Vipshop Holdings Backtesting

Vipshop Holdings Limited -- USA Stock  

USD 8.13  0.12  1.45%

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
Investment Horizon     30 Days    Login   to change

Vipshop Holdings 'What if' Analysis

September 23, 2017
No Change 0.00  0.0%
In 31 days
October 23, 2017
If you would invest  0.00  in Vipshop Holdings on September 23, 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

Macroaxis considers Vipshop Holdings to be not very volatile. Vipshop Holdings Limited owns Efficiency Ratio (i.e. Sharpe Ratio) of -0.1813 which indicates Vipshop Holdings Limited had -0.1813% 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-eight 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 (424.81) and Risk Adjusted Performance of (0.055032) 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 3.8321 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.. 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-eight different technical indicators which can help you to evaluate its performance. Vipshop Holdings Limited has expected return of -0.3961%. Please be advised to validate Vipshop Holdings Total Risk Alpha, Downside Variance as well as the relationship between Downside Variance and Daily Balance Of Power 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(0.24) 

Weak reverse predictability

Vipshop Holdings Limited has weak reverse predictability. Overlapping area represents the amount of predictability between Vipshop Holdings time series from September 23, 2017 to October 8, 2017 and October 8, 2017 to October 23, 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 Vipshop Holdings Limited price movement. The serial correlation of -0.24 indicates that over 24.0% of current Vipshop Holdings price fluctuation can be explain by its past prices. Given that Vipshop Holdings Limited has negative autocorrelation for selected time horizon, investors may consider taking a contrarian position regarding future price movement of Vipshop Holdings for similar time interval.
Correlation Coefficient -0.24
Spearman Rank Test 0.09
Price Variance 0.03
Lagged Price Variance 0.1

Vipshop Holdings Lagged Returns

 Regressed Prices 

Vipshop Holdings Performance vs DOW

The median price of Vipshop Holdings for the period between Sat, Sep 23, 2017 and Mon, Oct 23, 2017 is 8.53 with a coefficient of variation of 5.25. The daily time series for the period is distributed with a sample standard deviation of 0.45, arithmetic mean of 8.58, and mean deviation of 0.38. The Stock did not receive any noticable media coverage during the period.
Price Growth (%)