Ctrip com Backtesting

Ctrip com International Ltd -- USA Stock  

USD 43.16  0.18  0.42%

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

November 12, 2017
No Change 0.00  0.0%
In 31 days
December 12, 2017
If you would invest  0.00  in Ctrip com on November 12, 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 to be not too risky. Ctrip com International secures Sharpe Ratio (or Efficiency) of -0.2467 which signifies that Ctrip com International had -0.2467% of return per unit of risk over the last 1 month. Macroaxis philosophy towards foreseeing risk of any stock is to look at both systematic and un-systematic factors of the business, including all available market data and technical indicators. Ctrip com International Ltd exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to confirm Ctrip com International Risk Adjusted Performance of (0.087185) and Mean Deviation of 1.07 to double-check risk estimate we provide. Macroaxis gives Ctrip com performance score of 0 on a scale of 0 to 100. The firm shows Beta (market volatility) of -0.0918 which signifies that as returns on market increase, returns on owning Ctrip com are expected to decrease at a much smaller rate. During bear market, Ctrip com is likely to outperform the market.. Even though it is essential to pay attention to Ctrip com International historical returns, it is always good to be careful when utilizing equity current trending patterns. Macroaxis philosophy towards foreseeing future performance of any stock is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. Ctrip com International Ltd exposes twenty-one different technical indicators which can help you to evaluate its performance. Ctrip com International has expected return of -0.343%. Please be advised to confirm Ctrip com International Standard Deviation, Maximum Drawdown as well as the relationship between Maximum Drawdown and Expected Short fall to decide if Ctrip com International past performance will be repeated at some point in the near future.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation(0.29) 

Weak reverse predictability

Ctrip com International Ltd has weak reverse predictability. Overlapping area represents the amount of predictability between Ctrip com time series from November 12, 2017 to November 27, 2017 and November 27, 2017 to December 12, 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 -0.29 indicates that nearly 29.0% of current Ctrip com price fluctuation can be explain by its past prices. Given that Ctrip com International Ltd has negative autocorrelation for selected time horizon, investors may consider taking a contrarian position regarding future price movement of Ctrip com for similar time interval.
Correlation Coefficient -0.29
Spearman Rank Test -0.61
Price Variance 1.45
Lagged Price Variance 0.79

Ctrip com Lagged Returns

 Regressed Prices 

Ctrip com Performance vs DOW

The median price of Ctrip com for the period between Sun, Nov 12, 2017 and Tue, Dec 12, 2017 is 46.25 with a coefficient of variation of 3.05. The daily time series for the period is distributed with a sample standard deviation of 1.41, arithmetic mean of 46.11, and mean deviation of 1.01. The Stock received some media coverage during the period.
Price Growth (%)  
As Ctrip.Com Intl Adr Valuation Rose, Capital International ...12/11/2017