Vipshop Holdings Backtesting

VIPS -- USA Stock  

USD 7.09  0.46  6.09%

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

July 17, 2018
0.00
No Change 0.00  0.0%
In 31 days
August 16, 2018
0.00
If you would invest  0.00  in Vipshop Holdings on July 17, 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 30 days. Vipshop Holdings is related to or competes with Sally Beauty, Spectrum Brands, SUPERVALU, Sysco, Target, and . Vipshop Holdings Limited operates as an online discount retailer for various brands in the Peoples Republic of China

Vipshop Holdings Upside/Downside Indicators

Maximum Drawdown18.01
Value At Risk6.09
Potential Upside1.11
  

Vipshop Holdings Market Premium Indicators

Risk Adjusted Performance0.01

Vipshop Holdings Limited Backtested Returns

Macroaxis considers Vipshop Holdings to be relatively volatile. Vipshop Holdings Limited owns Efficiency Ratio (i.e. Sharpe Ratio) of -0.4005 which indicates Vipshop Holdings Limited had -0.4005% of return per unit of risk over the last 1 month. 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 243.51 and Risk Adjusted Performance of 0.01 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 0.0 which indicates the returns on MARKET and Vipshop Holdings are completely uncorrelated. 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 -1.4297%. 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 0.91 

Excellent predictability

Vipshop Holdings Limited has excellent predictability. Overlapping area represents the amount of predictability between Vipshop Holdings time series from July 17, 2018 to August 1, 2018 and August 1, 2018 to August 16, 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 0.91 indicates that approximately 91.0% of current Vipshop Holdings price fluctuation can be explain by its past prices.
Correlation Coefficient 0.91
Spearman Rank Test 0.51
Price Variance 0.77
Lagged Price Variance 0.04

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 

Current Sentiment - VIPS

Vipshop Holdings Limited Investor Sentiment
Most of Macroaxis users are at this time bullish on Vipshop Holdings Limited. What is your outlook on investing in Vipshop Holdings Limited? Are you bullish or bearish?
Bullish
Bearish
98% Bullish
2% Bearish
Skip

Also Currentnly Active

Purchased over 500 shares of
six days ago
Traded for 6.08
Purchased over 500 shares of
six days ago
Traded for 6.08
Purchased over 100 shares of
six days ago
Traded for 2.17
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 ETF Directory module to find actively-traded exchange traded funds (etf) from around the world.