Voya Emerging Markets Fund Market Value
| IHD Fund | USD 5.88 0.01 0.17% |
| Symbol | Voya |
Voya Emerging '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 Emerging's 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 Emerging.
| 06/20/2025 |
| 07/20/2025 |
If you would invest 0.00 in Voya Emerging on June 20, 2025 and sell it all today you would earn a total of 0.00 from holding Voya Emerging Markets or generate 0.0% return on investment in Voya Emerging over 30 days. Voya Emerging is related to or competes with Nuveen Global, Torrent Capital, Voya Asia, Voya Infrastructure, Voya Global, and John Hancock. Voya Emerging Markets High Dividend Equity Fund is a closed-ended equity mutual fund launched by Voya Investment Managem... More
Voya Emerging 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 Emerging's 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 Emerging Markets upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.6494 | |||
| Information Ratio | 0.2212 | |||
| Maximum Drawdown | 3.55 | |||
| Value At Risk | (0.84) | |||
| Potential Upside | 1.88 |
Voya Emerging Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Voya Emerging's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Voya Emerging's standard deviation. In reality, there are many statistical measures that can use Voya Emerging historical prices to predict the future Voya Emerging's volatility.| Risk Adjusted Performance | 0.3725 | |||
| Jensen Alpha | 0.2451 | |||
| Total Risk Alpha | 0.1944 | |||
| Sortino Ratio | 0.267 | |||
| Treynor Ratio | 0.6736 |
Voya Emerging Markets Backtested Returns
Voya Emerging appears to be not too volatile, given 3 months investment horizon. Voya Emerging Markets owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.42, which indicates the fund had a 0.42 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Voya Emerging Markets, which you can use to evaluate the volatility of the fund. Please review Voya Emerging's Standard Deviation of 0.7835, downside deviation of 0.6494, and Risk Adjusted Performance of 0.3725 to confirm if our risk estimates are consistent with your expectations. The entity has a beta of 0.45, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Voya Emerging's returns are expected to increase less than the market. However, during the bear market, the loss of holding Voya Emerging is expected to be smaller as well.
Auto-correlation | 0.25 |
Poor predictability
Voya Emerging Markets has poor predictability. Overlapping area represents the amount of predictability between Voya Emerging time series from 20th of June 2025 to 5th of July 2025 and 5th of July 2025 to 20th of July 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 Emerging Markets price movement. The serial correlation of 0.25 indicates that over 25.0% of current Voya Emerging price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.25 | |
| Spearman Rank Test | 0.57 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Voya Emerging Markets lagged returns against current returns
Autocorrelation, which is Voya Emerging 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 Emerging's fund expected returns. We can calculate the autocorrelation of Voya Emerging returns to help us make a trade decision. For example, suppose you find that Voya Emerging has exhibited high autocorrelation historically, and you observe that the 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 Emerging 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 Emerging fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Voya Emerging fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Voya Emerging fund over time.
Current vs Lagged Prices |
| Timeline |
Voya Emerging Lagged Returns
When evaluating Voya Emerging's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Voya Emerging fund have on its future price. Voya Emerging 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 Emerging autocorrelation shows the relationship between Voya Emerging fund current value and its past values and can show if there is a momentum factor associated with investing in Voya Emerging Markets.
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 Fund
Voya Emerging financial ratios help investors to determine whether Voya 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 Emerging security.
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