Vipshop Holdings Backtesting

Vipshop Holdings Limited -- USA Stock  

USD 15.67  0.53  3.5%

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

Vipshop Holdings 'What if' Analysis

December 20, 2017
No Change 0.00  0.0%
In 30 days
January 19, 2018
If you would invest  0.00  in Vipshop Holdings on December 20, 2017 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 30 days. Vipshop Holdings is related to or competes with Macys, Dollar General, Home Depot, Dollar Tree, Aarons. It offers a range of branded products including women apparel such as casual wear jeans dresses outerwear swimsuits ling...

Vipshop Holdings Upside/Downside Indicators


Vipshop Holdings Market Premium Indicators

Vipshop Holdings Limited lagged returns against current returns

 Current and Lagged Values 

Vipshop Holdings regressed lagged prices vs. current prices

 Current vs Lagged Prices 

Vipshop Holdings Limited Backtested Returns

Vipshop Holdings is relatively volatile given 1 month investment horizon. Vipshop Holdings Limited owns Efficiency Ratio (i.e. Sharpe Ratio) of 0.3324 which indicates Vipshop Holdings Limited had 0.3324% of return per unit of risk over the last 1 month. Our philosophy towards measuring risk of a stock is to use both market data as well as company specific technical data. We found twenty-one different technical indicators which can help you to evaluate if expected returns of 1.4184% are justified by taking the suggested risk. Use Vipshop Holdings Limited Semi Deviation of 1.23, Coefficient Of Variation of 283.85 and Risk Adjusted Performance of 0.1614 to evaluate company specific risk that cannot be diversified away. Vipshop Holdings holds performance score of 21 on a scale of zero to a hundred. The entity has beta of 7.1855 which indicates as market goes up, the company is expected to significantly outperform it. However, if the market returns are negative, Vipshop Holdings will likely underperform.. Although it is vital to follow to Vipshop Holdings Limited current price movements, it is good to be conservative about what you can actually do with the information regarding equity historical returns. Macroaxis philosophy towards measuring future performance of any stock is to look not only at its past charts but also at the business as a whole, including all fundamental and technical indicators. To evaluate if Vipshop Holdings Limited expected return of 1.4184 will be sustainable into the future, we have found twenty-one different technical indicators which can help you to check if the expected returns are sustainable. Use Vipshop Holdings Limited Information Ratio and Downside Variance to analyze future returns on Vipshop Holdings Limited.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation 0.32 

Below average predictability

Vipshop Holdings Limited has below average predictability. Overlapping area represents the amount of predictability between Vipshop Holdings time series from December 20, 2017 to January 4, 2018 and January 4, 2018 to January 19, 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 0.32 indicates that nearly 32.0% of current Vipshop Holdings price fluctuation can be explain by its past prices.
Correlation Coefficient 0.32
Spearman Rank Test -0.01
Price Variance 1.68
Lagged Price Variance 0.04

Vipshop Holdings Lagged Returns

 Regressed Prices 

Vipshop Holdings Performance vs DOW

The median price of Vipshop Holdings for the period between Wed, Dec 20, 2017 and Fri, Jan 19, 2018 is 12.21 with a coefficient of variation of 12.71. The daily time series for the period is distributed with a sample standard deviation of 1.62, arithmetic mean of 12.74, and mean deviation of 1.18. The Stock received some media coverage during the period.
Price Growth (%)  
Vipshop Holdings Ltd ADR Report Equity Investment01/16/2018