Vipshop Holdings Backtesting

Vipshop Holdings Limited -- USA Stock  

USD 15.95  0.25  1.59%

With this equity back-testing module your can estimate the performance of a buy and hold strategy of Vipshop Holdings Limited and determine expected loss or profit from investing in Vipshop Holdings over given investment horizon. Also please take a look at Vipshop Holdings Hype Analysis, Vipshop Holdings Correlation, Vipshop Holdings Valuation, Vipshop Holdings Volatility as well as analyze Vipshop Holdings Alpha and Beta and Vipshop Holdings Performance.
 Time Horizon     30 Days    Login   to change
SymbolX
Backtest

Vipshop Holdings 'What if' Analysis

February 20, 2018
0.00
No Change 0.00  0.0%
In 2 months and 2 days
April 21, 2018
0.00
If you would invest  0.00  in Vipshop Holdings on February 20, 2018 and sell it all today you would earn a total of 0.00 from holding Vipshop Holdings Limited or generate 0.0% return on investment in Vipshop Holdings over 60 days. Vipshop Holdings is related to or competes with Macys, Dollar General, Home Depot, Dollar Tree, Aarons, and BEST BUY. Vipshop Holdings Limited, through its subsidiaries, operates as an online discount retailer for various brands in the Pe...

Vipshop Holdings Upside/Downside Indicators

Information Ratio0.068925
Maximum Drawdown13.55
Value At Risk5.09
Potential Upside3.51
  

Vipshop Holdings Market Premium Indicators

Risk Adjusted Performance0.15
Jensen Alpha0.24
Total Risk Alpha0.15
Treynor Ratio0.46

Vipshop Holdings Limited Backtested Returns

Macroaxis considers Vipshop Holdings to be not very volatile. Vipshop Holdings Limited owns Efficiency Ratio (i.e. Sharpe Ratio) of -0.1028 which indicates Vipshop Holdings Limited had -0.1028% of return per unit of risk over the last 2 months. Macroaxis philosophy towards measuring 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. Vipshop Holdings Limited exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to validate Vipshop Holdings Coefficient Of Variation of 1,114 and Risk Adjusted Performance of 0.15 to confirm risk estimate we provide. Macroaxis gives Vipshop Holdings performance score of 0 on a scale of 0 to 100. The entity has beta of 0.6269 which indicates as returns on market increase, Vipshop Holdings returns are expected to increase less than the market. However during bear market, the loss on holding Vipshop Holdings will be expected to be smaller as well.. Even though it is essential to pay attention to Vipshop Holdings Limited current price movements, it is always good to be careful when utilizing equity historical returns. Macroaxis philosophy towards measuring 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. Vipshop Holdings Limited exposes twenty-one different technical indicators which can help you to evaluate its performance. Vipshop Holdings Limited has expected return of -0.3182%. Please be advised to validate Vipshop Holdings Information Ratio and Downside Variance to decide if Vipshop Holdings Limited past performance will be repeated at some point in the near future.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation 0.08 

Virtually no predictability

Vipshop Holdings Limited has virtually no predictability. Overlapping area represents the amount of predictability between Vipshop Holdings time series from February 20, 2018 to March 22, 2018 and March 22, 2018 to April 21, 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 Vipshop Holdings Limited price movement. The serial correlation of 0.08 indicates that barely 8.0% of current Vipshop Holdings price fluctuation can be explain by its past prices.
Correlation Coefficient 0.08
Spearman Rank Test 0.3
Price Variance 0.28
Lagged Price Variance 0.26

Vipshop Holdings Limited lagged returns against current returns

 Current and Lagged Values 
      Timeline 

Vipshop Holdings regressed lagged prices vs. current prices

 Current vs Lagged Prices 
      Timeline 

Vipshop Holdings Lagged Returns

 Regressed Prices 
      Timeline 

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Also please take a look at Vipshop Holdings Hype Analysis, Vipshop Holdings Correlation, Vipshop Holdings Valuation, Vipshop Holdings Volatility as well as analyze Vipshop Holdings Alpha and Beta and Vipshop Holdings Performance. Please also try Idea Breakdown module to analyze constituents of all macroaxis ideas. macroaixs investment ideas are predefined, sector-focused investing themes.