Vipshop Holdings Limited Stock Alpha and Beta Analysis

VIPS Stock  USD 16.55  0.09  0.55%   
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
1.16
Alpha
(0.11)
Risk
3.07
Sharpe Ratio
0.0023
Expected Return
0.007
Please note that although Vipshop Holdings alpha is a measure of relative return and represented here as a single number, it indicates the percentage above or below your selected benchmark (i.e., NYSE Composite index.) So in this particular case, Vipshop Holdings did 0.11  worse than the index. Remember, a high alpha is always good. Beta, on the other hand, measures the volatility (or risk) of an investment. It is an indication of Vipshop Holdings Limited stock's relative risk over its benchmark. Vipshop Holdings has a beta of 1.16  . As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Vipshop Holdings will likely underperform. Price Book Value Ratio is likely to gain to 1.88 in 2024. Enterprise Value Multiple is likely to gain to 6.38 in 2024.
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.
  
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.

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-0.11   β1.16

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 Sat, Dec 30, 2023 and Fri, Mar 29, 2024 is 16.48 with a coefficient of variation of 5.37. The daily time series for the period is distributed with a sample standard deviation of 0.89, arithmetic mean of 16.51, and mean deviation of 0.65. The Stock received a lot of media exposure during the period.
 Price Growth (%)  
       Timeline  
1
Will Weakness in Vipshop Holdings Limiteds Stock Prove Temporary Given Strong Fundamentals
01/31/2024
2
Vipshop Q4 2023 Earnings Preview
02/27/2024
3
Q4 2023 Vipshop Holdings Ltd Earnings Call Transcript
02/29/2024
4
Vipshop Holdings Full Year 2023 Earnings Beats Expectations
03/01/2024
5
Vipshop Holdings Limited Is a Trending Stock Facts to Know Before Betting on It
03/04/2024
6
Should Value Investors Buy Vipshop Stock
03/06/2024
7
Citi maintains Buy on Vipshop stock with a 25 target after visit
03/12/2024
8
Vipshop Holdings Limited is Attracting Investor Attention Here is What You Should Know
03/15/2024
9
Vipshop Holdings Limiteds Stocks On An Uptrend Are Strong Financials Guiding The Market
03/21/2024
10
Is Vipshop Stock Undervalued Right Now
03/25/2024
11
HSBC cuts Vipshop stock target, maintains hold rating
03/28/2024

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.
 2023 2024 (projected)
Dividend Yield0.230.2
Price To Sales Ratio0.730.69

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

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When determining whether Vipshop Holdings is a strong investment it is important to analyze Vipshop Holdings' competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact Vipshop Holdings' future performance. For an informed investment choice regarding Vipshop Stock, refer to the following important reports:

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.
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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.
A focus of Vipshop Holdings technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Vipshop Holdings trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...