Vipshop Holdings Limited Stock Market Value
| VIPS Stock | USD 15.16 0.01 0.07% |
| Symbol | Vipshop |
Vipshop Holdings Price To Book Ratio
Is Vipshop Holdings' industry expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Vipshop Holdings. If investors know Vipshop will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Vipshop Holdings listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth 0.461 | Dividend Share 3.049 | Earnings Share 1.99 | Revenue Per Share 203.903 | Quarterly Revenue Growth 0.092 |
The market value of Vipshop Holdings is measured differently than its book value, which is the value of Vipshop that is recorded on the company's balance sheet. Investors also form their own opinion of Vipshop Holdings' value that differs from its market value or its book value, called intrinsic value, which is Vipshop Holdings' true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Vipshop Holdings' market value can be influenced by many factors that don't directly affect Vipshop Holdings' underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Vipshop Holdings' value and its price as these two are different measures arrived at by different means. Investors typically determine if Vipshop Holdings is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Vipshop Holdings' price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Vipshop Holdings 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Vipshop Holdings' stock what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Vipshop Holdings.
| 03/21/2024 |
| 04/20/2024 |
If you would invest 0.00 in Vipshop Holdings on March 21, 2024 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 30 days. Vipshop Holdings is related to or competes with Shoe Carnival, Hibbett Sports, Citi Trends, Zumiez, Buckle, Genesco, and Victorias Secret. Vipshop Holdings Limited operates online platforms for various brands in the Peoples Republic of China More
Vipshop Holdings Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Vipshop Holdings' stock current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Vipshop Holdings Limited upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.42 | |||
| Information Ratio | (0.02) | |||
| Maximum Drawdown | 19.96 | |||
| Value At Risk | (4.10) | |||
| Potential Upside | 5.62 |
Vipshop Holdings Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vipshop Holdings' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vipshop Holdings' standard deviation. In reality, there are many statistical measures that can use Vipshop Holdings historical prices to predict the future Vipshop Holdings' volatility.| Risk Adjusted Performance | 0.0127 | |||
| Jensen Alpha | (0.08) | |||
| Total Risk Alpha | (0.36) | |||
| Sortino Ratio | (0.03) | |||
| Treynor Ratio | 0.0106 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Vipshop Holdings' price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Vipshop Holdings Backtested Returns
We consider Vipshop Holdings not too volatile. Vipshop Holdings owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0347, which indicates the firm had a 0.0347% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Vipshop Holdings Limited, which you can use to evaluate the volatility of the company. Please validate Vipshop Holdings' Risk Adjusted Performance of 0.0127, semi deviation of 2.38, and Coefficient Of Variation of 12909.77 to confirm if the risk estimate we provide is consistent with the expected return of 0.11%. Vipshop Holdings has a performance score of 2 on a scale of 0 to 100. The entity has a beta of 1.28, which indicates a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Vipshop Holdings will likely underperform. Vipshop Holdings right now has a risk of 3.04%. Please validate Vipshop Holdings downside variance, as well as the relationship between the daily balance of power and period momentum indicator , to decide if Vipshop Holdings will be following its existing price patterns.
Auto-correlation | -0.5 |
Modest reverse predictability
Vipshop Holdings Limited has modest reverse predictability. Overlapping area represents the amount of predictability between Vipshop Holdings time series from 21st of March 2024 to 5th of April 2024 and 5th of April 2024 to 20th of April 2024. 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 -0.5 indicates that about 50.0% of current Vipshop Holdings price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.5 | |
| Spearman Rank Test | -0.46 | |
| Residual Average | 0.0 | |
| Price Variance | 0.6 |
Vipshop Holdings lagged returns against current returns
Autocorrelation, which is Vipshop Holdings stock's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Vipshop Holdings' stock expected returns. We can calculate the autocorrelation of Vipshop Holdings returns to help us make a trade decision. For example, suppose you find that Vipshop Holdings has exhibited high autocorrelation historically, and you observe that the stock is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Vipshop Holdings regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Vipshop Holdings stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Vipshop Holdings stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Vipshop Holdings stock over time.
Current vs Lagged Prices |
| Timeline |
Vipshop Holdings Lagged Returns
When evaluating Vipshop Holdings' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Vipshop Holdings stock have on its future price. Vipshop Holdings autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Vipshop Holdings autocorrelation shows the relationship between Vipshop Holdings stock current value and its past values and can show if there is a momentum factor associated with investing in Vipshop Holdings Limited.
Regressed Prices |
| Timeline |
Vipshop Holdings Investors Sentiment
The influence of Vipshop Holdings' investor sentiment on the probability of its price appreciation or decline could be a good factor in your decision-making process regarding taking a position in Vipshop. The overall investor sentiment generally increases the direction of a stock movement in a one-year investment horizon. However, the impact of investor sentiment on the entire stock market does not have solid backing from leading economists and market statisticians.
Investor biases related to Vipshop Holdings' public news can be used to forecast risks associated with an investment in Vipshop. The trend in average sentiment can be used to explain how an investor holding Vipshop can time the market purely based on public headlines and social activities around Vipshop Holdings Limited. Please note that most equities that are difficult to arbitrage are affected by market sentiment the most.
Vipshop Holdings' market sentiment shows the aggregated news analyzed to detect positive and negative mentions from the text and comments. The data is normalized to provide daily scores for Vipshop Holdings' and other traded tickers. The bigger the bubble, the more accurate is the estimated score. Higher bars for a given day show more participation in the average Vipshop Holdings' news discussions. The higher the estimated score, the more favorable is the investor's outlook on Vipshop Holdings.
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Vipshop Holdings in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Vipshop Holdings' short interest history, or implied volatility extrapolated from Vipshop Holdings options trading.
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Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.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:Check out Vipshop Holdings Correlation, Vipshop Holdings Volatility and Vipshop Holdings Alpha and Beta module to complement your research on Vipshop Holdings. You can also try the Equity Analysis module to research over 250,000 global equities including funds, stocks and ETFs to find investment opportunities.
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.