Voya Real Estate Fund Market Value

VREQX Fund  USD 11.16  0.02  0.18%   
Voya Real's market value is the price at which a share of Voya Real trades on a public exchange. It measures the collective expectations of Voya Real Estate investors about its performance. Voya Real is trading at 11.16 as of the 10th of December 2024; that is 0.18% up since the beginning of the trading day. The fund's open price was 11.14.
With this module, you can estimate the performance of a buy and hold strategy of Voya Real Estate and determine expected loss or profit from investing in Voya Real over a given investment horizon. Check out Voya Real Correlation, Voya Real Volatility and Voya Real Alpha and Beta module to complement your research on Voya Real.
Symbol

Please note, there is a significant difference between Voya Real's value and its price as these two are different measures arrived at by different means. Investors typically determine if Voya Real is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Voya Real'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 Real '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 Real'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 Real.
0.00
04/20/2023
No Change 0.00  0.0 
In 1 year 7 months and 23 days
12/10/2024
0.00
If you would invest  0.00  in Voya Real on April 20, 2023 and sell it all today you would earn a total of 0.00 from holding Voya Real Estate or generate 0.0% return on investment in Voya Real over 600 days. Voya Real is related to or competes with Calamos Global, Ab Select, The Hartford, Ms Global, Locorr Dynamic, Dreyfus/standish, and Us Vector. Under normal market conditions, the fund invests at least 80 percent of its assets in common and preferred stocks of U.S More

Voya Real 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 Real'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 Real Estate upside and downside potential and time the market with a certain degree of confidence.

Voya Real Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Voya Real's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Voya Real's standard deviation. In reality, there are many statistical measures that can use Voya Real historical prices to predict the future Voya Real's volatility.
Hype
Prediction
LowEstimatedHigh
10.3411.1611.98
Details
Intrinsic
Valuation
LowRealHigh
10.3611.1812.00
Details
Naive
Forecast
LowNextHigh
10.3011.1211.93
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
11.0411.2511.46
Details

Voya Real Estate Backtested Returns

Voya Real Estate owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0468, which indicates the fund had a -0.0468% return per unit of risk over the last 3 months. Voya Real Estate exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Voya Real's Risk Adjusted Performance of (0.01), coefficient of variation of (11,283), and Variance of 0.6953 to confirm the risk estimate we provide. The entity has a beta of 0.0709, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Voya Real's returns are expected to increase less than the market. However, during the bear market, the loss of holding Voya Real is expected to be smaller as well.

Auto-correlation

    
  0.11  

Insignificant predictability

Voya Real Estate has insignificant predictability. Overlapping area represents the amount of predictability between Voya Real time series from 20th of April 2023 to 14th of February 2024 and 14th of February 2024 to 10th of December 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 Real Estate price movement. The serial correlation of 0.11 indicates that less than 11.0% of current Voya Real price fluctuation can be explain by its past prices.
Correlation Coefficient0.11
Spearman Rank Test0.3
Residual Average0.0
Price Variance0.46

Voya Real Estate lagged returns against current returns

Autocorrelation, which is Voya Real 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 Real's mutual fund expected returns. We can calculate the autocorrelation of Voya Real returns to help us make a trade decision. For example, suppose you find that Voya Real 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 Real 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 Real mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Voya Real 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 Real mutual fund over time.
   Current vs Lagged Prices   
       Timeline  

Voya Real Lagged Returns

When evaluating Voya Real's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Voya Real mutual fund have on its future price. Voya Real 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 Real autocorrelation shows the relationship between Voya Real mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Voya Real Estate.
   Regressed Prices   
       Timeline  

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Other Information on Investing in Voya Mutual Fund

Voya Real 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 Real security.
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