Voya Large Cap Growth Fund Market Value
| PLCIX Fund | USD 64.65 0.36 0.56% |
| Symbol | Voya |
Voya Large-cap '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 Large-cap'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 Large-cap.
| 04/22/2025 |
| 07/21/2025 |
If you would invest 0.00 in Voya Large-cap on April 22, 2025 and sell it all today you would earn a total of 0.00 from holding Voya Large Cap Growth or generate 0.0% return on investment in Voya Large-cap over 90 days. Voya Large-cap is related to or competes with Emerging Growth, Total Return, Amg Timessquare, Eagle Small, and Victory Sycamore. Under normal market conditions, the fund invests at least 80 percent of its net assets in common stocks of large-capital... More
Voya Large-cap 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 Large-cap'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 Large Cap Growth upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.1 | |||
| Information Ratio | 0.1584 | |||
| Maximum Drawdown | 5.37 | |||
| Value At Risk | (1.41) | |||
| Potential Upside | 2.5 |
Voya Large-cap Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Voya Large-cap's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Voya Large-cap's standard deviation. In reality, there are many statistical measures that can use Voya Large-cap historical prices to predict the future Voya Large-cap's volatility.| Risk Adjusted Performance | 0.2643 | |||
| Jensen Alpha | 0.1827 | |||
| Total Risk Alpha | 0.1519 | |||
| Sortino Ratio | 0.1649 | |||
| Treynor Ratio | 0.3146 |
Voya Large Cap Backtested Returns
Voya Large-cap appears to be very steady, given 3 months investment horizon. Voya Large Cap owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.4, which indicates the fund had a 0.4 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Voya Large Cap Growth, which you can use to evaluate the volatility of the fund. Please review Voya Large-cap's Risk Adjusted Performance of 0.2643, coefficient of variation of 355.88, and Semi Deviation of 0.7016 to confirm if our risk estimates are consistent with your expectations. The entity has a beta of 0.99, which indicates possible diversification benefits within a given portfolio. Voya Large-cap returns are very sensitive to returns on the market. As the market goes up or down, Voya Large-cap is expected to follow.
Auto-correlation | 0.87 |
Very good predictability
Voya Large Cap Growth has very good predictability. Overlapping area represents the amount of predictability between Voya Large-cap time series from 22nd of April 2025 to 6th of June 2025 and 6th of June 2025 to 21st 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 Large Cap price movement. The serial correlation of 0.87 indicates that approximately 87.0% of current Voya Large-cap price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.87 | |
| Spearman Rank Test | 0.84 | |
| Residual Average | 0.0 | |
| Price Variance | 2.06 |
Voya Large Cap lagged returns against current returns
Autocorrelation, which is Voya Large-cap 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 Large-cap's mutual fund expected returns. We can calculate the autocorrelation of Voya Large-cap returns to help us make a trade decision. For example, suppose you find that Voya Large-cap 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 Large-cap 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 Large-cap mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Voya Large-cap 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 Large-cap mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Voya Large-cap Lagged Returns
When evaluating Voya Large-cap's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Voya Large-cap mutual fund have on its future price. Voya Large-cap 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 Large-cap autocorrelation shows the relationship between Voya Large-cap mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Voya Large Cap Growth.
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 Large-cap 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 Large-cap security.
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| Money Flow Index Determine momentum by analyzing Money Flow Index and other technical indicators | |
| Bollinger Bands Use Bollinger Bands indicator to analyze target price for a given investing horizon | |
| Volatility Analysis Get historical volatility and risk analysis based on latest market data |