Voya Financial Preferred Stock Market Value
| VOYA-PB Preferred Stock | USD 24.60 0.07 0.29% |
| 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 preferred 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.
| 03/22/2023 |
| 03/11/2025 |
If you would invest 0.00 in Voya Financial on March 22, 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 720 days. Voya Financial is related to or competes with Lendingtree, B Riley, Voya Financial, Athene Holding, State Street, RenaissanceRe Holdings, and KeyCorp. 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 preferred 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.
| Information Ratio | 0.0468 | |||
| Maximum Drawdown | 3.54 | |||
| Value At Risk | (1.22) | |||
| Potential Upside | 2.05 |
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 | (0.02) | |||
| Jensen Alpha | (0.02) | |||
| Total Risk Alpha | 0.0583 | |||
| Treynor Ratio | (0.17) |
Voya Financial Backtested Returns
At this point, Voya Financial is very steady. Voya Financial owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0184, which indicates the firm had a 0.0184 % return per unit of risk over the last 3 months. We have found twenty-two technical indicators for Voya Financial, which you can use to evaluate the volatility of the company. Please validate Voya Financial's Variance of 0.8869, risk adjusted performance of (0.02), and Coefficient Of Variation of (4,406) to confirm if the risk estimate we provide is consistent with the expected return of 0.0176%. Voya Financial has a performance score of 1 on a scale of 0 to 100. The entity has a beta of 0.19, 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. Voya Financial right now has a risk of 0.96%. Please validate Voya Financial standard deviation, jensen alpha, and the relationship between the coefficient of variation and information ratio , to decide if Voya Financial will be following its existing price patterns.
Auto-correlation | 0.01 |
Virtually no predictability
Voya Financial has virtually no predictability. Overlapping area represents the amount of predictability between Voya Financial time series from 22nd of March 2023 to 16th of March 2024 and 16th of March 2024 to 11th of March 2025. 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 0.01 indicates that just 1.0% of current Voya Financial price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.01 | |
| Spearman Rank Test | 0.21 | |
| Residual Average | 0.0 | |
| Price Variance | 0.7 |
Voya Financial lagged returns against current returns
Autocorrelation, which is Voya Financial preferred 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 preferred 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 preferred 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 preferred stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Voya Financial preferred 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 preferred 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 preferred 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 preferred 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 |
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 Preferred Stock
Voya Financial financial ratios help investors to determine whether Voya Preferred Stock 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 Financial security.