Xinyuan Real Backtesting

Xinyuan Real Estate Co Ltd -- USA Stock  

USD 5.68  0.06  1.07%

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
Investment Horizon     30 Days    Login   to change

Xinyuan Real 'What if' Analysis

November 15, 2017
No Change 0.00  0.0%
In 31 days
December 15, 2017
If you would invest  0.00  in Xinyuan Real on November 15, 2017 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 ABM Industries, CBRE, Digital Realty, Extra Space, Jones Lang, and . It acquires development sites through public auctions of government land and direct negotiations

Xinyuan Real Upside/Downside Indicators


Xinyuan Real Market Premium Indicators

Xinyuan Real Estate lagged returns against current returns

 Current and Lagged Values 

Xinyuan Real regressed lagged prices vs. current prices

 Current vs Lagged Prices 

Xinyuan Real Estate Backtested Returns

We consider Xinyuan Real extremely risky. Xinyuan Real Estate shows Sharpe Ratio of 0.0053 which attests that Xinyuan Real Estate had 0.0053% of return per unit of risk over the last 1 month. Our philosophy towards determining volatility of a stock is to use all available market data together with company specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for Xinyuan Real Estate which you can use to evaluate future volatility of the organization. Please check out Xinyuan Real Estate Market Risk Adjusted Performance of 0.0018, Mean Deviation of 2.31 and Downside Deviation of 3.79 to validate if risk estimate we provide are consistent with the epected return of 0.0204%. Xinyuan Real has performance score of 0 on a scale of 0 to 100. The firm maintains market beta of -1.2685 which attests that as returns on market increase, returns on owning Xinyuan Real are expected to decrease by larger amounts. On the other hand, during market turmoil, Xinyuan Real is expected to significantly outperform it.. Although it is extremely important to respect Xinyuan Real Estate historical price patterns, it is better to be realistic regarding the information on equity current price history. The philosophy towards determining future performance of any stock is to evaluate the business as a whole together with its past performance including all available fundamental and technical indicators. By examining Xinyuan Real Estate technical indicators you can presently evaluate if the expected return of 0.0204% will be sustainable into the future. Xinyuan Real Estate right now maintains a risk of 3.8374%. Please 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 will be following its historical returns.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation(0.19) 

Insignificant reverse predictability

Xinyuan Real Estate Co Ltd has insignificant reverse predictability. Overlapping area represents the amount of predictability between Xinyuan Real time series from November 15, 2017 to November 30, 2017 and November 30, 2017 to December 15, 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 Xinyuan Real Estate price movement. The serial correlation of -0.19 indicates that over 19.0% 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 -0.19
Spearman Rank Test -0.22
Price Variance 0.03
Lagged Price Variance 0.07

Xinyuan Real Lagged Returns

 Regressed Prices 

Xinyuan Real Performance vs DOW

The median price of Xinyuan Real for the period between Wed, Nov 15, 2017 and Fri, Dec 15, 2017 is 5.76 with a coefficient of variation of 5.23. The daily time series for the period is distributed with a sample standard deviation of 0.3, arithmetic mean of 5.82, and mean deviation of 0.22. The Stock received some media coverage during the period.
November 29, 2017Xinyuan Real Dividend Paid
Price Growth (%)  
Xinyuan Real Estate Co. Ltd. Xinyuan Bolsters New York Proje...12/15/2017