Ctrip com Backtesting

Ctrip com International Ltd -- USA Stock  

USD 55.19  0.28  0.5%

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
Investment Horizon     30 Days    Login   to change

Ctrip com 'What if' Analysis

September 17, 2017
No Change 0.00  0.0%
In 30 days
October 17, 2017
If you would invest  0.00  in Ctrip com on September 17, 2017 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 International Ltd operates as an agent for hotelrelated transactions sells air tickets and other related services ...

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 0.1878 which signifies that Ctrip com International had 0.1878% 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 0.8795, Risk Adjusted Performance of 0.0633 and Mean Deviation of 0.9143 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 12. The firm shows Beta (market volatility) of 2.1757 which signifies that as market goes up, the company is expected to significantly outperform it. However, if the market returns are negative, Ctrip com will likely underperform.. 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 patternss. 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 0.2058% 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 0.23 

Weak predictability

Ctrip com International Ltd has weak predictability. Overlapping area represents the amount of predictability between Ctrip com time series from September 17, 2017 to October 2, 2017 and October 2, 2017 to October 17, 2017. 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 0.23 indicates that over 23.0% of current Ctrip com price fluctuation can be explain by its past prices.
Correlation Coefficient 0.23
Spearman Rank Test 0.1
Price Variance 0.69
Lagged Price Variance 0.22

Ctrip com Lagged Returns

 Regressed Prices 

Ctrip com Performance vs DOW

The median price of Ctrip com for the period between Sun, Sep 17, 2017 and Tue, Oct 17, 2017 is 53.45 with a coefficient of variation of 2.44. The daily time series for the period is distributed with a sample standard deviation of 1.32, arithmetic mean of 53.87, and mean deviation of 1.17. The Stock did not receive any noticable media coverage during the period.
Price Growth (%)