BAOZUN INC. (Foreign) has destroyed investor wealth today. It fell by -1.95% to close at 36.15. During the last week it surged by +6.51% and saw a maximum drawdown of -1.95% before bouncing back.
Buy-and-Hold investors in BZUN experienced a maximum drawdown of -37.99% over the last three months. It fell by -18.93% during this strong bearish trending period. There were no long signals during this period, where the short signal generated good profits of +18.93% for investors.
BZUN has been outperforming the SP500 index in recent time. It showed significant outperformance (compared to the SP500 index) from 9 May, 2016 to 12 Jun, 2018. Over the last 2 years 11 months and 10 days, BZUN outperformed the SP500 index on 50% days. Which indicates that on days BZUN outperforms the SP500 index, it's performance is marginally better than on the days it underperforms the SP500 index.
BZUN was profitable on 50% days in the last three months. During this time, it delivered on average -0.22% per day. It delivered it's worst daily return of -20.68%, during this period, on Monday, 12 Nov, 2018. The longest stort-term trend during this period was 8 losing days, which started on 1 Oct, 2018 and ended on 10 Oct, 2018. This bearish trend lost -27.96% of investor capital.
During the last year BZUN had 6 profitable months and 6 loss making months. BZUN returned profits in fewer months than SP500 index. BZUN significantly outperformed SP500 index in May 2018, when it returned +33.31% compared to +4.75% returned by SP500 index during it's best month in the last one year - Jan 2018. BZUN had a longer winning streak of losing months than SP500 index. It went down in 4 straight months (from Aug 2018 to Nov 2018) during which period it delivered -43.44%. It is interesting to note that both BZUN and SP500 index significantly outperform during months when quarterly/annual results are announced.
Money is multiplied in practical value depending on the number of W's you control in your life: what you do, when you do it, where you do it, and with whom you do it.
-- Timothy Ferriss
BZUN is currently seeing overall fall in volatility. In comparison, the SP500 index is seeing increase in volatility. During the last three months, there was a significant surge in BZUN's volatility from 27 Sep, 2018 to 1 Nov, 2018. While there was a significant surge in the SP500 index's volatility from 25 Sep, 2018 to 29 Oct, 2018.
Advanced/professional short-term investors should note that BZUN has negative skewness in it's return distribution. This indicates that investors may need to stay invested through long periods of drawdown before expecting a recovery.
Based on your interest in BZUN you may find it interesting to know that AYTU has shown remarkable performance and deserves to be on every investors' watchlist.
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