Voya T Rowe Fund Market Value
| VPRAX Fund | USD 28.78 0.27 0.95% |
| Symbol | Voya |
Voya T '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 T'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 T.
| 01/01/2025 |
| 03/02/2025 |
If you would invest 0.00 in Voya T on January 1, 2025 and sell it all today you would earn a total of 0.00 from holding Voya T Rowe or generate 0.0% return on investment in Voya T over 60 days. Voya T is related to or competes with Hartford Moderate, Knights Of, Calvert Moderate, T Rowe, Principal Lifetime, and Guidemark Large. Under normal market conditions, the Portfolio pursues an active asset allocation strategy whereby investments are alloca... More
Voya T 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 T'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 T Rowe upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.5738 | |||
| Information Ratio | 0.0538 | |||
| Maximum Drawdown | 2.19 | |||
| Value At Risk | (0.90) | |||
| Potential Upside | 0.8809 |
Voya T Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Voya T's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Voya T's standard deviation. In reality, there are many statistical measures that can use Voya T historical prices to predict the future Voya T's volatility.| Risk Adjusted Performance | 0.0158 | |||
| Jensen Alpha | 0.0133 | |||
| Total Risk Alpha | 0.0195 | |||
| Sortino Ratio | 0.0469 | |||
| Treynor Ratio | 0.0097 |
Voya T Rowe Backtested Returns
Voya T Rowe owns Efficiency Ratio (i.e., Sharpe Ratio) of close to zero, which indicates the fund had a close to zero % return per unit of risk over the last 3 months. Voya T Rowe exposes twenty-seven different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Voya T's Semi Deviation of 0.5299, coefficient of variation of 3594.36, and Risk Adjusted Performance of 0.0158 to confirm the risk estimate we provide. The entity has a beta of 0.41, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Voya T's returns are expected to increase less than the market. However, during the bear market, the loss of holding Voya T is expected to be smaller as well.
Auto-correlation | -0.56 |
Good reverse predictability
Voya T Rowe has good reverse predictability. Overlapping area represents the amount of predictability between Voya T time series from 1st of January 2025 to 31st of January 2025 and 31st of January 2025 to 2nd 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 T Rowe price movement. The serial correlation of -0.56 indicates that roughly 56.0% of current Voya T price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.56 | |
| Spearman Rank Test | -0.71 | |
| Residual Average | 0.0 | |
| Price Variance | 0.04 |
Voya T Rowe lagged returns against current returns
Autocorrelation, which is Voya T 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 T's mutual fund expected returns. We can calculate the autocorrelation of Voya T returns to help us make a trade decision. For example, suppose you find that Voya T 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 T 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 T mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Voya T 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 T mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Voya T Lagged Returns
When evaluating Voya T's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Voya T mutual fund have on its future price. Voya T 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 T autocorrelation shows the relationship between Voya T mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Voya T Rowe.
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 T 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 T security.
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