Xinyuan Real Backtesting

XIN -- USA Stock  

USD 4.60  0.13  2.75%

With this equity back-testing module your can estimate the performance of a buy and hold strategy of Xinyuan Real Estate Co Ltd and determine expected loss or profit from investing in Xinyuan Real over given investment horizon. See also Xinyuan Real Hype Analysis, Xinyuan Real Correlation, Xinyuan Real Valuation, Xinyuan Real Volatility as well as analyze Xinyuan Real Alpha and Beta and Xinyuan Real Performance.
 Time Horizon     30 Days    Login   to change
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Backtest

Xinyuan Real 'What if' Analysis

June 20, 2018
0.00
No Change 0.00  0.0%
In 31 days
July 20, 2018
0.00
If you would invest  0.00  in Xinyuan Real on June 20, 2018 and sell it all today you would earn a total of 0.00 from holding Xinyuan Real Estate Co Ltd or generate 0.0% return on investment in Xinyuan Real over 30 days. Xinyuan Real is related to or competes with HFF, Kennedy Wilson, BBX Capital, Brookfield Property, CBRE, FRP Holdings, and N/A. Xinyuan Real Estate Co., Ltd., through its subsidiaries, develops residential real estate properties for middle income c...

Xinyuan Real Upside/Downside Indicators

Information Ratio0.17
Maximum Drawdown8.39
Value At Risk4.49
Potential Upside3.29
  

Xinyuan Real Market Premium Indicators

Risk Adjusted Performance0.06
Jensen Alpha0.24
Total Risk Alpha0.79
Treynor Ratio0.7362

Xinyuan Real Estate Backtested Returns

Macroaxis considers Xinyuan Real to be unusually risky. Xinyuan Real Estate shows Sharpe Ratio of -0.1144 which attests that Xinyuan Real Estate had -0.1144% of return per unit of risk over the last 1 month. Macroaxis philosophy towards determining 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. Xinyuan Real Estate exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to check out Xinyuan Real Estate Market Risk Adjusted Performance of 0.7462 and Mean Deviation of 1.97 to validate risk estimate we provide. Macroaxis gives Xinyuan Real performance score of 0 on a scale of 0 to 100. The firm maintains market beta of -0.3897 which attests that as returns on market increase, returns on owning Xinyuan Real are expected to decrease at a much smaller rate. During bear market, Xinyuan Real is likely to outperform the market.. Even though it is essential to pay attention to Xinyuan Real Estate historical price patterns, it is always good to be careful when utilizing equity current price history. Macroaxis philosophy towards determining 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. Xinyuan Real Estate exposes twenty-one different technical indicators which can help you to evaluate its performance. Xinyuan Real Estate has expected return of -0.2769%. Please be advised to check out Xinyuan Real Estate Variance, Value At Risk as well as the relationship between Value At Risk and Skewness to decide if Xinyuan Real Estate past performance will be repeated at some point in the near future.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation(0.58) 

Good reverse predictability

Xinyuan Real Estate Co Ltd has good reverse predictability. Overlapping area represents the amount of predictability between Xinyuan Real time series from June 20, 2018 to July 5, 2018 and July 5, 2018 to July 20, 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 Xinyuan Real Estate price movement. The serial correlation of -0.58 indicates that roughly 58.0% of current Xinyuan Real price fluctuation can be explain by its past prices. Given that Xinyuan Real Estate Co Ltd has negative autocorrelation for selected time horizon, investors may consider taking a contrarian position regarding future price movement of Xinyuan Real for similar time interval.
Correlation Coefficient -0.58
Spearman Rank Test -0.33
Price Variance 0.01
Lagged Price Variance 0.06

Xinyuan Real Estate lagged returns against current returns

 Current and Lagged Values 
      Timeline 

Xinyuan Real regressed lagged prices vs. current prices

 Current vs Lagged Prices 
      Timeline 

Xinyuan Real Lagged Returns

 Regressed Prices 
      Timeline 

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See also Xinyuan Real Hype Analysis, Xinyuan Real Correlation, Xinyuan Real Valuation, Xinyuan Real Volatility as well as analyze Xinyuan Real Alpha and Beta and Xinyuan Real Performance. Please also try Premium Stories module to follow macroaxis premium stories from verified contributors across different equity types, categories and coverage scope.
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