Vipshop Holdings (Brazil) Market Value
| V1IP34 Stock | BRL 37.50 0.76 1.99% |
| Symbol | Vipshop |
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.
| 10/30/2024 |
| 11/29/2024 |
If you would invest 0.00 in Vipshop Holdings on October 30, 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 CVS Health, Automatic Data, Multilaser Industrial, Hospital Mater, G2D Investments, and Iron Mountain. 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 | 3.26 | |||
| Information Ratio | 0.0133 | |||
| Maximum Drawdown | 16.34 | |||
| Value At Risk | (3.79) | |||
| Potential Upside | 4.1 |
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 | 0.0542 | |||
| Jensen Alpha | 0.1647 | |||
| Total Risk Alpha | (0.24) | |||
| Sortino Ratio | 0.0106 | |||
| Treynor Ratio | (1.17) |
Vipshop Holdings Backtested Returns
At this point, Vipshop Holdings is very steady. Vipshop Holdings owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0356, which indicates the firm had a 0.0356% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Vipshop Holdings Limited, which you can use to evaluate the volatility of the company. Please validate Vipshop Holdings' Coefficient Of Variation of 1625.38, risk adjusted performance of 0.0542, and Semi Deviation of 2.11 to confirm if the risk estimate we provide is consistent with the expected return of 0.093%. Vipshop Holdings has a performance score of 2 on a scale of 0 to 100. The entity has a beta of -0.13, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Vipshop Holdings are expected to decrease at a much lower rate. During the bear market, Vipshop Holdings is likely to outperform the market. Vipshop Holdings right now has a risk of 2.62%. Please validate Vipshop Holdings sortino ratio, maximum drawdown, potential upside, as well as the relationship between the treynor ratio and value at risk , to decide if Vipshop Holdings will be following its existing price patterns.
Auto-correlation | -0.24 |
Weak reverse predictability
Vipshop Holdings Limited has weak reverse predictability. Overlapping area represents the amount of predictability between Vipshop Holdings time series from 30th of October 2024 to 14th of November 2024 and 14th of November 2024 to 29th of November 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 -0.24 indicates that over 24.0% of current Vipshop Holdings price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.24 | |
| Spearman Rank Test | -0.45 | |
| Residual Average | 0.0 | |
| Price Variance | 0.94 |
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 |
Also Currently Popular
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.Additional Information and Resources on Investing in Vipshop Stock
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 My Watchlist Analysis module to analyze my current watchlist and to refresh optimization strategy. Macroaxis watchlist is based on self-learning algorithm to remember stocks you like.
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.