Voya Financial Stock Market Value
| VOYA Stock | USD 81.68 1.00 1.24% |
| Symbol | Voya |
Voya Financial Price To Book Ratio
Is Diversified Financial Services space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Voya Financial. If investors know Voya will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Voya Financial listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth (0.57) | Dividend Share 1.65 | Earnings Share 6.31 | Revenue Per Share 77.658 | Quarterly Revenue Growth 0.073 |
The market value of Voya Financial is measured differently than its book value, which is the value of Voya that is recorded on the company's balance sheet. Investors also form their own opinion of Voya Financial's value that differs from its market value or its book value, called intrinsic value, which is Voya Financial's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Voya Financial's market value can be influenced by many factors that don't directly affect Voya Financial's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Voya Financial's value and its price as these two are different measures arrived at by different means. Investors typically determine if Voya Financial is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Voya Financial's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
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.
| 12/03/2022 |
| 11/22/2024 |
If you would invest 0.00 in Voya Financial on December 3, 2022 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, Voya Financial, B Riley, B Riley, and B Riley. 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 | 1.49 | |||
| Information Ratio | 0.1023 | |||
| Maximum Drawdown | 12.66 | |||
| Value At Risk | (1.79) | |||
| Potential Upside | 2.09 |
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 | 0.1273 | |||
| Jensen Alpha | 0.1458 | |||
| Total Risk Alpha | 0.0451 | |||
| Sortino Ratio | 0.133 | |||
| Treynor Ratio | 0.195 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Voya Financial's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Voya Financial Backtested Returns
Voya Financial appears to be very steady, given 3 months investment horizon. Voya Financial owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.15, which indicates the firm had a 0.15% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Voya Financial, which you can use to evaluate the volatility of the company. Please review Voya Financial's Risk Adjusted Performance of 0.1273, semi deviation of 1.18, and Coefficient Of Variation of 629.29 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Voya Financial holds a performance score of 12. The entity has a beta of 1.53, which indicates a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Voya Financial will likely underperform. Please check Voya Financial's maximum drawdown, expected short fall, as well as the relationship between the Expected Short fall and rate of daily change , to make a quick decision on whether Voya Financial's existing price patterns will revert.
Auto-correlation | -0.25 |
Weak reverse predictability
Voya Financial has weak reverse predictability. Overlapping area represents the amount of predictability between Voya Financial time series from 3rd of December 2022 to 28th of November 2023 and 28th of November 2023 to 22nd 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 Financial price movement. The serial correlation of -0.25 indicates that over 25.0% of current Voya Financial price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.25 | |
| Spearman Rank Test | -0.22 | |
| Residual Average | 0.0 | |
| Price Variance | 20.3 |
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 |
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.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 information on how to trade Voya Stock refer to our How to Trade Voya Stock guide.You can also try the Competition Analyzer module to analyze and compare many basic indicators for a group of related or unrelated entities.
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.