Vipshop Backtesting

<div class='circular--portrait' style='background:#FF6600;color: #f7f7f7;font-size:4em;padding-top: 25px;;'>VH</div>
VIPS -- USA Stock  

Last Earning Anouncement: 31st of March 2016  

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.

Vipshop Holdings 'What if' Analysis

No Change 0.00  0.0 
In 3 months and 1 day
If you would invest  0.00  in Vipshop Holdings on March 8, 2020 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 90 days. Vipshop Holdings is related to or competes with Rite Aid, Sally Beauty, Sprouts Farmers, Spectrum Brands, Sysco, and Target. Vipshop Holdings Limited operates as an online discount retailer for various brands in the Peoples Republic of China

Vipshop Holdings Upside/Downside Indicators

Downside Deviation4.12
Information Ratio0.0623
Maximum Drawdown35.35
Value At Risk(6.94)
Potential Upside9.96

Vipshop Holdings Market Premium Indicators

Risk Adjusted Performance0.4275
Jensen Alpha0.6198
Total Risk Alpha0.2274
Sortino Ratio0.0856
Treynor Ratio(47.79)

Vipshop Holdings Backtested Returns

We consider Vipshop Holdings somewhat reliable. Vipshop Holdings owns Efficiency Ratio (i.e. Sharpe Ratio) of 0.0386, which indicates the firm had 0.0386% of return per unit of risk over the last 3 months. Our philosophy towards measuring the volatility of a stock is to use all available market data together with stock specific technical indicators that cannot be diversified away. We have found twenty-eight technical indicators for Vipshop Holdings Limited, which you can use to evaluate future volatility of the company. Please validate Vipshop Holdings Coefficient Of Variation of 904.12, Risk Adjusted Performance of 0.4275 and Semi Deviation of 3.8 to confirm if the risk estimate we provide is consistent with the expected return of 0.1798%. Vipshop Holdings has performance score of 2 on a scale of 0 to 100. The entity has a beta of -0.0129, which indicates as returns on market increase, returns on owning Vipshop Holdings are expected to decrease at a much smaller rate. During bear market, Vipshop Holdings is likely to outperform the market. Although it is extremely important to respect Vipshop Holdings current price movements, it is better to be realistic regarding the information on equity historical returns. The philosophy towards measuring 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 inspecting Vipshop Holdings technical indicators you can presently evaluate if the expected return of 0.1798% will be sustainable into the future. Vipshop Holdings right now has a risk of 4.66%. Please 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 will be following its existing price patterns.
AdviceVolatility TrendExposureCorrelations
15 days auto-correlation 0.44 
correlation synergy

Average predictability

Vipshop Holdings Limited has average predictability. Overlapping area represents the amount of predictability between Vipshop Holdings time series from 8th of March 2020 to 22nd of April 2020 and 22nd of April 2020 to 6th of June 2020. 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 price movement. The serial correlation of 0.44 indicates that just about 44.0% of current Vipshop Holdings price fluctuation can be explain by its past prices.
Correlation Coefficient0.44
Spearman Rank Test0.13
Residual Average0.0
Price Variance0.92

Vipshop Holdings lagged returns against current returns

 Current and Lagged Values 

Vipshop Holdings regressed lagged prices vs. current prices

 Current vs Lagged Prices 

Vipshop Holdings Lagged Returns

 Regressed Prices 

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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. Please also try Portfolio Center module to all portfolio management and optimization tools to improve performance of your portfolios.
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