Voyager Digital Stock Market Value
| VYGVQ Stock | USD 0.0002 0.0001 100.00% |
| Symbol | Voyager |
Voyager Digital '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 Voyager Digital's pink sheet 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 Voyager Digital.
| 11/27/2025 |
| 12/27/2025 |
If you would invest 0.00 in Voyager Digital on November 27, 2025 and sell it all today you would earn a total of 0.00 from holding Voyager Digital or generate 0.0% return on investment in Voyager Digital over 30 days. Voyager Digital Ltd., through its subsidiaries, operates as a crypto asset brokerage firm primarily in the United States... More
Voyager Digital 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 Voyager Digital's pink sheet 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 Voyager Digital upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 63.5 | |||
| Information Ratio | 0.1683 | |||
| Maximum Drawdown | 9998.0 | |||
| Value At Risk | (50.00) | |||
| Potential Upside | 100.0 |
Voyager Digital Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Voyager Digital's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Voyager Digital's standard deviation. In reality, there are many statistical measures that can use Voyager Digital historical prices to predict the future Voyager Digital's volatility.| Risk Adjusted Performance | 0.1285 | |||
| Jensen Alpha | 220.9 | |||
| Total Risk Alpha | 92.65 | |||
| Sortino Ratio | 3.58 | |||
| Treynor Ratio | 2.4 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Voyager Digital'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.
Voyager Digital Backtested Returns
Voyager Digital is out of control given 3 months investment horizon. Voyager Digital owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.19, which indicates the firm had a 0.19 % return per unit of risk over the last 3 months. We were able to interpolate and analyze data for twenty-nine different technical indicators, which can help you to evaluate if expected returns of 35.25% are justified by taking the suggested risk. Use Voyager Digital Risk Adjusted Performance of 0.1285, semi deviation of 41.45, and Coefficient Of Variation of 593.84 to evaluate company specific risk that cannot be diversified away. Voyager Digital holds a performance score of 15 on a scale of zero to a hundred. The entity has a beta of 95.0, 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, Voyager Digital will likely underperform. Use Voyager Digital maximum drawdown, skewness, as well as the relationship between the Skewness and day typical price , to analyze future returns on Voyager Digital.
Auto-correlation | -0.6 |
Good reverse predictability
Voyager Digital has good reverse predictability. Overlapping area represents the amount of predictability between Voyager Digital time series from 27th of November 2025 to 12th of December 2025 and 12th of December 2025 to 27th of December 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 Voyager Digital price movement. The serial correlation of -0.6 indicates that roughly 60.0% of current Voyager Digital price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.6 | |
| Spearman Rank Test | 0.5 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Voyager Digital lagged returns against current returns
Autocorrelation, which is Voyager Digital pink sheet'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 Voyager Digital's pink sheet expected returns. We can calculate the autocorrelation of Voyager Digital returns to help us make a trade decision. For example, suppose you find that Voyager Digital has exhibited high autocorrelation historically, and you observe that the pink sheet 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 |
Voyager Digital 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 Voyager Digital pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Voyager Digital pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Voyager Digital pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Voyager Digital Lagged Returns
When evaluating Voyager Digital's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Voyager Digital pink sheet have on its future price. Voyager Digital 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, Voyager Digital autocorrelation shows the relationship between Voyager Digital pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Voyager Digital.
Regressed Prices |
| Timeline |
Pair Trading with Voyager Digital
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Voyager Digital position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Voyager Digital will appreciate offsetting losses from the drop in the long position's value.Moving against Voyager Pink Sheet
The ability to find closely correlated positions to Voyager Digital could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Voyager Digital when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Voyager Digital - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Voyager Digital to buy it.
The correlation of Voyager Digital is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Voyager Digital moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Voyager Digital moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Voyager Digital can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Additional Tools for Voyager Pink Sheet Analysis
When running Voyager Digital's price analysis, check to measure Voyager Digital's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Voyager Digital is operating at the current time. Most of Voyager Digital's value examination focuses on studying past and present price action to predict the probability of Voyager Digital's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Voyager Digital's price. Additionally, you may evaluate how the addition of Voyager Digital to your portfolios can decrease your overall portfolio volatility.