United Parcel (Germany) Probability of Future Stock Price Finishing Over 137.64
| UPAB Stock | EUR 132.86 2.34 1.73% |
United |
United Parcel Target Price Odds to finish over 137.64
The tendency of United Stock price to converge on an average value over time is a known aspect in finance that investors have used since the beginning of the stock market for forecasting. However, many studies suggest that some traded equity instruments are consistently mispriced before traders' demand and supply correct the spread. One possible conclusion to this anomaly is that these stocks have additional risk, for which investors demand compensation in the form of extra returns.
| Current Price | Horizon | Target Price | Odds to move over € 137.64 or more in 90 days |
| 132.86 | 90 days | 137.64 | about 33.85 |
Based on a normal probability distribution, the odds of United Parcel to move over € 137.64 or more in 90 days from now is about 33.85 (This United Parcel Service probability density function shows the probability of United Stock to fall within a particular range of prices over 90 days) . Probability of United Parcel Service price to stay between its current price of € 132.86 and € 137.64 at the end of the 90-day period is about 57.98 .
Assuming the 90 days trading horizon United Parcel Service has a beta of -0.41. This usually implies as returns on the benchmark increase, returns on holding United Parcel are expected to decrease at a much lower rate. During a bear market, however, United Parcel Service is likely to outperform the market. Additionally United Parcel Service has an alpha of 0.0094, implying that it can generate a 0.009447 percent excess return over NYSE Composite after adjusting for the inherited market risk (beta). United Parcel Price Density |
| Price |
Predictive Modules for United Parcel
There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as United Parcel Service. Regardless of method or technology, however, to accurately forecast the stock market is more a matter of luck rather than a particular technique. Nevertheless, trying to predict the stock market accurately is still an essential part of the overall investment decision process. Using different forecasting techniques and comparing the results might improve your chances of accuracy even though unexpected events may often change the market sentiment and impact your forecasting results.Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of United Parcel's 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.
United Parcel Risk Indicators
For the most part, the last 10-20 years have been a very volatile time for the stock market. United Parcel is not an exception. The market had few large corrections towards the United Parcel's value, including both sudden drops in prices as well as massive rallies. These swings have made and broken many portfolios. An investor can limit the violent swings in their portfolio by implementing a hedging strategy designed to limit downside losses. If you hold United Parcel Service, one way to have your portfolio be protected is to always look up for changing volatility and market elasticity of United Parcel within the framework of very fundamental risk indicators.α | Alpha over NYSE Composite | 0.01 | |
β | Beta against NYSE Composite | -0.41 | |
σ | Overall volatility | 2.64 | |
Ir | Information ratio | -0.05 |
United Parcel Alerts and Suggestions
In today's market, stock alerts give investors the competitive edge they need to time the market and increase returns. Checking the ongoing alerts of United Parcel for significant developments is a great way to find new opportunities for your next move. Suggestions and notifications for United Parcel Service can help investors quickly react to important events or material changes in technical or fundamental conditions and significant headlines that can affect investment decisions.| United Parcel generated a negative expected return over the last 90 days | |
| United Parcel has high financial leverage indicating that it may have difficulties to generate enough cash to satisfy its financial obligations | |
| About 73.0% of the company outstanding shares are owned by institutional investors |
United Parcel Price Density Drivers
Market volatility will typically increase when nervous long traders begin to feel the short-sellers pressure to drive the market lower. The future price of United Stock often depends not only on the future outlook of the current and potential United Parcel's investors but also on the ongoing dynamics between investors with different trading styles. Because the market risk indicators may have small false signals, it is better to identify suitable times to hedge a portfolio using different long/short signals. United Parcel's indicators that are reflective of the short sentiment are summarized in the table below.
| Common Stock Shares Outstanding | 858.8 M |
United Parcel Technical Analysis
United Parcel's future price can be derived by breaking down and analyzing its technical indicators over time. United Stock technical analysis helps investors analyze different prices and returns patterns as well as diagnose historical swings to determine the real value of United Parcel Service. In general, you should focus on analyzing United Stock price patterns and their correlations with different microeconomic environments and drivers.
United Parcel Predictive Forecast Models
United Parcel's time-series forecasting models is one of many United Parcel's stock analysis techniques aimed to predict future share value based on previously observed values. Time-series forecasting models are widely used for non-stationary data. Non-stationary data are called the data whose statistical properties, e.g., the mean and standard deviation, are not constant over time, but instead, these metrics vary over time. This non-stationary United Parcel's historical data is usually called time series. Some empirical experimentation suggests that the statistical forecasting models outperform the models based exclusively on fundamental analysis to predict the direction of the stock market movement and maximize returns from investment trading.
Things to note about United Parcel Service
Checking the ongoing alerts about United Parcel for important developments is a great way to find new opportunities for your next move. Our stock alerts and notifications screener for United Parcel Service help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.
| United Parcel generated a negative expected return over the last 90 days | |
| United Parcel has high financial leverage indicating that it may have difficulties to generate enough cash to satisfy its financial obligations | |
| About 73.0% of the company outstanding shares are owned by institutional investors |
Check out United Parcel Backtesting, United Parcel Valuation, United Parcel Correlation, United Parcel Hype Analysis, United Parcel Volatility, United Parcel History as well as United Parcel Performance. Note that the United Parcel Service information on this page should be used as a complementary analysis to other United Parcel's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try the Portfolio Optimization module to compute new portfolio that will generate highest expected return given your specified tolerance for risk.
Complementary Tools for United Stock analysis
When running United Parcel's price analysis, check to measure United Parcel's 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 United Parcel is operating at the current time. Most of United Parcel's value examination focuses on studying past and present price action to predict the probability of United Parcel's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move United Parcel's price. Additionally, you may evaluate how the addition of United Parcel to your portfolios can decrease your overall portfolio volatility.
| Commodity Channel Use Commodity Channel Index to analyze current equity momentum | |
| CEOs Directory Screen CEOs from public companies around the world | |
| Crypto Correlations Use cryptocurrency correlation module to diversify your cryptocurrency portfolio across multiple coins | |
| Portfolio Dashboard Portfolio dashboard that provides centralized access to all your investments | |
| Commodity Directory Find actively traded commodities issued by global exchanges | |
| Funds Screener Find actively-traded funds from around the world traded on over 30 global exchanges | |
| Sync Your Broker Sync your existing holdings, watchlists, positions or portfolios from thousands of online brokerage services, banks, investment account aggregators and robo-advisors. | |
| Share Portfolio Track or share privately all of your investments from the convenience of any device | |
| Equity Analysis Research over 250,000 global equities including funds, stocks and ETFs to find investment opportunities | |
| Cryptocurrency Center Build and monitor diversified portfolio of extremely risky digital assets and cryptocurrency | |
| Efficient Frontier Plot and analyze your portfolio and positions against risk-return landscape of the market. |