Vipshop Holdings (Brazil) Market Value
| V1IP34 Stock | BRL 47.80 0.52 1.08% |
| 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.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in Vipshop Holdings on December 16, 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 90 days. Vipshop Holdings is related to or competes with Capital One, Bread Financial, Mitsubishi UFJ, and Credit Acceptance. 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 | 4.32 | |||
| Information Ratio | 0.098 | |||
| Maximum Drawdown | 21.49 | |||
| Value At Risk | (4.10) | |||
| Potential Upside | 9.38 |
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 | 0.0698 | |||
| Jensen Alpha | 0.3164 | |||
| Total Risk Alpha | 0.7188 | |||
| Sortino Ratio | 0.0842 | |||
| Treynor Ratio | 0.4476 |
Vipshop Holdings Backtested Returns
Vipshop Holdings appears to be very steady, given 3 months investment horizon. Vipshop Holdings owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0859, which indicates the firm had a 0.0859 % 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 review Vipshop Holdings' Semi Deviation of 2.03, risk adjusted performance of 0.0698, and Coefficient Of Variation of 1401.93 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Vipshop Holdings holds a performance score of 6. The entity has a beta of 0.57, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Vipshop Holdings' returns are expected to increase less than the market. However, during the bear market, the loss of holding Vipshop Holdings is expected to be smaller as well. Please check Vipshop Holdings' sortino ratio, maximum drawdown, potential upside, as well as the relationship between the treynor ratio and value at risk , to make a quick decision on whether Vipshop Holdings' existing price patterns will revert.
Auto-correlation | 0.29 |
Poor predictability
Vipshop Holdings Limited has poor predictability. Overlapping area represents the amount of predictability between Vipshop Holdings time series from 16th of December 2024 to 30th of January 2025 and 30th of January 2025 to 16th of March 2025. 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 0.29 indicates that nearly 29.0% of current Vipshop Holdings price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.29 | |
| Spearman Rank Test | 0.22 | |
| Residual Average | 0.0 | |
| Price Variance | 8.9 |
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 FinTech Suite module to use AI to screen and filter profitable investment opportunities.
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.