 0.3604 |
Voya Cbre Global Backtested Returns
At this stage we consider Voya Mutual Fund to be very steady. Voya Cbre Global owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.14, which indicates the fund had a 0.14% return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Voya Cbre Global, which you can use to evaluate the volatility of the fund. Please validate Voya Cbre's Coefficient Of Variation of 664.7, risk adjusted performance of 0.1115, and Semi Deviation of 0.4267 to confirm if the risk estimate we provide is consistent with the expected return of 0.0782%. The entity has a beta of 0.2, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Voya Cbre's returns are expected to increase less than the market. However, during the bear market, the loss of holding Voya Cbre is expected to be smaller as well.
Auto-correlation | -0.71 |
Almost perfect reverse predictability
Voya Cbre Global has almost perfect reverse predictability. Overlapping area represents the amount of predictability between Voya Cbre time series from 9th of January 2023 to 20th of December 2023 and 20th of December 2023 to 29th of November 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 Cbre Global price movement. The serial correlation of -0.71 indicates that around 71.0% of current Voya Cbre price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.71 | |
| Spearman Rank Test | -0.55 | |
| Residual Average | 0.0 | |
| Price Variance | 0.57 |
Voya Cbre Global lagged returns against current returns
Autocorrelation, which is Voya Cbre mutual fund'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 Cbre's mutual fund expected returns. We can calculate the autocorrelation of Voya Cbre returns to help us make a trade decision. For example, suppose you find that Voya Cbre has exhibited high autocorrelation historically, and you observe that the mutual fund 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 Cbre 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 Cbre mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Voya Cbre mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Voya Cbre mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Voya Cbre Lagged Returns
When evaluating Voya Cbre's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Voya Cbre mutual fund have on its future price. Voya Cbre 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 Cbre autocorrelation shows the relationship between Voya Cbre mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Voya Cbre Global.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in Voya Mutual Fund
Voya Cbre financial ratios help investors to determine whether Voya 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 Voya with respect to the benefits of owning Voya Cbre security.
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