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.
|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|