Vipshop Holdings Variance
| VIPS Stock | | | USD 14.25 -0.38 -2.60% |
Variance is another measure of security risk that shows the amount of dispersion of equity returns around their mean value. Variance is calculated as the average squared deviations from the mean. Evaluating a set of investment alternatives one can use variance to help determine the volatility when purchasing a specific security. Similar to Standard Deviation, the variance is a measure of how far a set of numbers is spread out around its mean. Below is Vipshop Holdings's current Variance with peer comparisons and related risk metrics.
Current Variance Value
At 4.27, Vipshop Holdings's Variance indicates elevated price variability. This places Vipshop Holdings toward the higher end of the volatility range for Broadline Retail.
Variance | = | SUM(RET DEV)2N |
| = | 4.27 | |
| SUM | = | Summation notation |
| RET DEV | = | Actual returns deviation over selected period |
| N | = | Number of points for the period |
Variance Peers Comparison
The peer group averages 5.72 for Variance, with Vipshop Holdings at 4.27 falling below that level. Readings span 3.78 (Lithia Motors) to 8.31 (Maplebear). Vipshop Holdings has exhibited less price dispersion than the peer average over the measured period.
Variance Relative To Other Indicators
The chart below plots Variance against Maximum Drawdown for Vipshop Holdings and its peers. Each point represents one equity — position along the horizontal axis shows Variance while the vertical axis shows Maximum Drawdown. Equities that cluster in different quadrants carry distinct risk-return profiles. Use the dropdowns to swap in other indicators for either axis.
Comparing Variance (
4.27 ) to Maximum Drawdown (
10.37 ) for Vipshop Holdings yields a
2.43 multiple. This indicates Maximum Drawdown is significantly higher than Variance for Vipshop Holdings.
Methodology, Assumptions & Data Sources
The current Variance for Vipshop Holdings is 4.27. The Variance for Vipshop Holdings is produced by transforming raw price history into a standardized measure according to the indicator's defined methodology. Data sources include daily closing prices from supported exchanges, with standard corporate action adjustments applied. Vipshop Holdings operates in the consumer discretionary sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. The calculation assumes continuous price data across the selected period. All readings are presented as reference data.
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