Voya Jpmorgan Small Fund Market Value
| VPRSX Fund | USD 15.17 0.34 2.29% |
| Symbol | Voya |
Voya Jpmorgan '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 Jpmorgan'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 Jpmorgan.
| 12/15/2024 |
| 03/15/2025 |
If you would invest 0.00 in Voya Jpmorgan on December 15, 2024 and sell it all today you would earn a total of 0.00 from holding Voya Jpmorgan Small or generate 0.0% return on investment in Voya Jpmorgan over 90 days. Voya Jpmorgan is related to or competes with Baird Quality, Vanguard Intermediate-ter, Us Government, Us Government, and Us Government. The fund invests at least 80 percent of its net assets in equity securities of small-capitalization companies More
Voya Jpmorgan 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 Jpmorgan'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 Jpmorgan Small upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.12) | |||
| Maximum Drawdown | 4.75 | |||
| Value At Risk | (2.18) | |||
| Potential Upside | 1.46 |
Voya Jpmorgan Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Voya Jpmorgan's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Voya Jpmorgan's standard deviation. In reality, there are many statistical measures that can use Voya Jpmorgan historical prices to predict the future Voya Jpmorgan's volatility.| Risk Adjusted Performance | (0.18) | |||
| Jensen Alpha | (0.14) | |||
| Total Risk Alpha | (0.10) | |||
| Treynor Ratio | (0.26) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Voya Jpmorgan'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 Jpmorgan Small Backtested Returns
Voya Jpmorgan Small owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.19, which indicates the fund had a -0.19 % return per unit of risk over the last 3 months. Voya Jpmorgan Small exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Voya Jpmorgan's Risk Adjusted Performance of (0.18), variance of 1.24, and Coefficient Of Variation of (484.38) to confirm the risk estimate we provide. The entity has a beta of 0.93, which indicates possible diversification benefits within a given portfolio. Voya Jpmorgan returns are very sensitive to returns on the market. As the market goes up or down, Voya Jpmorgan is expected to follow.
Auto-correlation | -0.48 |
Modest reverse predictability
Voya Jpmorgan Small has modest reverse predictability. Overlapping area represents the amount of predictability between Voya Jpmorgan time series from 15th of December 2024 to 29th of January 2025 and 29th of January 2025 to 15th 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 Jpmorgan Small price movement. The serial correlation of -0.48 indicates that about 48.0% of current Voya Jpmorgan price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.48 | |
| Spearman Rank Test | -0.27 | |
| Residual Average | 0.0 | |
| Price Variance | 0.43 |
Voya Jpmorgan Small lagged returns against current returns
Autocorrelation, which is Voya Jpmorgan 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 Jpmorgan's mutual fund expected returns. We can calculate the autocorrelation of Voya Jpmorgan returns to help us make a trade decision. For example, suppose you find that Voya Jpmorgan 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 Jpmorgan 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 Jpmorgan mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Voya Jpmorgan 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 Jpmorgan mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Voya Jpmorgan Lagged Returns
When evaluating Voya Jpmorgan's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Voya Jpmorgan mutual fund have on its future price. Voya Jpmorgan 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 Jpmorgan autocorrelation shows the relationship between Voya Jpmorgan mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Voya Jpmorgan Small.
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 Jpmorgan 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 Jpmorgan security.
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