Vipshop Holdings Limited Stock Alpha and Beta Analysis
| VIPS Stock | USD 15.60 0.44 2.90% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Vipshop Holdings Limited. It also helps investors analyze the systematic and unsystematic risks associated with investing in Vipshop Holdings over a specified time horizon. Remember, high Vipshop Holdings' alpha is almost always a sign of good performance; however, a high beta will depend on investors' risk tolerance level and may signal increased volatility and potential future overvaluation. Key technical indicators related to Vipshop Holdings' market risk premium analysis include:
Beta 1.62 | Alpha (0.14) | Risk 2.92 | Sharpe Ratio (0.0006) | Expected Return (0) |
Alpha is a measure of relative performance on a risk-adjusted basis, while beta measures volatility against the benchmark. The goal is to know if an investor is being compensated for the volatility risk taken. The return on investment might be better than its reference but still not compensate for the assumption of the risk.
Vipshop |
Vipshop Holdings Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Vipshop Holdings market risk premium is the additional return an investor will receive from holding Vipshop Holdings long position in a well-diversified portfolio. The market premium is part of the Capital Asset Pricing Model (CAPM), which most analysts and investors use to calculate the acceptable rate of return on investment in Vipshop Holdings. At the center of the CAPM is the concept of risk and reward, which is usually communicated by investors using alpha and beta measures. Alpha and beta are two of the key measurements used to evaluate Vipshop Holdings' performance over market.| α | -0.14 | β | 1.62 |
Vipshop Holdings expected buy-and-hold returns
Although buy-and-hold investment strategy may not appeal to all investors, it may be used as a good measure of Vipshop Holdings' Buy-and-hold return. Our buy-and-hold chart shows how Vipshop Holdings performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Vipshop Holdings Market Price Analysis
Market price analysis indicators help investors to evaluate how Vipshop Holdings stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Vipshop Holdings shares will generate the highest return on investment. By understating and applying Vipshop Holdings stock market price indicators, traders can identify Vipshop Holdings position entry and exit signals to maximize returns.
Vipshop Holdings Return and Market Media
The median price of Vipshop Holdings for the period between Wed, Jan 24, 2024 and Tue, Apr 23, 2024 is 16.62 with a coefficient of variation of 5.09. The daily time series for the period is distributed with a sample standard deviation of 0.85, arithmetic mean of 16.65, and mean deviation of 0.66. The Stock did not receive any noticable media coverage during the period.About Vipshop Holdings Beta and Alpha
For many years both, Alpha and Beta indicators are used by professional money managers as critical performance measurement tools across virtually all financial instruments including Vipshop or other stocks. Alpha measures the amount that position in Vipshop Holdings has returned in comparison to a selected market index or another relevant benchmark. In other words, Alpha is the excess return on an investment relative to the performance of your selected benchmark. Beta, on the other hand, measures the relative risk of your investment.
Vipshop Holdings Upcoming Company Events
As portrayed in its financial statements, the presentation of Vipshop Holdings' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Vipshop Holdings' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Vipshop Holdings' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Vipshop Holdings. Please utilize our Beneish M Score to check the likelihood of Vipshop Holdings' management manipulating its earnings.
| 22nd of February 2024 Upcoming Quarterly Report | View | |
| 28th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 22nd of February 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
Build Portfolio with Vipshop Holdings
Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.Build Diversified Portfolios
Align your risk with return expectations
Check out Vipshop Holdings Backtesting, Vipshop Holdings Valuation, Vipshop Holdings Correlation, Vipshop Holdings Hype Analysis, Vipshop Holdings Volatility, Vipshop Holdings History and analyze Vipshop Holdings Performance. You can also try the Equity Search module to search for actively traded equities including funds and ETFs from over 30 global markets.
Complementary Tools for Vipshop Stock analysis
When running Vipshop Holdings' price analysis, check to measure Vipshop Holdings' market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Vipshop Holdings is operating at the current time. Most of Vipshop Holdings' value examination focuses on studying past and present price action to predict the probability of Vipshop Holdings' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Vipshop Holdings' price. Additionally, you may evaluate how the addition of Vipshop Holdings to your portfolios can decrease your overall portfolio volatility.
| Funds Screener Find actively-traded funds from around the world traded on over 30 global exchanges | |
| Sync Your Broker Sync your existing holdings, watchlists, positions or portfolios from thousands of online brokerage services, banks, investment account aggregators and robo-advisors. | |
| Theme Ratings Determine theme ratings based on digital equity recommendations. Macroaxis theme ratings are based on combination of fundamental analysis and risk-adjusted market performance | |
| Idea Breakdown Analyze constituents of all Macroaxis ideas. Macroaxis investment ideas are predefined, sector-focused investing themes | |
| Instant Ratings Determine any equity ratings based on digital recommendations. Macroaxis instant equity ratings are based on combination of fundamental analysis and risk-adjusted market performance |
Vipshop Holdings technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.