Ctrip com Backtesting

Ctrip com International Ltd -- USA Stock  

USD 46.37  0.62  1.32%

With this equity back-testing module your can estimate the performance of a buy and hold strategy of Ctrip com International Ltd and determine expected loss or profit from investing in Ctrip com over given investment horizon. Check also Ctrip com Hype Analysis, Ctrip com Correlation, Ctrip com Valuation, Ctrip com Volatility as well as analyze Ctrip com Alpha and Beta and Ctrip com Performance
 Time Horizon     30 Days    Login   to change

Ctrip com 'What if' Analysis

January 24, 2018
No Change 0.00  0.0%
In 30 days
February 23, 2018
If you would invest  0.00  in Ctrip com on January 24, 2018 and sell it all today you would earn a total of 0.00 from holding Ctrip com International Ltd or generate 0.0% return on investment in Ctrip com over 30 days. Ctrip com is related to or competes with Hyatt Hotels, Expedia, Wynn Resorts, Carnival, Hilton Worldwide, and Host Hotels. Ctrip.com International, Ltd., together with its subsidiaries, provides travel service for accommodation reservation, tr...

Ctrip com Upside/Downside Indicators


Ctrip com Market Premium Indicators

Ctrip com International lagged returns against current returns

 Current and Lagged Values 

Ctrip com regressed lagged prices vs. current prices

 Current vs Lagged Prices 

Ctrip com International Backtested Returns

Macroaxis considers Ctrip com not too risky given 1 month investment horizon. Ctrip com International secures Sharpe Ratio (or Efficiency) of 0.1325 which signifies that Ctrip com International had 0.1325% of return per unit of risk over the last 1 month. Our philosophy towards foreseeing volatility of a stock is to use all available market data together with company specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for Ctrip com International Ltd which you can use to evaluate future volatility of the firm. Please makes use of Ctrip com International Downside Deviation of 1.92, Risk Adjusted Performance of 0.2241 and Mean Deviation of 1.3 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100 Ctrip com holds performance score of 8. The firm shows Beta (market volatility) of 0.6249 which signifies that as returns on market increase, Ctrip com returns are expected to increase less than the market. However during bear market, the loss on holding Ctrip com will be expected to be smaller as well.. Although it is extremely important to respect Ctrip com International historical returns, it is better to be realistic regarding the information on equity current trending patterns. The philosophy towards foreseeing future performance of any stock is to evaluate the business as a whole together with its past performance including all available fundamental and technical indicators. By analyzing Ctrip com International technical indicators you can presently evaluate if the expected return of 0.2388% will be sustainable into the future. Please makes use of Ctrip com International Standard Deviation, Maximum Drawdown as well as the relationship between Maximum Drawdown and Expected Short fall to make a quick decision on weather Ctrip com price patterns will revert.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation 0.50 

Modest predictability

Ctrip com International Ltd has modest predictability. Overlapping area represents the amount of predictability between Ctrip com time series from January 24, 2018 to February 8, 2018 and February 8, 2018 to February 23, 2018. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Ctrip com International price movement. The serial correlation of 0.5 indicates that about 50.0% of current Ctrip com price fluctuation can be explain by its past prices.
Correlation Coefficient 0.5
Spearman Rank Test 0.42
Price Variance 1.54
Lagged Price Variance 0.65

Ctrip com Lagged Returns

 Regressed Prices 

Ctrip com Performance vs DOW

The median price of Ctrip com for the period between Wed, Jan 24, 2018 and Fri, Feb 23, 2018 is 46.4 with a coefficient of variation of 2.65. The daily time series for the period is distributed with a sample standard deviation of 1.22, arithmetic mean of 45.96, and mean deviation of 1.04. The Stock received some media coverage during the period.
Price Growth (%)  
Ctrip Com Intl LTD Stock Value Rose While Harding Loevner LP...02/22/2018